Measurement Noise Covariance-Adapting Kalman Filters for Varying Sensor Noise Situations

An accurate and reliable positioning system (PS) is a significant topic of research due to its broad range of aerospace applications, such as the localization of autonomous agents in GPS-denied and indoor environments. The PS discussed in this work uses ultra-wide band (UWB) sensors to provide distance measurements. UWB sensors are based on radio frequency technology and offer low power consumption, wide bandwidth, and precise ranging in the presence of nominal environmental noise. However, in practical situations, UWB sensors experience varying measurement noise due to unexpected obstacles in the environment. The localization accuracy is highly dependent on the filtering of such noise, and the extended Kalman filter (EKF) is one of the widely used techniques. In varying noise situations, where the obstacles generate larger measurement noise than nominal levels, EKF cannot offer precise results. Therefore, this work proposes two approaches based on EKF: sequential adaptive EKF and piecewise adaptive EKF. Simulation studies are conducted in static, linear, and nonlinear scenarios, and it is observed that higher accuracy is achieved by applying the proposed approaches as compared to the traditional EKF method.

Research on Dynamic Modeling of KF Algorithm for Detecting Distorted AC Signal

Kalman filter (KF) is often based on two models, which are phase angle vector (PAV) model and orthogonal vector (OV) model, in the application of distorted grid AC signal detection. However, these two models lack rigorous and detailed derivation from the principle of dynamic modeling. This paper presents a phase angle vector dynamic (PAVD) model and an orthogonal vector dynamic (OVD) model, which are combined with Kalman filter for detecting distorted grid AC signal. They reveal that the state noise covariance of the dynamic model−based KF is related to the sampling cycle, and overcome the defect of more detecting error for conventional model−based KF. Experiment and evaluation results show that the proposed KF algorithms are reasonable and effective. Therefore, this paper contributes a guiding significance for the application of KF algorithm in harmonic detection.

Joint Learning of Full-structure Noise in Hierarchical Bayesian Regression Models

We consider the reconstruction of brain activity from electroencephalography (EEG). This inverse problem can be formulated as a linear regression with independent Gaussian scale mixture priors for both the source and noise components. Crucial factors influencing accuracy of source estimation are not only the noise level but also its correlation structure, but existing approaches have not addressed estimation of noise covariance matrices with full structure. To address this shortcoming, we develop hierarchical Bayesian (type-II maximum likelihood) models for observations with latent variables for source and noise, which are estimated jointly from data. As an extension to classical sparse Bayesian learning (SBL), where across-sensor observations are assumed to be independent and identically distributed, we consider Gaussian noise with full covariance structure. Using the majorization-maximization framework and Riemannian geometry, we derive an efficient algorithm for updating the noise covariance along the manifold of positive definite matrices. We demonstrate that our algorithm has guaranteed and fast convergence and validate it in simulations and with real MEG data. Our results demonstrate that the novel framework significantly improves upon state-of-the-art techniques in the real-world scenario where the noise is indeed non-diagonal and fully-structured. Our method has applications in many domains beyond biomagnetic inverse problems.

Subspace Based Adaptive Beamforming Algorithm with Interference Plus Noise Covariance Matrix Reconstruction

As we all know, the model mismatch, primarily when the desired signal exists in the training data, or when the sample data is used for training, will seriously affect algorithm performance. This paper combines the subspace algorithm based on direction of arrival (DOA) estimation with the adaptive beamforming. It proposes a reconstruction algorithm based on the interference plus noise covariance matrix (INCM). Firstly, the eigenvector of the desired signal is obtained according to the eigenvalue decomposition of the subspace algorithm, and the eigenvector is used as the estimated value of the desired signal steering vector (SV). Then the INCM is reconstructed according to the estimated parameters to remove the adverse effect of the desired signal component on the beamformer. Finally, the estimated desired signal SV and the reconstructed INCM are used to calculate the weight. Compared with the previous work, the proposed algorithm not only improves the performance of the adaptive beamformer but also dramatically reduces the complexity. Simulation experiment results show the effectiveness and robustness of the proposed beamforming algorithm.

Robust UKF-based filtering for tracking a maneuvering hypersonic glide vehicle

To track a non-cooperative hypersonic glide vehicle (HGV) without any precise information, an approach to the state estimation is presented based on a robust UKF-based filter (RUKFBF) in this paper. The HGV has an uncertain reentry motion because of unknown maneuvers which is a primary factor leading to degradation of tracking accuracy. Aiming at enhancing accuracy, the strong tracking algorithm (STA) is introduced to addressing the model error caused by a bank-reversal maneuver of HGV. Furthermore, the Huber technique is employed to deal with possible measurement model errors. In the RUKFBF, mutual interferences are suppressed between the STA and the Huber technique via two strategies. The one is that the calculation of the fading factor in the STA adopts an unmodified measurement noise covariance, and the other one is that two judgment criteria are proposed to limit large fading factors in the presence of measurement model errors. To simulate real tracking scenarios, the RUKFBF is tested through tracking a HGV trajectory considering a practical guidance strategy. Simulation results demonstrate the effectiveness of the RUKFBF in the presence of model errors and the observability of the estimated state.