scholarly journals Robust-Extended Kalman Filter and Long Short-Term Memory Combination to Enhance the Quality of Single Point Positioning

2020 ◽  
Vol 10 (12) ◽  
pp. 4335 ◽  
Author(s):  
Truong-Ngoc Tan ◽  
Ali Khenchaf ◽  
Fabrice Comblet ◽  
Pierre Franck ◽  
Jean-Marc Champeyroux ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Short Term Memory ◽  
Single Point ◽  
Base Station ◽  
Base Stations ◽  
Short Term ◽  
Position Accuracy ◽  
Long Short Term Memory ◽  
Position Precision

In the recent years, multi-constellation and multi-frequency have improved the positioning precision in GNSS applications and significantly expanded the range of applications to new areas and services. However, the use of multiple signals presents advantages as well as disadvantages, since they may contain poor quality signals that negatively impact the position precision. The objective of this study is to improve the Single Point Positioning (SPP) accuracy using multi-GNSS data fusion. We propose the use of robust-Extended Kalman Filter (referred to as robust-EKF hereafter) to eliminate outliers. The robust-EKF used in the present work combines the Extended Kalman Filter with the Iterative ReWeighted Least Squares (IRWLS) and the Receiver Autonomous Integrity Monitoring (RAIM). The weight matrix in IRWLS is defined by the MM Estimation method which is a robust statistics approach for more efficient statistical data analysis with high breaking point. The RAIM algorithm is used to check the accuracy of the protection zone of the user. We apply the robust-EKF method along with the robust combination of GPS, Galileo and GLONASS data from ABMF base station, which significantly improves the position accuracy by about 84% compared to the non-robust data combination. ABMF station is a GNSS reception station managed by Météo-France in Guadeloupe. Thereafter, ABMF will refer to the acronym used to designate this station. Although robust-EKF demonstrates improvement in the position accuracy, its outputs might contain errors that are difficult to estimate. Therefore, an algorithm that can predetermine the error produced by robust-EKF is needed. For this purpose, the long short-term memory (LSTM) method is proposed as an adapted Deep Learning-Based approach. In this paper, LSTM is considered as a de-noising filter and the new method is proposed as a hybrid combination of robust-EKF and LSTM which is denoted rEKF-LSTM. The position precision greatly improves by about 95% compared to the non-robust combination of data from ABMF base station. In order to assess the rEKF-LSTM method, data from other base stations are tested. The position precision is enhanced by about 87%, 77% and 93% using the rEKF-LSTM compared to the non-robust combination of data from three other base stations AJAC, GRAC and LMMF in France, respectively.

scholarly journals Compensation Method for Estimating the State of Charge of Li-Polymer Batteries Using Multiple Long Short-Term Memory Networks Based on the Extended Kalman Filter

Energies ◽  
2021 ◽  
Vol 14 (2) ◽  
pp. 349
Author(s):  
Donghoon Shin ◽  
Beomjin Yoon ◽  
Seungryeol Yoo
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Short Term Memory ◽  
Estimation Method ◽  
State Of Charge ◽  
Estimation Methods ◽  
Short Term ◽  
Term Memory ◽  
Soc Estimation ◽  
Long Short Term Memory

Many battery state of charge (SOC) estimation methods have been studied for decades; however, it is still difficult to precisely estimate SOC because it is nonlinear and affected by many factors, including the battery state and charge–discharge conditions. The extended Kalman filter (EKF) is generally used for SOC estimation, however its accuracy can decrease owing to the uncertain and inaccurate parameters of battery models and various factors with different time scales affecting the SOC. Herein, a SOC estimation method based on the EKF is proposed to obtain robust accuracy, in which the errors are compensated by a long short-term memory (LSTM) network. The proposed approach trains the errors of the EKF results, and the accurate SOC is estimated by applying calibration values corresponding to the condition of the battery and its load profiles with the help of LSTM. Furthermore, a multi-LSTM structure is implemented, and it adopts the ensemble average to guarantee estimation accuracy. SOC estimation with a root mean square error of less than 1% was found to be close to the actual SOC calculated by coulomb counting. Moreover, once the EKF model was established and the network trained, it was possible to predict the SOC online.

scholarly journals A Combined Method for MEMS Gyroscope Error Compensation Using a Long Short-Term Memory Network and Kalman Filter in Random Vibration Environments

Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1181
Author(s):  
Chenhao Zhu ◽  
Sheng Cai ◽  
Yifan Yang ◽  
Wei Xu ◽  
Honghai Shen ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Standard Deviation ◽  
Error Compensation ◽  
Random Vibration ◽  
Short Term Memory ◽  
Combined Method ◽  
Short Term ◽  
Mems Gyroscope ◽  
Long Short Term Memory ◽  
Lstm Network

In applications such as carrier attitude control and mobile device navigation, a micro-electro-mechanical-system (MEMS) gyroscope will inevitably be affected by random vibration, which significantly affects the performance of the MEMS gyroscope. In order to solve the degradation of MEMS gyroscope performance in random vibration environments, in this paper, a combined method of a long short-term memory (LSTM) network and Kalman filter (KF) is proposed for error compensation, where Kalman filter parameters are iteratively optimized using the Kalman smoother and expectation-maximization (EM) algorithm. In order to verify the effectiveness of the proposed method, we performed a linear random vibration test to acquire MEMS gyroscope data. Subsequently, an analysis of the effects of input data step size and network topology on gyroscope error compensation performance is presented. Furthermore, the autoregressive moving average-Kalman filter (ARMA-KF) model, which is commonly used in gyroscope error compensation, was also combined with the LSTM network as a comparison method. The results show that, for the x-axis data, the proposed combined method reduces the standard deviation (STD) by 51.58% and 31.92% compared to the bidirectional LSTM (BiLSTM) network, and EM-KF method, respectively. For the z-axis data, the proposed combined method reduces the standard deviation by 29.19% and 12.75% compared to the BiLSTM network and EM-KF method, respectively. Furthermore, for x-axis data and z-axis data, the proposed combined method reduces the standard deviation by 46.54% and 22.30% compared to the BiLSTM-ARMA-KF method, respectively, and the output is smoother, proving the effectiveness of the proposed method.

scholarly journals Trajectory prediction based on long short-term memory network and Kalman filter using hurricanes as an example

2021 ◽  
Vol 25 (3) ◽  
pp. 1005-1023
Author(s):  
Wanting Qin ◽  
Jun Tang ◽  
Cong Lu ◽  
Songyang Lao
Keyword(s):  
Kalman Filter ◽  
Moving Objects ◽  
Short Term Memory ◽  
Effective Means ◽  
Prediction Algorithm ◽  
Trajectory Data ◽  
Trajectory Prediction ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

AbstractTrajectory data can objectively reflect the moving law of moving objects. Therefore, trajectory prediction has high application value. Hurricanes often cause incalculable losses of life and property, trajectory prediction can be an effective means to mitigate damage caused by hurricanes. With the popularization and wide application of artificial intelligence technology, from the perspective of machine learning, this paper trains a trajectory prediction model through historical trajectory data based on a long short-term memory (LSTM) network. An improved LSTM (ILSTM) trajectory prediction algorithm that improves the prediction of the simple LSTM is proposed, and the Kalman filter is used to filter the prediction results of the improved LSTM algorithm, which is called LSTM-KF. Through simulation experiments of Atlantic hurricane data from 1851 to 2016, compared to other LSTM and ILSTM algorithms, it is found that the LSTM-KF trajectory prediction algorithm has the lowest prediction error and the best prediction effect.

Using Machine Learning Algorithms on Prediction of Stock Price

2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen
Keyword(s):  
Machine Learning ◽  
Stock Price ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Short Term ◽  
Learning Techniques ◽  
Historical Database ◽  
Long Short Term Memory

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.

Incorporating Financial News for Forecasting Bitcoin Prices Based on Long Short-Term Memory Networks

2020 ◽  
Author(s):  
Abdolreza Nazemi ◽  
Johannes Jakubik ◽  
Andreas Geyer-Schulz ◽  
Frank J. Fabozzi
Keyword(s):  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Financial News ◽  
Long Short Term Memory
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