Amélioration de méthodes d'estimation des débits journaliers

1993 ◽  
Vol 20 (3) ◽  
pp. 490-499
Author(s):  
Saad Bennis ◽  
Pierre Bruneau
Keyword(s):  
Kalman Filter ◽  
Test Area ◽  
Estimation Methods ◽  
Improve Performance ◽  
Physical Test ◽  
Noise Covariance Matrix ◽  
Filtering Algorithm ◽  
Daily Streamflow ◽  
Streamflow Estimation ◽  
Noise Covariance

The aim of the research described in this paper was to improve results obtained with conventional daily streamflow estimation methods. The technique requires a robust filter such as the Kalman filter. An explanation of the general filtering algorithm is first given, followed by illustration of how the robust-filter technique can be combined with daily streamflow estimation methods to improve performance. In particular, missing data estimates were more precise with the robust filter, and independent residuals with autocorrelation functions close to zero were obtained. The Saint-François River basin was used as a physical test area. Key words: Kalman filter, missing streamflow record, persistence, extrapolation, noise covariance matrix, residual autocorrelation. [Journal translation]

A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems

2013 ◽  
Vol 300-301 ◽  
pp. 623-626 ◽  
Author(s):  
Yong Zhou ◽  
Yu Feng Zhang ◽  
Ju Zhong Zhang
Keyword(s):  
Kalman Filter ◽  
Nonlinear Systems ◽  
Covariance Matrix ◽  
Unscented Kalman Filter ◽  
Square Root ◽  
Noise Covariance Matrix ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
The Stability ◽  
Stability And Accuracy

This paper describes a new adaptive filtering approach for nonlinear systems with additive noise. Based on Square-Root Unscented Kalman Filter (SRUKF), the traditional Maybeck’s estimator is modified and extended to the nonlinear systems, the estimation of square root of the process noise covariance matrix Q or measurement noise covariance matrix R is obtained straightforwardly. Then the positive semi-definiteness of Q or R is guaranteed, some shortcomings of traditional Maybeck’s algorithm are overcome, so the stability and accuracy of the filter is improved greatly.

scholarly journals An Improved SINS Alignment Method Based on Adaptive Cubature Kalman Filter

Sensors ◽  
2019 ◽  
Vol 19 (24) ◽  
pp. 5509 ◽  
Author(s):  
Yonggang Zhang ◽  
Geng Xu ◽  
Xin Liu
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Real Life ◽  
Covariance Matrices ◽  
The Body ◽  
Alignment Method ◽  
Initial Alignment ◽  
Noise Covariance Matrix ◽  
Cubature Kalman Filter ◽  
Noise Covariance

Initial alignment is critical and indispensable for the inertial navigation system (INS), which determines the initial attitude matrix between the reference navigation frame and the body frame. The conventional initial alignment methods based on the Kalman-like filter require an accurate noise covariance matrix of state and measurement to guarantee the high estimation accuracy. However, in a real-life practical environment, the uncertain noise covariance matrices are often induced by the motion of the carrier and external disturbance. To solve the problem of initial alignment with uncertain noise covariance matrices and a large initial misalignment angle in practical environment, an improved initial alignment method based on an adaptive cubature Kalman filter (ACKF) is proposed in this paper. By virtue of the idea of the variational Bayesian (VB) method, the system state, one step predicted error covariance matrix, and measurement noise covariance matrix of initial alignment are adaptively estimated together. Simulation and vehicle experiment results demonstrate that the proposed method can improve the accuracy of initial alignment compared with existing methods.

Kalman Filter and Complementary Filter in Attitude Estimation of APM

2014 ◽  
Vol 577 ◽  
pp. 794-797 ◽  
Author(s):  
Feng Lin ◽  
Xi Lan Miao ◽  
Xiao Guang Qu
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Attitude Estimation ◽  
Measurement Noise ◽  
Experimental Results ◽  
Extend Kalman Filter ◽  
Noise Covariance Matrix ◽  
Complementary Filter ◽  
Measurement Noise Covariance ◽  
Noise Covariance

This paper presents the results of a quaternion based extend Kalman filter (EKF) and complementary filter for ArduPilotMega (APM) attitude estimation. In addition, a new method to get the measurement noise covariance matrix R is proposed. Experimental results show that the two algorithms can meet the requirements, but the complementary filter can yield better performance than EKF.

scholarly journals UAV Swarm Navigation Using Dynamic Adaptive Kalman Filter and Network Navigation

Sensors ◽  
2021 ◽  
Vol 21 (16) ◽  
pp. 5374
Author(s):  
Jingjuan Zhang ◽  
Wenxiang Zhou ◽  
Xueyun Wang
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Integrated System ◽  
Adaptive Kalman Filter ◽  
Positioning Accuracy ◽  
Distance Information ◽  
Noise Covariance Matrix ◽  
Position Errors ◽  
Uav Swarm ◽  
Noise Covariance

Aiming to improve the positioning accuracy of an unmanned aerial vehicle (UAV) swarm under different scenarios, a two-case navigation scheme is proposed and simulated. First, when the Global Navigation Satellite System (GNSS) is available, the inertial navigation system (INS)/GNSS-integrated system based on the Kalman Filter (KF) plays a key role for each UAV in accurate navigation. Considering that Kalman filter’s process noise covariance matrix Q and observation noise covariance matrix R affect the navigation accuracy, this paper proposes a dynamic adaptive Kalman filter (DAKF) which introduces ensemble empirical mode decomposition (EEMD) to determine R and adjust Q adaptively, avoiding the degradation and divergence caused by an unknown or inaccurate noise model. Second, a network navigation algorithm (NNA) is employed when GNSS outages happen and the INS/GNSS-integrated system is not available. Distance information among all UAVs in the swarm is adopted to compensate the INS position errors. Finally, simulations are conducted to validate the effectiveness of the proposed method, results showing that DAKF improves the positioning accuracy of a single UAV by 30–50%, and NNA increases the positioning accuracy of a swarm by 93%.

Online jointly estimation of hysteretic structures using the combination of central difference Kalman filter and Robbins–Monro technique

2020 ◽  
pp. 107754632092560
Author(s):  
Hamed Amini Tehrani ◽  
Ali Bakhshi ◽  
Tony T. Y. Yang
Keyword(s):  
Kalman Filter ◽  
Bayesian Inference ◽  
Covariance Matrix ◽  
Structural Safety ◽  
Simultaneous Estimation ◽  
Central Difference ◽  
Noise Covariance Matrix ◽  
Highly Nonlinear ◽  
Noise Covariance ◽  
Central Difference Kalman Filter

Rapid assessment of structural safety and performance right after the occurrence of significant earthquake shaking is crucial for building owners and decision-makers to make informed risk management decisions. Hence, it is vital to develop online and pseudo-online health monitoring methods to quantify the health of the building right after significant earthquake shaking. Many Bayesian inference–based methods have been developed in the past which allow the users to estimate the unknown states and parameters. However, one of the most challenging part of the Bayesian inference–based methods is the determination of the parameter noise covariance matrix. It is especially difficult when the number of unknown states and parameters is large. In this study, an effective online joint estimation method for nonlinear hysteretic structures, with consideration of degradation and pinching phenomena, is proposed. Simultaneous estimation of states and parameters is conducted using the combination of a central difference Kalman filter as an effective estimator and the Robbins–Monro stochastic approximation technique as the parameters noise covariance matrix regulator. The proposed algorithm is implemented on three shear buildings with 36, 54, and 90 unknown states and parameters. To verify the performance of the system identification method, robust simulations with synthetic measurement noises and modeling errors were generated using the Monte Carlo random simulation method. The result shows the proposed method can be used to estimate the unknown parameters and states of highly nonlinear systems efficiently and effectively.

scholarly journals RL-AKF: An Adaptive Kalman Filter Navigation Algorithm Based on Reinforcement Learning for Ground Vehicles

2020 ◽  
Vol 12 (11) ◽  
pp. 1704
Author(s):  
Xile Gao ◽  
Haiyong Luo ◽  
Bokun Ning ◽  
Fang Zhao ◽  
Linfeng Bao ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Navigation System ◽  
Integrated Navigation ◽  
Adaptive Kalman Filter ◽  
Process Noise ◽  
Noise Covariance Matrix ◽  
Integrated Navigation System ◽  
Navigation Algorithm ◽  
Noise Covariance

Kalman filter is a commonly used method in the Global Navigation Satellite System (GNSS)/Inertial Navigation System (INS) integrated navigation system, in which the process noise covariance matrix has a significant influence on the positioning accuracy and sometimes even causes the filter to diverge when using the process noise covariance matrix with large errors. Though many studies have been done on process noise covariance estimation, the ability of the existing methods to adapt to dynamic and complex environments is still weak. To obtain accurate and robust localization results under various complex and dynamic environments, we propose an adaptive Kalman filter navigation algorithm (which is simply called RL-AKF), which can adaptively estimate the process noise covariance matrix using a reinforcement learning approach. By taking the integrated navigation system as the environment, and the opposite of the current positioning error as the reward, the adaptive Kalman filter navigation algorithm uses the deep deterministic policy gradient to obtain the most optimal process noise covariance matrix estimation from the continuous action space. Extensive experimental results show that our proposed algorithm can accurately estimate the process noise covariance matrix, which is robust under different data collection times, different GNSS outage time periods, and using different integration navigation fusion schemes. The RL-AKF achieves an average positioning error of 0.6517 m within 10 s GNSS outage for GNSS/INS integrated navigation system and 14.9426 m and 15.3380 m within 300 s GNSS outage for the GNSS/INS/Odometer (ODO) and the GNSS/INS/Non-Holonomic Constraint (NHC) integrated navigation systems, respectively.

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