scholarly journals Multidimensional Rational Covariance Extension with Approximate Covariance Matching

2018 ◽  
Vol 56 (2) ◽  
pp. 913-944 ◽  
Author(s):  
Axel Ringh ◽  
Johan Karlsson ◽  
Anders Lindquist
Keyword(s):  
Covariance Matching ◽  
Covariance Extension

Fast Covariance Matching With Fuzzy Genetic Algorithm

2012 ◽  
Vol 8 (1) ◽  
pp. 148-157 ◽  
Author(s):  
Xuguang Zhang ◽  
Shuo Hu ◽  
Dan Chen ◽  
Xiaoli Li
Keyword(s):  
Genetic Algorithm ◽  
Covariance Matching ◽  
Fuzzy Genetic Algorithm ◽  
Fuzzy Genetic

scholarly journals Quaternion-Based Robust Attitude Estimation Using an Adaptive Unscented Kalman Filter

Sensors ◽  
2019 ◽  
Vol 19 (10) ◽  
pp. 2372 ◽  
Author(s):  
Antônio C. B. Chiella ◽  
Bruno O. S. Teixeira ◽  
Guilherme A. S. Pereira
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Ground Truth ◽  
Adaptive Strategy ◽  
Attitude Estimation ◽  
Covariance Matching ◽  
Adaptive Unscented Kalman Filter ◽  
Unit Quaternions ◽  
Abrupt Changes ◽  
Robust Adaptive

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.

scholarly journals A SINS/BDS Integrated Navigation Method Based on Classified Weighted Adaptive Filtering

2019 ◽  
Vol 2019 ◽  
pp. 1-6 ◽  
Author(s):  
Xuchao Kang ◽  
Guangjun He ◽  
Xingge Li
Keyword(s):  
Adaptive Filtering ◽  
Navigation System ◽  
Fault Tolerant ◽  
Hypothesis Test ◽  
Integrated Navigation ◽  
Integrated Navigation System ◽  
Covariance Matching ◽  
Uncertain Model ◽  
Navigation Accuracy ◽  
Navigation Method

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.

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