scholarly journals A Federated Derivative Cubature Kalman Filter for IMU-UWB Indoor Positioning

Sensors ◽  
2020 ◽  
Vol 20 (12) ◽  
pp. 3514 ◽  
Author(s):  
Chengyang He ◽  
Chao Tang ◽  
Chengpu Yu
Keyword(s):  
Kalman Filter ◽  
Kalman Filtering ◽  
Unscented Kalman Filter ◽  
Wide Band ◽  
Linear Measurement ◽  
Indoor Positioning ◽  
State Equation ◽  
Estimation Accuracy ◽  
Measurement Unit ◽  
Cubature Kalman Filter

The inertial measurement unit and ultra-wide band signal (IMU-UWB) combined indoor positioning system has a nonlinear state equation and a linear measurement equation. In order to improve the computational efficiency and the localization performance in terms of the estimation accuracy, the federated derivative cubature Kalman filtering (FDCKF) method is proposed by combining the traditional Kalman filtering and the cubature Kalman filtering. By implementing the proposed FDCKF method, the observations of the UWB and the IMU can be effectively fused; particularly, the IMU can be continuously calibrated by UWB so that it does not generate cumulative errors. Finally, the effectiveness of the proposed algorithm is demonstrated through numerical simulations, in which FDCKF was compared with the federated cubature Kalman filter (FCKF) and the federated unscented Kalman filter (FUKF), respectively.

Iterated Cubature Kalman Filter for State Estimation of Maneuver Reentry Vehicle

2012 ◽  
Vol 466-467 ◽  
pp. 1329-1333
Author(s):  
Jing Mu ◽  
Chang Yuan Wang
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
High Accuracy ◽  
Estimation Accuracy ◽  
Reentry Vehicle ◽  
Vehicle Simulation ◽  
Cubature Kalman Filter ◽  
Simulation Results ◽  
Iterate Process

We present the new filters named iterated cubature Kalman filter (ICKF). The ICKF is implemented easily and involves the iterate process for fully exploiting the latest measurement in the measurement update so as to achieve the high accuracy of state estimation We apply the ICKF to state estimation for maneuver reentry vehicle. Simulation results indicate ICKF outperforms over the unscented Kalman filter and square root cubature Kalman filter in state estimation accuracy.

scholarly journals State of Charge Estimation for Lithium-Ion Battery by Using Dual Square Root Cubature Kalman Filter

2017 ◽  
Vol 2017 ◽  
pp. 1-10 ◽  
Author(s):  
Luping Chen ◽  
Liangjun Xu ◽  
Ruoyu Wang
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Lithium Ion ◽  
State Of Charge ◽  
Estimation Accuracy ◽  
Square Root ◽  
Battery Management ◽  
Balance Performance ◽  
Soc Estimation ◽  
Cubature Kalman Filter

The state of charge (SOC) plays an important role in battery management systems (BMS). However, SOC cannot be measured directly and an accurate state estimation is difficult to obtain due to the nonlinear battery characteristics. In this paper, a method of SOC estimation with parameter updating by using the dual square root cubature Kalman filter (DSRCKF) is proposed. The proposed method has been validated experimentally and the results are compared with dual extended Kalman filter (DEKF) and dual square root unscented Kalman filter (DSRUKF) methods. Experimental results have shown that the proposed method has the most balance performance among them in terms of the SOC estimation accuracy, execution time, and convergence rate.

Developing Computationally Efficient Nonlinear Cubature Kalman Filtering for Visual Inertial Odometry

2019 ◽  
Vol 141 (8) ◽  
Author(s):  
Trung Nguyen ◽  
George K. I. Mann ◽  
Andrew Vardy ◽  
Raymond G. Gosine
Keyword(s):  
Kalman Filter ◽  
Kalman Filtering ◽  
High Speed ◽  
Three Dimensional ◽  
Measurement Model ◽  
Estimation Accuracy ◽  
Computationally Efficient ◽  
Fusion Algorithm ◽  
Deterministic Sampling ◽  
Cubature Kalman Filter

This paper presents a computationally efficient sensor-fusion algorithm for visual inertial odometry (VIO). The paper utilizes trifocal tensor geometry (TTG) for visual measurement model and a nonlinear deterministic-sampling-based filter known as cubature Kalman filter (CKF) to handle the system nonlinearity. The TTG-based approach is developed to replace the computationally expensive three-dimensional-feature-point reconstruction in the conventional VIO system. This replacement has simplified the system architecture and reduced the processing time significantly. The CKF is formulated for the VIO problem, which helps to achieve a better estimation accuracy and robust performance than the conventional extended Kalman filter (EKF). This paper also addresses the computationally efficient issue associated with Kalman filtering structure using cubature information filter (CIF), the CKF version on information domain. The CIF execution avoids the inverse computation of the high-dimensional innovation covariance matrix, which in turn further improves the computational efficiency of the VIO system. Several experiments use the publicly available datasets for validation and comparing against many other VIO algorithms available in the recent literature. Overall, this proposed algorithm can be implemented as a fast VIO solution for high-speed autonomous robotic systems.

Research on Non-Gyro Projectile’s Attitude Measurement Based on Improved Unscented Kalman Filter

2011 ◽  
Vol 480-481 ◽  
pp. 1111-1116
Author(s):  
Zhao Hua Liu ◽  
Jia Bin Chen ◽  
Yong Wang ◽  
Chun Lei Song ◽  
Jun Wang ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Low Cost ◽  
State Equation ◽  
Measurement Unit ◽  
Attitude Measurement ◽  
Good Precision ◽  
Measurement Equation ◽  
Novel Method ◽  
Linear State

Considering the control requirements of guided projectile, a novel method is studied that using three low-cost MEMS accelerometers as inertial measurement unit to construct state equation and measurement equation of system, using improved unscented Kalman filter (IUKF) to estimate the state of system. For the system characteristic of linear state equation and nonlinear measurement equation, the improved UKF nonlinear filter algorithm which combines KF and UKF was proposed. At the same time, utilizing minimal skew simplex sampling to reduce the number of sigma points, computational efficiency is enhanced. The simulation experimental results show that using IUKF algorithm can obtains good precision of estimation.

SINS Alignment Using Velocity Matching and Simplified Cubature Kalman Filter

2014 ◽  
Vol 615 ◽  
pp. 255-258 ◽  
Author(s):  
Chang Yan Ran ◽  
Xiang Hong Cheng ◽  
Lei Wang
Keyword(s):  
Kalman Filter ◽  
Inertial Sensor ◽  
Euler Angle ◽  
Linear Measurement ◽  
Measurement Unit ◽  
Cubature Kalman Filter ◽  
System Equations ◽  
Measurement Equations ◽  
Initial Attitude ◽  
Velocity Matching

This paper proposes a novel nonlinear alignment method for the strapdown inertial navigation system (SINS). The method uses the simplified cubature Kalman filter (CKF) and velocity matching. The system equations are the navigation equation, the Euler angle differential equations and the inertial sensor measurement error models. The system equations are nonlinear, whereas the measurement equations are linear. The CKF is simplified under the condition of the linear measurement equations. The time updating cycle and measurement updating cycle are different. Finally inertial measurement unit experimental data are used to do alignment. The results show that the proposed method can effectively obtain an accurate initial attitude within a short time, thus also be considered a new and simple addition to the kit of solutions for SINS alignment.

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.

scholarly journals End-Effector Pose Estimation in Complex Environments Using Complementary Enhancement and Adaptive Fusion of Multisensor

2021 ◽  
Vol 2021 ◽  
pp. 1-18
Author(s):  
Mingrui Luo ◽  
En Li ◽  
Rui Guo ◽  
Jiaxin Liu ◽  
Zize Liang
Keyword(s):  
Kalman Filter ◽  
Pose Estimation ◽  
Unscented Kalman Filter ◽  
Rbf Neural Network ◽  
Estimation Error ◽  
Estimation Method ◽  
Original Data ◽  
Measurement Unit ◽  
Complex Environments ◽  
End Effector

Redundant manipulators are suitable for working in narrow and complex environments due to their flexibility. However, a large number of joints and long slender links make it hard to obtain the accurate end-effector pose of the redundant manipulator directly through the encoders. In this paper, a pose estimation method is proposed with the fusion of vision sensors, inertial sensors, and encoders. Firstly, according to the complementary characteristics of each measurement unit in the sensors, the original data is corrected and enhanced. Furthermore, an improved Kalman filter (KF) algorithm is adopted for data fusion by establishing the nonlinear motion prediction of the end-effector and the synchronization update model of the multirate sensors. Finally, the radial basis function (RBF) neural network is used to adaptively adjust the fusion parameters. It is verified in experiments that the proposed method achieves better performances on estimation error and update frequency than the original extended Kalman filter (EKF) and unscented Kalman filter (UKF) algorithm, especially in complex environments.

scholarly journals Aircraft Inertial Measurement Unit Fault Diagnosis Based on Optimal Two-Stage UKF

2018 ◽  
Vol 36 (5) ◽  
pp. 933-941
Author(s):  
Qizhi He ◽  
Weiguo Zhang ◽  
Degang Huang ◽  
Huakun Chen ◽  
Jinglong Liu
Keyword(s):  
Kalman Filter ◽  
Fault Diagnosis ◽  
Nonlinear System ◽  
Inertial Measurement Unit ◽  
Unscented Kalman Filter ◽  
Optimal Estimation ◽  
Measurement Unit ◽  
Two Stage ◽  
Inertial Measurement ◽  
System States

Optimal two stage Kalman filter (OTSKF) is able to obtain optimal estimation of system states and bias for linear system which contains random bias. Unscented Kalman filter (UKF) is a conventional nonlinear filtering method which utilizes Sigmas point sampling and unscented transformation technology realizes propagation of state means and covariances through nonlinear system. Aircraft is a typical complicate nonlinear system, this paper treats the faults of Inertial Measurement Unit (IMU) as random bias, established a filtering model which contains faults of IMU. Hybird the two stage filtering technique and UKF, this paper proposed an optimal two stage unscented Kalman filter (OTSUKF) algorithm which is suitable for fault diagnosis of IMU, realized optimal estimation of system states and faults identification of IMU via proposed innovative designing method of filtering model and the algorithm was validated that it is robust to wind disterbance via real flight data and it is also validated that proposed OTSUKF is optimal in the existance of wind disturbance via comparing with the existance iterated optimal two stage extended kalman filter (IOTSEKF) method.

scholarly journals Aircraft Inertial Measurement Unit Fault Diagnosis Based on Adaptive Two-Stage UKF

2020 ◽  
Vol 38 (4) ◽  
pp. 806-813
Author(s):  
Qizhi He ◽  
Weiguo Zhang ◽  
Xiaoxiong Liu ◽  
Weinan Li
Keyword(s):  
Kalman Filter ◽  
Random Walk ◽  
Fault Diagnosis ◽  
Inertial Measurement Unit ◽  
Unscented Kalman Filter ◽  
Random Walk Model ◽  
Measurement Unit ◽  
Actual Situation ◽  
Two Stage ◽  
Inertial Measurement

In the case of nonlinear systems with random bias, the Optimal Two-Stage Unscented Kalman Filter (OTSUKF) can obtain the optimal estimation of system state and bias. But it requires random bias to be accurately modeled, while it is always very difficult in actual situation because the aircraft is a typical nonlinear system. In this paper, the faults of the Inertial Measurement Unit (IMU) are treated as a random bias, and the random walk model is used to describe the fault. The accuracy of the random walk model depends on the degree of matching between the covariance of the random walk model and the actual situation. For the IMU fault diagnosis method based on OTSUKF, the covariance of the random walk model is assigned with a constant matrix, and the value of the matrix is initialized empirically. It is very difficult to select a matching matrix in practical applications. For this problem, in this paper, the covariance matrix of the random walk model is adaptively adjusted online based on the innovation covariance matching technique, and an adaptive Two-Stage Unscented Kalman Filter (ATSUKF) is proposed to solve the fault diagnosis problem of the IMU. The simulation experiment compares the IMU fault diagnosis performance of OTSUKF and ATSUKF, and verifies the effectiveness of the proposed adaptive method.

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