scholarly journals Time-Varying Noise Statistic Estimator Based Adaptive Simplex Cubature Kalman Filter

2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
Zhaoming Li ◽  
Wenge Yang ◽  
Dan Ding
Keyword(s):  
Kalman Filter ◽  
Maximum A Posteriori ◽  
Fading Memory ◽  
Time Varying ◽  
A Posteriori ◽  
Noise Statistic ◽  
Cubature Kalman Filter ◽  
Weighted Integral ◽  
Simulation Results ◽  
Posteriori Estimation

To address the problem that filtering accuracy is reduced with the inaccurate time-varying noise statistic in conventional cubature Kalman filter, a noise statistic estimator based adaptive simplex cubature Kalman filter is put forward in this paper. First, the simplex cubature rule is adopted to approximate the intractable nonlinear Gaussian weighted integral in the filter. Secondly, a suboptimal unbiased constant noise statistic estimator is derived based on the maximum a posteriori estimation criterion. For the time-varying noise, the above estimator is modified using an exponential weighted attenuation method to realize the oblivion of stale data which results in a fading memory estimator, which has the ability to estimate the time-varying noise statistic to revise the filter online. The simulation results indicate that the proposed filter can achieve higher accuracy than conventional filters with inaccurate noise statistic.

scholarly journals Motion State Estimation of Target Vehicle under Unknown Time-Varying Noises Based on Improved Square-Root Cubature Kalman Filter

Sensors ◽  
2020 ◽  
Vol 20 (9) ◽  
pp. 2620 ◽  
Author(s):  
Shiping Song ◽  
Jian Wu
Keyword(s):  
Kalman Filter ◽  
Time Varying ◽  
Square Root ◽  
Maximum Increase ◽  
Target Vehicle ◽  
Motion State ◽  
Noise Statistic ◽  
Cubature Kalman Filter ◽  
Non Linear ◽  
Vehicle Motion

In the advanced driver assistance system (ADAS), millimeter-wave radar is an important sensor to estimate the motion state of the target-vehicle. In this paper, the estimation of target-vehicle motion state includes two parts: the tracking of the target-vehicle and the identification of the target-vehicle motion state. In the unknown time-varying noise, non-linear target-vehicle tracking faces the problem of low precision. Based on the square-root cubature Kalman filter (SRCKF), the Sage–Husa noise statistic estimator and the fading memory exponential weighting method are combined to derive a time-varying noise statistic estimator for non-linear systems. A method of classifying the motion state of the target vehicle based on the time window is proposed by analyzing the transfer mechanism of the motion state of the target vehicle. The results of the vehicle test show that: (1) Compared with the Sage–Husa extended Kalman filtering (SH-EKF) and SRCKF algorithms, the maximum increase in filtering accuracy of longitudinal distance using the improved square-root cubature Kalman filter (ISRCKF) algorithm is 45.53% and 59.15%, respectively, and the maximum increase in filtering the accuracy of longitudinal speed using the ISRCKF algorithm is 23.53% and 29.09%, respectively. (2) The classification and recognition results of the target-vehicle motion state are consistent with the target-vehicle motion state.

A Strong Tracking Cubature Kalman Filter for Nonlinear Estimation

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Scaling Factor ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Novel Method ◽  
Simulation Results ◽  
Tracking Filter ◽  
Nonlinear State

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.

scholarly journals Attitude and Heading Estimation for Indoor Positioning Based on the Adaptive Cubature Kalman Filter

Micromachines ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 79
Author(s):  
Jijun Geng ◽  
Linyuan Xia ◽  
Dongjin Wu
Keyword(s):  
Kalman Filter ◽  
Angular Rate ◽  
Indoor Positioning ◽  
Location Based Services ◽  
Statistical Characteristics ◽  
Fading Memory ◽  
Limited Memory ◽  
Cubature Kalman Filter ◽  
The Mean ◽  
Heading Estimation

The demands for indoor positioning in location-based services (LBS) and applications grow rapidly. It is beneficial for indoor positioning to combine attitude and heading information. Accurate attitude and heading estimation based on magnetic, angular rate, and gravity (MARG) sensors of micro-electro-mechanical systems (MEMS) has received increasing attention due to its high availability and independence. This paper proposes a quaternion-based adaptive cubature Kalman filter (ACKF) algorithm to estimate the attitude and heading based on smart phone-embedded MARG sensors. In this algorithm, the fading memory weighted method and the limited memory weighted method are used to adaptively correct the statistical characteristics of the nonlinear system and reduce the estimation bias of the filter. The latest step data is used as the memory window data of the limited memory weighted method. Moreover, for restraining the divergence, the filter innovation sequence is used to rectify the noise covariance measurements and system. Besides, an adaptive factor based on prediction residual construction is used to overcome the filter model error and the influence of abnormal disturbance. In the static test, compared with the Sage-Husa cubature Kalman filter (SHCKF), cubature Kalman filter (CKF), and extended Kalman filter (EKF), the mean absolute errors (MAE) of the heading pitch and roll calculated by the proposed algorithm decreased by 4–18%, 14–29%, and 61–77% respectively. In the dynamic test, compared with the above three filters, the MAE of the heading reduced by 1–8%, 2–18%, and 2–21%, and the mean of location errors decreased by 9–22%, 19–31%, and 32–54% respectively by using the proposed algorithm for three participants. Generally, the proposed algorithm can effectively improve the accuracy of heading. Moreover, it can also improve the accuracy of attitude under quasistatic conditions.

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