Investigation of Kalman filter divergence using robust stability techniques [combat aircraft tracking/navigation system]

2002 ◽  
Author(s):  
J. Pearson ◽  
R. Goodall ◽  
M. Eastham ◽  
C. MacLeod
Keyword(s):  
Kalman Filter ◽  
Robust Stability ◽  
Navigation System ◽  
Combat Aircraft ◽  
Aircraft Tracking ◽  
Filter Divergence

An Improved and Efficient Algorithm for SINS/GPS/Doppler Integrated Navigation Systems

2012 ◽  
Vol 245 ◽  
pp. 323-329 ◽  
Author(s):  
Muhammad Ushaq ◽  
Jian Cheng Fang
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Inertial Navigation System ◽  
Inertial Sensor ◽  
Inertial Navigation ◽  
Measurement Unit ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Efficient Manner ◽  
Position Errors

Inertial navigation systems exhibit position errors that tend to grow with time in an unbounded mode. This degradation is due, in part, to errors in the initialization of the inertial measurement unit and inertial sensor imperfections such as accelerometer biases and gyroscope drifts. Mitigation to this growth and bounding the errors is to update the inertial navigation system periodically with external position (and/or velocity, attitude) fixes. The synergistic effect is obtained through external measurements updating the inertial navigation system using Kalman filter algorithm. It is a natural requirement that the inertial data and data from the external aids be combined in an optimal and efficient manner. In this paper an efficient method for integration of Strapdown Inertia Navigation System (SINS), Global Positioning System (GPS) and Doppler radar is presented using a centralized linear Kalman filter by treating vector measurements with uncorrelated errors as scalars. Two main advantages have been obtained with this improved scheme. First is the reduced computation time as the number of arithmetic computation required for processing a vector as successive scalar measurements is significantly less than the corresponding number of operations for vector measurement processing. Second advantage is the improved numerical accuracy as avoiding matrix inversion in the implementation of covariance equations improves the robustness of the covariance computations against round off errors.

scholarly journals Application of Federal Kalman Filter with Neural Networks in the Velocity and Attitude Matching of Transfer Alignment

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-7 ◽  
Author(s):  
Lijun Song ◽  
Zhongxing Duan ◽  
Bo He ◽  
Zhe Li
Keyword(s):  
Neural Networks ◽  
Kalman Filter ◽  
Navigation System ◽  
Inertial Navigation System ◽  
Estimation Error ◽  
Inertial Navigation ◽  
Transfer Alignment ◽  
The Neural Networks ◽  
Initial Attitude ◽  
Noise Statistics

The centralized Kalman filter is always applied in the velocity and attitude matching of Transfer Alignment (TA). But the centralized Kalman has many disadvantages, such as large amount of calculation, poor real-time performance, and low reliability. In the paper, the federal Kalman filter (FKF) based on neural networks is used in the velocity and attitude matching of TA, the Kalman filter is adjusted by the neural networks in the two subfilters, the federal filter is used to fuse the information of the two subfilters, and the global suboptimal state estimation is obtained. The result of simulation shows that the federal Kalman filter based on neural networks is better in estimating the initial attitude misalignment angle of inertial navigation system (INS) when the system dynamic model and noise statistics characteristics of inertial navigation system are unclear, and the estimation error is smaller and the accuracy is higher.

Model aided airborne integrated navigation system based on an improved square-root unscented H∞ filter

2018 ◽  
Vol 41 (5) ◽  
pp. 1290-1300
Author(s):  
Jieliang Shen ◽  
Yan Su ◽  
Qing Liang ◽  
Xinhua Zhu
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Unscented Kalman Filter ◽  
Statistical Characteristics ◽  
Small Scale ◽  
Strong Nonlinearity ◽  
Square Root ◽  
Integrated Navigation ◽  
Fusion Algorithm ◽  
Integrated Navigation System

An inertial navigation system (INS) aided with an aircraft dynamic model (ADM) is developed as a novel airborne integrated navigation system, coping with the absence of a global navigation satellite system. To overcome the shortcomings of the conventional linear integration of INS/ADM based on an extended Kalman filter, a nonlinear integration method is proposed. Fast-update ADM makes it possible to utilize a direct filtering method, which employs nonlinear INS mechanics as system equations and a nonlinear ADM as observation equations, substituting the indirect filtering based on linear error equations. The strong nonlinearity generally calls for an unscented Kalman filter to accomplish the fusion process. Dealing with the model uncertainty, the inaccurate statistical characteristics of the noise and the potential nonpositive definiteness of the covariance matrix, an improved square-root unscented H∞ filter (ISRUHF) is derived in the paper, in which the robust factor [Formula: see text] is further expanded into a diagonal matrix [Formula: see text], to improve the accuracy and robustness of the integrated navigation system. Corresponding simulations as well as real flight tests based on a small-scale fixed-wing aircraft are operated and ISRUHF shows superiority compared with the commonly used fusion algorithm.

scholarly journals The Design and Implementation of an Inertial GNSS Odometer Integrated Navigation System Based on a Federated Kalman Filter for High-Speed Railway Track Inspection

2021 ◽  
Vol 11 (11) ◽  
pp. 5244
Author(s):  
Xinchun Zhang ◽  
Ximin Cui ◽  
Bo Huang
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
High Speed ◽  
Measurement Accuracy ◽  
Railway Track ◽  
Filter Method ◽  
Integrated Navigation ◽  
High Speed Railway ◽  
Track Geometry ◽  
Integrated Navigation System

The detection of track geometry parameters is essential for the safety of high-speed railway operation. To improve the accuracy and efficiency of the state detector of track geometry parameters, in this study we propose an inertial GNSS odometer integrated navigation system based on the federated Kalman, and a corresponding inertial track measurement system was also developed. This paper systematically introduces the construction process for the Kalman filter and data smoothing algorithm based on forward filtering and reverse smoothing. The engineering results show that the measurement accuracy of the track geometry parameters was better than 0.2 mm, and the detection speed was about 3 km/h. Thus, compared with the traditional Kalman filter method, the proposed design improved the measurement accuracy and met the requirements for the detection of geometric parameters of high-speed railway tracks.

scholarly journals A Modified Extended Kalman Filter for a Two-Antenna GPS/INS Vehicular Navigation System

Sensors ◽  
2018 ◽  
Vol 18 (11) ◽  
pp. 3809 ◽  
Author(s):  
Yushi Hao ◽  
Aigong Xu ◽  
Xin Sui ◽  
Yulei Wang
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Navigation System ◽  
Adaptive Estimation ◽  
Estimation Method ◽  
Measurement Noise ◽  
Model Errors ◽  
State Process ◽  
Stability And Accuracy ◽  
The Impact

Recently, the integration of an inertial navigation system (INS) and the Global Positioning System (GPS) with a two-antenna GPS receiver has been suggested to improve the stability and accuracy in harsh environments. As is well known, the statistics of state process noise and measurement noise are critical factors to avoid numerical problems and obtain stable and accurate estimates. In this paper, a modified extended Kalman filter (EKF) is proposed by properly adapting the statistics of state process and observation noises through the innovation-based adaptive estimation (IAE) method. The impact of innovation perturbation produced by measurement outliers is found to account for positive feedback and numerical issues. Measurement noise covariance is updated based on a remodification algorithm according to measurement reliability specifications. An experimental field test was performed to demonstrate the robustness of the proposed state estimation method against dynamic model errors and measurement outliers.

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