scholarly journals Adaptive Robust Unscented Kalman Filter via Fading Factor and Maximum Correntropy Criterion

Sensors ◽  
2018 ◽  
Vol 18 (8) ◽  
pp. 2406 ◽  
Author(s):  
Zhihong Deng ◽  
Lijian Yin ◽  
Baoyu Huo ◽  
Yuanqing Xia
Keyword(s):  
Kalman Filter ◽  
Cost Function ◽  
Unscented Kalman Filter ◽  
Practical Applications ◽  
Filtering Algorithm ◽  
Tracking Process ◽  
Robust Adaptive ◽  
Fading Factor ◽  
Maximum Correntropy Criterion ◽  
The Impact

In most practical applications, the tracking process needs to update the data constantly. However, outliers may occur frequently in the process of sensors’ data collection and sending, which affects the performance of the system state estimate. In order to suppress the impact of observation outliers in the process of target tracking, a novel filtering algorithm, namely a robust adaptive unscented Kalman filter, is proposed. The cost function of the proposed filtering algorithm is derived based on fading factor and maximum correntropy criterion. In this paper, the derivations of cost function and fading factor are given in detail, which enables the proposed algorithm to be robust. Finally, the simulation results show that the presented algorithm has good performance, and it improves the robustness of a general unscented Kalman filter and solves the problem of outliers in system.

Application of Anti-Outlier UKF Algorithm in Integrated Navigation

2014 ◽  
Vol 641-642 ◽  
pp. 1307-1311
Author(s):  
Wen Chao Liu ◽  
Hong Wei Bian ◽  
Rong Ying Wang
Keyword(s):  
Kalman Filter ◽  
Nonlinear Problem ◽  
Unscented Kalman Filter ◽  
System Model ◽  
Integrated Navigation ◽  
Outlier Rejection ◽  
Newton Interpolation ◽  
Filtering Algorithm ◽  
The Impact

In view of the problems on nonlinearity of system model and robustness of filtering algorithm in Integrated Navigation, the algorithm of Unscented Kalman Filter (UKF) for outlier rejection is studied. The algorithm identifies outliers firstly by using the new observation rate, and then rectifies the observation outliers by using of Newton interpolation and finally gets the relatively more accurate estimated value. The combination of Newton interpolation and UKF resolves the nonlinear problem of the system model as well as effectively suppresses the impact of outliers to filtering algorithm. And effectiveness of the methodology has been proved by simulation.

scholarly journals Adaptive fading factor unscented Kalman filter with application to target tracking

2020 ◽  
Author(s):  
Peng Gu ◽  
Zhongliang Jing ◽  
Liangbin Wu
Keyword(s):  
Kalman Filter ◽  
Target Tracking ◽  
Unscented Kalman Filter ◽  
System Model ◽  
Mismatch Error ◽  
Tracking Accuracy ◽  
Model Mismatch ◽  
Error Covariance ◽  
Nonlinear Tracking ◽  
Fading Factor

AbstractOne purpose of target tracking is to estimate the states of targets, and unscented Kalman filter is one of the effective algorithms for estimating in the nonlinear tracking problem. Considering the characteristics of complex maneuverability, it is easy to reduce the tracking accuracy and cause divergence due to the mismatch between the system model and the practical target motion model. Adaptive fading factor is an effective counter to this problem, having been instrumental in solving accuracy and divergence problems. Fading factor can adaptively adjust covariance matrix online to compensate model mismatch error. Moreover, fading factor not only improves the filtering accuracy, but also automatically adjusts the error covariance in response to the different situation. The simulation results show that the adaptive fading factor unscented Kalman filter has more advantages in target tracking and it can be better applied to nonlinear target tracking.

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 Robust Adaptive Filter for Small Satellite Attitude Estimation Based on Magnetometer and Gyro

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Zhankui Zeng ◽  
Shijie Zhang ◽  
Yanjun Xing ◽  
Xibin Cao
Keyword(s):  
Kalman Filter ◽  
Attitude Estimation ◽  
Optimal Filtering ◽  
System State ◽  
Small Satellite ◽  
Adaptive Kalman Filter ◽  
Satellite Attitude ◽  
Observational Noise ◽  
Robust Adaptive ◽  
The Impact

Based on magnetometer and gyro measurement, a sequential scheme is proposed to determine the orbit and attitude of small satellite simultaneously. In order to reduce the impact of orbital errors on attitude estimation, a robust adaptive Kalman filter is developed. It uses a scale factor and an adaptive factor, which are constructed by Huber function and innovation sequence, respectively, to adjust the covariance matrix of system state and observational noise, change the weights of predicted and measured parameters, get suitable Kalman filter gain and approximate optimal filtering results. Numerical simulations are carried out and the proposed filter is approved to be robust for the noise disturbance and parameter uncertainty and can provide higher accuracy attitude estimation.

scholarly journals State Estimation for Sampled-Data Descriptor Nonlinear System: A Strong Tracking Unscented Kalman Filter Approach

2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Tiantian Liang ◽  
Mao Wang ◽  
Zhenhua Zhou
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Descriptor System ◽  
Sampled Data ◽  
Filtering Method ◽  
System A ◽  
Filter Approach ◽  
Fading Factor

This paper proposes a state estimation method for a sampled-data descriptor system by the Kalman filtering method. The sampled-data descriptor system is firstly discretized to obtain a discrete-time nonsingular model. Based on the discretized nonsingular system, a strong tracking unscented Kalman filter (STUKF) algorithm is designed for the state estimation. Then, a defined suboptimal fading factor is proposed and added to the prediction covariance for decreasing the weight of the prior knowledge on the conventional UKF filtering solution. Finally, a simulation example is given to show the effectiveness of the proposed method.

An Innovative Navigation Strategy for Autonomous Underwater Vehicles: An Unscented Kalman Filter Based Approach

2015 ◽  
Author(s):  
Benedetto Allotta ◽  
Riccardo Costanzi ◽  
Enrico Meli ◽  
Alessandro Ridolfi ◽  
Luigi Chisci ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Autonomous Underwater Vehicles ◽  
Underwater Vehicles ◽  
Measurement Unit ◽  
Doppler Velocity ◽  
Underwater Robotics ◽  
Filtering Algorithm ◽  
Navigation Algorithms ◽  
Underwater Navigation

Developing reliable navigation strategies is mandatory in the field of Underwater Robotics and in particular for Autonomous Underwater Vehicles (AUVs) to ensure the correct achievement of a mission. Underwater navigation is still nowadays critical, e.g. due to lack of access to satellite navigation systems (e.g. the Global Positioning System, GPS): an AUV typically proceeds for long time intervals only relying on the measurements of its on-board sensors, without any communication with the outside environment. In this context, the filtering algorithm for the estimation of the AUV state is a key factor for the performance of the system; i.e. the filtering algorithm used to estimate the state of the AUV has to guarantee a satisfactory underwater navigation accuracy. In this paper, the authors present an underwater navigation system which exploits measurements from an Inertial Measurement Unit (IMU), Doppler Velocity Log (DVL) and a Pressure Sensor (PS) for the depth, and relies on either an Extended Kalman Filter (EKF) or an Unscented Kalman Filter (UKF) for state estimation. A comparison between the EKF approach, classically adopted in the field of underwater robotics and the UKF is given. These navigation algorithms have been experimentally validated through the data related to some sea tests with the Typhoon class AUVs, designed and assembled by the Department of Industrial Engineering of the Florence University (DIEF) for exploration and surveillance of underwater archaeological sites in the framework of the THESAURUS and European ARROWS projects. The comparison results are significant as the two filtering strategies are based on the same process and sensors models. At this initial stage of the research activity, the navigation algorithms have been tested offline. The presented results rely on the experimental navigation data acquired during two different sea missions: in the first one, Typhoon AUV #1 navigated in a Remotely Operated Vehicle (ROV) mode near Livorno, Italy, during the final demo of THESAURUS project (held in August 2013); in the latter Typhoon AUV #2 autonomously navigated near La Spezia in the framework of the NATO CommsNet13 experiment, Italy (held in September 2013). The achieved results demonstrate the effectiveness of both navigation algorithms and the superiority of the UKF without increasing the computational load. The algorithms are both affordable for online on-board AUV implementation and new tests at sea are planned for spring 2015.

scholarly journals Integration of Kalman filter in the epidemiological model: A robust approach to predict COVID-19 outbreak in Bangladesh

2021 ◽  
pp. 2150108
Author(s):  
Md. Shariful Islam ◽  
Md. Enamul Hoque ◽  
Mohammad Ruhul Amin
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Physical Geography ◽  
Transmission Dynamics ◽  
Real Scenario ◽  
The Individual ◽  
In The Beginning ◽  
Robust Prediction ◽  
The Impact ◽  
Second Wave

As one of the most densely populated countries in the world, Bangladesh has been trying to contain the impact of a pandemic like coronavirus disease 2019 (COVID-19) since March, 2020. Although government announced an array of restricted measures to slow down the diffusion in the beginning of the pandemic, the lockdown has been lifted gradually by reopening all the industries, markets and offices with a notable exception of educational institutes. As the physical geography of Bangladesh is highly variable across the largest delta, the population of different regions and their lifestyle also differ in the country. Thus, to get the real scenario of the current pandemic and a possible second wave of COVID-19 transmission across Bangladesh, it is essential to analyze the transmission dynamics over the individual districts. In this paper, we propose to integrate the Unscented Kalman Filter (UKF) with classic SIRD model to explain the epidemic evolution of individual districts in the country. We show that UKF-SIRD model results in a robust prediction of the transmission dynamics for 1–4 months. Then we apply the robust UKF-SIRD model over different regions in Bangladesh to estimates the course of the epidemic. Our analysis demonstrates that in addition to the densely populated areas, industrial areas and popular tourist spots will be in the risk of higher COVID-19 transmission if a second wave of COVID-19 occurs in the country. In the light of these outcomes, we also provide a set of suggestions to contain the future pandemic in Bangladesh.

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