scholarly journals A Novel Adaptive Two-Stage Information Filter Approach for Deep-Sea USBL/DVL Integrated Navigation

Sensors ◽  
2020 ◽  
Vol 20 (21) ◽  
pp. 6029
Author(s):  
Kaifei He ◽  
Huimin Liu ◽  
Zhenjie Wang
Keyword(s):  
Deep Sea ◽  
Underwater Vehicle ◽  
Measurement Noise ◽  
Doppler Velocity ◽  
Time Varying ◽  
Integrated Navigation ◽  
Two Stage ◽  
Information Filter ◽  
Measurement Noise Covariance ◽  
Noise Covariance

An accurate observation model and statistical model are critical in underwater integrated navigation. However, it is often the case that the statistical characteristics of noise are unknown through the ultra-short baseline (USBL) system/Doppler velocity log (DVL) integrated navigation in the deep-sea. Additionally, the velocity of underwater vehicles relative to the bottom of the sea or the currents is commonly provided by the DVL, and an adaptive filtering solution is needed to correctly estimate the velocity with unknown currents. This paper focuses on the estimation of unknown currents and measurement noise covariance for an underwater vehicle based on the USBL, DVL, and a pressure gauge (PG), and proposes a novel unbiased adaptive two-stage information filter (ATSIF) for the underwater vehicle (UV) with an unknown time-varying currents velocity. In the proposed algorithm, the adaptive filter is decomposed into a standard information filter and an unknown currents velocity information filter with interconnections, and the time-varying unknown ocean currents and measurement noise covariance are estimated. The simulation and experimental results illustrate that the proposed algorithm can make full use of high-precision observation information and has better robustness and navigation accuracy to deal with time-varying currents and measurement outliers than existing state-of-the-art algorithms.

scholarly journals Multi-Fading Factor and Update Monitoring Strategy Adaptive Kalman Filter Based Variational Bayesian with Inaccurate Time-Varying Process and Measure-Ment Noise Covariance Matrices

2020 ◽  
Author(s):  
Chenghao Shan ◽  
Weidong Zhou ◽  
Yefeng Yang ◽  
Zihao Jiang
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Measurement Noise ◽  
Time Varying ◽  
Monitoring Strategy ◽  
Adaptive Kalman Filter ◽  
Variational Bayesian ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
Fading Factor

Aiming at the problem that the performance of Adaptive Kalman filter estimation will be affected when the statistical characteristics of the process and measurement noise matrix are inaccurate and time-varying in the linear Gaussian state-space model, an algorithm of Multi-fading factor and update monitoring strategy adaptive Kalman filter based variational Bayesian is proposed. Inverse Wishart distribution is selected as the measurement noise model, the system state vector and measurement noise covariance matrix are estimated with the variational Bayesian method. The process noise covariance matrix is estimated by the maximum a posteriori principle, and the update monitoring strategy with adjustment factors is used to maintain the positive semi-definite of the updated matrix. The above optimal estimation results are introduced as time-varying parameters into the multiple fading factors to improve the estimation accuracy of the one-step state predicted covariance matrix. The application of the proposed algorithm in target tracking is simulated. The results show that compared with the current filters, the proposed filtering algorithm has better accuracy and convergence performance, and realizes the simultaneous estimation of inaccurate time-varying process and measurement noise covariance matrices.

scholarly journals Enhanced Redundant Measurement-Based Kalman Filter for Measurement Noise Covariance Estimation in INS/GNSS Integration

2020 ◽  
Vol 12 (21) ◽  
pp. 3500
Author(s):  
Baoshuang Ge ◽  
Hai Zhang ◽  
Wenxing Fu ◽  
Jianbing Yang
Keyword(s):  
Navigation System ◽  
Autoregressive Process ◽  
Satellite System ◽  
Measurement Noise ◽  
Difference Sequence ◽  
Integrated Navigation ◽  
Integrated Navigation System ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
The Difference

Adaptive Kalman filters (AKF) have been widely applied to the inertial navigation system (INS)/global navigation satellite system (GNSS) integrated navigation system. However, the traditional AKF methods suffer from the problems of filtering instability or covariance underestimation, especially when the GNSS measurement disturbances occur. In this paper, an enhanced redundant measurement-based AKF is developed to improve the filtering performance. The scheme is based on the mutual difference sequence derived from the redundant measurement of INS. By using the mutual difference sequence, the measurement noise covariance can be estimated without being affected by the inaccuracy estimates, hence avoiding the risk of filtering divergence. In addition, the kernel density estimation is used to estimate the GNSS measurement noise’s probability density to detect whether the Gaussian properties of the measurement noise are maintained. When the noise statistics are far from Gaussian distribution, the difference sequence will be modeled as an autoregressive process using the Burg’s method. The real variance of the difference sequence can then be updated relying on the autoregressive model in order to avoid the covariance underestimation. A field experiment was carried out to evaluate the performance of the proposed method. The test results demonstrate that the proposed method can effectively mitigate the GNSS measurement disturbances and improve the accuracy of the navigation solution.

scholarly journals Adaptive Unscented Kalman Filter for Target Tacking with Time-Varying Noise Covariance Based on Multi-Sensor Information Fusion

Sensors ◽  
2021 ◽  
Vol 21 (17) ◽  
pp. 5808
Author(s):  
Dapeng Wang ◽  
Hai Zhang ◽  
Baoshuang Ge
Keyword(s):  
Kalman Filter ◽  
Information Fusion ◽  
Stochastic Systems ◽  
Unscented Kalman Filter ◽  
Minimum Variance ◽  
Measurement Noise ◽  
Time Varying ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
Sensor Information

In this paper, an innovative optimal information fusion methodology based on adaptive and robust unscented Kalman filter (UKF) for multi-sensor nonlinear stochastic systems is proposed. Based on the linear minimum variance criterion, this multi-sensor information fusion method has a two-layer architecture: at the first layer, a new adaptive UKF scheme for the time-varying noise covariance is developed and serves as a local filter to improve the adaptability together with the estimated measurement noise covariance by applying the redundant measurement noise covariance estimation, which is isolated from the state estimation; the second layer is the fusion structure to calculate the optimal matrix weights and gives the final optimal state estimations. Based on the hypothesis testing theory with the Mahalanobis distance, the new adaptive UKF scheme utilizes both the innovation and the residual sequences to adapt the process noise covariance timely. The results of the target tracking simulations indicate that the proposed method is effective under the condition of time-varying process-error and measurement noise covariance.

An Adaptive & Fault Tolerant SINS/GPS Integrated Navigation Scheme Robustified against Slowly Growing Errors in GPS Updates

2013 ◽  
Vol 390 ◽  
pp. 500-505 ◽  
Author(s):  
Muhammad Ushaq ◽  
Fang Jian Cheng ◽  
Jamshaid Ali
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Measurement Noise ◽  
Integrated Navigation ◽  
Random Errors ◽  
Actual Measurement ◽  
Integrated Navigation System ◽  
System Noise ◽  
Measurement Noise Covariance ◽  
Noise Covariance

The Strapdown Inertial Navigation System (SINS) renders excellent attitude, position and velocity solutions on short term basis, but when used as stand-alone navigation system, its accuracy deteriorates with the passage of time. On the other hand GPS has long-standing stability with a consistent precisiongenerally having only bounded random errors in position and velocity. Integrated navigation system is used to augment the complementary features of SINS and GPS. In integrated navigation system external fixes for position and/or velocity and/or attitude are used to contain the growing errors of SINS. Kalman filter is generally used as integration tool for integrated navigation system. Kalman filter algorithm is based on the assumptions that the system model and the measurement models are linear and the system random errors and measurement random errors are Gaussian in nature expressed with fixed covariances. But in real navigation systems these assumptions are seldom fulfilled and hence Kalman filter renders unsatisfactory results. Adaptive Kalman filter provides the solution to the problem by adjusting the system noise covariance and measurement noise covariance in real time in the light of actual measurement errors or actual dynamics of thevehicle. In this paper an innovation and residual based adaption of measurement noise covariance and system noise covariance is presented. The presented scheme has been applied on an SINS/GPS Integrated Navigation Systemand it has been validated that the scheme provide significantly better results as compared to standard Kalman filter on occurrence slowly growing errors as well as excessive random errors in GPS measurements.

scholarly journals A Novel Anti-Jamming Technique for INS/GNSS Integration Based on Black Box Variational Inference

2021 ◽  
Vol 11 (8) ◽  
pp. 3664
Author(s):  
Ping Dong ◽  
Jianhua Cheng ◽  
Liqiang Liu
Keyword(s):  
Wishart Distribution ◽  
Mean Value ◽  
Black Box ◽  
Covariance Matrices ◽  
Variational Inference ◽  
Measurement Noise ◽  
Time Varying ◽  
Measurement Noise Covariance ◽  
Leibler Divergence ◽  
Noise Covariance

In this paper, a novel anti-jamming technique based on black box variational inference for INS/GNSS integration with time-varying measurement noise covariance matrices is presented. We proved that the time-varying measurement noise is more similar to the Gaussian distribution with time-varying mean value than to the Inv-Gamma or Inv-Wishart distribution found by Kullback–Leibler divergence. Therefore, we assumed the prior distribution of measurement noise covariance matrices as Gaussian, and calculated the Gaussian parameters by the black box variational inference method. Finally, we obtained the measurement noise covariance matrices by using the Gaussian parameters. The experimental results illustrate that the proposed algorithm performs better in resisting time-varying measurement noise than the existing Variational Bayesian adaptive filter.

scholarly journals Multi-Fading Factor and Updated Monitoring Strategy Adaptive Kalman Filter-Based Variational Bayesian

Sensors ◽  
2020 ◽  
Vol 21 (1) ◽  
pp. 198
Author(s):  
Chenghao Shan ◽  
Weidong Zhou ◽  
Yefeng Yang ◽  
Zihao Jiang
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Measurement Noise ◽  
Time Varying ◽  
Monitoring Strategy ◽  
Adaptive Kalman Filter ◽  
Variational Bayesian ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
Fading Factor

Aiming at the problem that the performance of adaptive Kalman filter estimation will be affected when the statistical characteristics of the process and measurement of the noise matrices are inaccurate and time-varying in the linear Gaussian state-space model, an algorithm of multi-fading factor and an updated monitoring strategy adaptive Kalman filter-based variational Bayesian is proposed. Inverse Wishart distribution is selected as the measurement noise model and the system state vector and measurement noise covariance matrix are estimated with the variational Bayesian method. The process noise covariance matrix is estimated by the maximum a posteriori principle, and the updated monitoring strategy with adjustment factors is used to maintain the positive semi-definite of the updated matrix. The above optimal estimation results are introduced as time-varying parameters into the multiple fading factors to improve the estimation accuracy of the one-step state predicted covariance matrix. The application of the proposed algorithm in target tracking is simulated. The results show that compared with the current filters, the proposed filtering algorithm has better accuracy and convergence performance, and realizes the simultaneous estimation of inaccurate time-varying process and measurement noise covariance matrices.

scholarly journals Underwater Vehicle Positioning by Correntropy-Based Fuzzy Multi-Sensor Fusion

Sensors ◽  
2021 ◽  
Vol 21 (18) ◽  
pp. 6165
Author(s):  
Nabil Shaukat ◽  
Muhammad Moinuddin ◽  
Pablo Otero
Keyword(s):  
Sensor Fusion ◽  
Underwater Vehicle ◽  
Position Estimation ◽  
Measurement Noise ◽  
Positional Accuracy ◽  
Precise Position ◽  
Information Theoretic Learning ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
Vehicle Positioning

The ability of the underwater vehicle to determine its precise position is vital to completing a mission successfully. Multi-sensor fusion methods for underwater vehicle positioning are commonly based on Kalman filtering, which requires the knowledge of process and measurement noise covariance. As the underwater conditions are continuously changing, incorrect process and measurement noise covariance affect the accuracy of position estimation and sometimes cause divergence. Furthermore, the underwater multi-path effect and nonlinearity cause outliers that have a significant impact on positional accuracy. These non-Gaussian outliers are difficult to handle with conventional Kalman-based methods and their fuzzy variants. To address these issues, this paper presents a new and improved adaptive multi-sensor fusion method by using information-theoretic, learning-based fuzzy rules for Kalman filter covariance adaptation in the presence of outliers. Two novel metrics are proposed by utilizing correntropy Gaussian and Versoria kernels for matching theoretical and actual covariance. Using correntropy-based metrics and fuzzy logic together makes the algorithm robust against outliers in nonlinear dynamic underwater conditions. The performance of the proposed sensor fusion technique is compared and evaluated using Monte-Carlo simulations, and substantial improvements in underwater position estimation are obtained.

scholarly journals Strong Tracking PHD Filter Based on Variational Bayesian with Inaccurate Process and Measurement Noise Covariance

Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1126
Author(s):  
Zhentao Hu ◽  
Linlin Yang ◽  
Yong Jin ◽  
Han Wang ◽  
Shibo Yang
Keyword(s):  
Real Time ◽  
Gaussian Mixture ◽  
Measurement Noise ◽  
Tracking Accuracy ◽  
Process Noise ◽  
Probability Hypothesis Density ◽  
Measurement Noise Covariance ◽  
Multi Target Tracking ◽  
Noise Covariance ◽  
Fading Factor

Assuming that the measurement and process noise covariances are known, the probability hypothesis density (PHD) filter is effective in real-time multi-target tracking; however, noise covariance is often unknown and time-varying for an actual scene. To solve this problem, a strong tracking PHD filter based on Variational Bayes (VB) approximation is proposed in this paper. The measurement noise covariance is described in the linear system by the inverse Wishart (IW) distribution. Then, the fading factor in the strong tracking principle uses the optimal measurement noise covariance at the previous moment to control the state prediction covariance in real-time. The Gaussian IW (GIW) joint distribution adopts the VB approximation to jointly return the measurement noise covariance and the target state covariance. The simulation results show that, compared with the traditional Gaussian mixture PHD (GM-PHD) and the VB-adaptive PHD, the proposed algorithm has higher tracking accuracy and stronger robustness in a more reasonable calculation time.

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