scholarly journals Application of Square-Root Unscented Kalman Filter Smoothing Algorithm in Tracking Underwater Target

2018 ◽  
Author(s):  
Qiguo Yao ◽  
Yuxiang Su ◽  
Lili Li
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Smoothing Algorithm ◽  
Square Root ◽  
Underwater Target

scholarly journals Underwater Bearing-only and Bearing-Doppler Target Tracking Based on Square Root Unscented Kalman Filter

Entropy ◽  
2019 ◽  
Vol 21 (8) ◽  
pp. 740 ◽  
Author(s):  
Li ◽  
Zhao ◽  
Yu ◽  
Wei
Keyword(s):  
Kalman Filter ◽  
Target Tracking ◽  
Unscented Kalman Filter ◽  
Tracking System ◽  
Positive Definiteness ◽  
Square Root ◽  
Tracking Accuracy ◽  
Underwater Target ◽  
State Observability ◽  
Passive Measurements

Underwater target tracking system can be kept covert using the bearing-only or the bearing-Doppler measurements (passive measurements), which will reduce the risk of been detected. According to the characteristics of underwater target tracking, the square root unscented Kalman filter (SRUKF) algorithm, which is based on the Bayesian theory, was applied to the underwater bearing-only and bearing-Doppler non-maneuverable target tracking problem. Aiming at the shortcomings of the unscented Kalman filter (UKF), the SRUKF uses the QR decomposition and the Cholesky factor updating, in order to avoid that the process noise covariance matrix loses its positive definiteness during the target tracking period. The SRUKF uses sigma sampling to avoid the linearization of the nonlinear bearing-only and the bearing-Doppler measurements. To ensure the target state observability in underwater target tracking, the paper uses single maneuvering observer to track the single non-maneuverable target. The simulation results show that the SRUKF has better tracking performance than the extended Kalman filter (EKF) and the UKF in tracking accuracy and stability, and the computational complexity of the SRUKF algorithm is low.

scholarly journals A square root unscented Kalman filter for multiple view geometry based stereo cameras/inertial navigation

2016 ◽  
Vol 13 (5) ◽  
pp. 172988141666485 ◽  
Author(s):  
Zhiwen Xian ◽  
Junxiang Lian ◽  
Mao Shan ◽  
Lilian Zhang ◽  
Xiaofeng He ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Inertial Navigation ◽  
Square Root ◽  
Multiple View Geometry ◽  
Multiple View ◽  
Stereo Cameras

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.

Passive Location of Angle Sensors Using Extend Square-Root Cubature Kalman Filter

2011 ◽  
Vol 143-144 ◽  
pp. 577-581 ◽  
Author(s):  
Yang Zhang ◽  
Guo Sheng Rui ◽  
Jun Miao
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Measurement Noise ◽  
Filter Method ◽  
Square Root ◽  
Passive Location ◽  
Mode Decomposition ◽  
Measurement Noise Covariance ◽  
Cubature Kalman Filter ◽  
Noise Covariance

A new nonlinear filter method Cubature Kalman Filter (CKF) is improved for passive location with moving angle-measured sensors’ measurements.Firstly,it used Empirical Mode Decomposition (EMD) algorithm to estimate measurement noise covariance; And then the covariance of the procession noise and measurement noise is brought into the circle; Meanwhile,CKF is improved by the way of square root to keep its stability and positivity,and the results of track by Extend SCKF are compared with the results by Unscented Kalman Filter (UKF) in the text;By the tracking results to the velocity of the target, Extend SCKF algorithm can not only track the target with unknown measurement noise but also improve the passive position precision remarkably as the same difficulty as UKF.

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