covariance matching
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2020 ◽  
Vol 170 ◽  
pp. 107431
Author(s):  
Arash Owrang ◽  
Yoram Bresler ◽  
Magnus Jansson

Author(s):  
Aysegul Dundar ◽  
Ming-Yu Liu ◽  
Zhiding Yu ◽  
Ting-Chun Wang ◽  
John Zedlewski ◽  
...  

2019 ◽  
Vol 2019 ◽  
pp. 1-6 ◽  
Author(s):  
Xuchao Kang ◽  
Guangjun He ◽  
Xingge Li

Aiming at the problem that the accuracy and stability of SINS/BDS integrated navigation system decrease due to uncertain model and observation anomalies, a SINS/BDS integrated navigation method based on classified weighted adaptive filtering is proposed. Firstly, the innovation covariance matching technology is used to detect whether there is any abnormality in the system as a whole. Then the types of anomalies are distinguished by hypothesis test. Different types of anomalies have different effects on state estimation. Based on the dynamic changes of innovation, different adaptive weighting methods are adopted to correct navigation information. The simulation results show that this method can effectively improve the fault-tolerant performance of integrated navigation system in complex environment with unknown anomaly types. When both model anomalies and observation anomalies exist, the speed and position accuracy are increased by 42% and 24% compared with the standard KF, 38% and 22% compared with the innovation orthogonal adaptive filtering, which has higher navigation accuracy.


Sensors ◽  
2019 ◽  
Vol 19 (10) ◽  
pp. 2372 ◽  
Author(s):  
Antônio C. B. Chiella ◽  
Bruno O. S. Teixeira ◽  
Guilherme A. S. Pereira

This paper presents the Quaternion-based Robust Adaptive Unscented Kalman Filter (QRAUKF) for attitude estimation. The proposed methodology modifies and extends the standard UKF equations to consistently accommodate the non-Euclidean algebra of unit quaternions and to add robustness to fast and slow variations in the measurement uncertainty. To deal with slow time-varying perturbations in the sensors, an adaptive strategy based on covariance matching that tunes the measurement covariance matrix online is used. Additionally, an outlier detector algorithm is adopted to identify abrupt changes in the UKF innovation, thus rejecting fast perturbations. Adaptation and outlier detection make the proposed algorithm robust to fast and slow perturbations such as external magnetic field interference and linear accelerations. Comparative experimental results that use an industrial manipulator robot as ground truth suggest that our method overcomes a trusted commercial solution and other widely used open source algorithms found in the literature.


Sensors ◽  
2018 ◽  
Vol 18 (10) ◽  
pp. 3241 ◽  
Author(s):  
Haonan Jiang ◽  
Yuanli Cai

Standard Bayesian filtering algorithms only work well when the statistical properties of system noises are exactly known. However, this assumption is not always plausible in real target tracking applications. In this paper, we present a new estimation approach named adaptive fifth-degree cubature information filter (AFCIF) for multi-sensor bearings-only tracking (BOT) under the condition that the process noise follows zero-mean Gaussian distribution with unknown covariance. The novel algorithm is based on the fifth-degree cubature Kalman filter and it is constructed within the information filtering framework. With a sensor selection strategy developed using observability theory and a recursive process noise covariance estimation procedure derived using the covariance matching principle, the proposed filtering algorithm demonstrates better estimation accuracy and filtering stability. Simulation results validate the superiority of the AFCIF.


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