Improved Adaptive Iterated Extended Kalman Filter for GNSS/INS/UWB-Integrated Fixed-Point Positioning

To provide stable and accurate position information of control points in a complex coastal environment,an adaptive iterated extended Kalman filter(AIEKF)for fixed-point positioning integrating global navigation satellite system,inertial navigation system,and ultra wide band(UWB)is proposed.In thismethod,the switched global navigation satellite system(GNSS)and UWB measurement are used as the measurement of the proposed filter.For the data fusion filter,the expectation-maximization(EM)based IEKF is used as the forward filter,then,the Rauch-Tung-Striebel smoother for IEKF filter’s result smoothing.Tests illustrate that the proposed AIEKF is able to provide an accurate estimation.

Reservoir history matching and inversion using an iterative ensemble Kalman filter with covariance localization

Reservoir inversion by production history matching is an important way to decrease the uncertainty of the reservoir description. Ensemble Kalman filter （EnKF） is a new data assimilation method. There are two problems have to be solved for the standard EnKF. One is the inconsistency between the updated model and the updated dynamical variables for nonlinear problems, another is the filter divergence caused by the small ensemble size. We improved the EnKF to overcome these two problems. We use the half iterative EnKF （HIEnKF） for reservoir inversion by doing history matching. During the H1EnKF process, the prediction data are obtained by rerunning the reservoir simulator using the updated model. This can guarantee that the updated dynamical variables are consistent with the updated model. The updated model can nonlinearly affect the prediction data. It is proved that HIEnKF is similar to the first iteration of the EnRML method. Covariance localization is introduced to alleviate filter divergence and spurious correlations caused by the small ensemble size. By defining the shape and size of the correlation area, spurious correlation between the gridblocks far apart is alleviated. More freedom of the model ensemble is preserved. The results of history matching and inverse problem obtained from the HIEnKF with covariance localization are improved. The results show that the model freedom increases with a decrease in the correlation length. Therefore the production data can be matched better. But too small a correlation length can lose some reservoir information and this would cause big errors in the reservoir model estimation.

IUKF neural network modeling for FOG temperature drift

A novel neural network based on iterated unscented Kalman filter （IUKF） algorithm is established to model and com- pensate for the fiber optic gyro （FOG） bias drift caused by temperature. In the network, FOG temperature and its gradient are set as input and the FOG bias drift is set as the expected output. A 2-5-1 network trained with IUKF algorithm is established. The IUKF algorithm is developed on the basis of the unscented Kalman filter （UKF）. The weight and bias vectors of the hidden layer are set as the state of the UKF and its process and measurement equations are deduced according to the network architecture. To solve the unavoidable estimation deviation of the mean and covariance of the states in the UKF algorithm, iterative computation is introduced into the UKF after the measurement update. While the measure- ment noise R is extended into the state vectors before iteration in order to meet the statistic orthogonality of estimate and mea- surement noise. The IUKF algorithm can provide the optimized estimation for the neural network because of its state expansion and iteration. Temperature rise （-20-20℃） and drop （70-20℃） tests for FOG are carried out in an attemperator. The temperature drift model is built with neural network, and it is trained respectively with BP, UKF and IUKF algorithms. The results prove that the proposed model has higher precision compared with the back- propagation （BP） and UKF network models.

Passive tracking from the combined set of bearings and frequency measurements by single satellite

In this paper, a new passive modified iterated extended Kalman filter （MIEKF） using the combined set of beatings and frequency measurements in Earth Centered Inertial （ECI） coordinate is proposed. A new measurement update equation of MIEKF is derived by modifying the objective function of the Gauss-Newton iteration. A new gain equation and iteration termination criteria are acquired by applying the property of the maximum likelihood estimate. The approximated second order linearized state propagation equation, Jacobian matrix of state transfer and measurement equations are derived in satellite two-body movement. The tracking performances of MIEKF, iterated extended Kalman filter （IEKF） and extended Kalman filter （EKF） are compared via Monte Carlo simulations through simulated data from STK8.1. Simulation results indicate that the proposed MIEKF is possible to passively track low earth circular orbit satellite by a high earth orbit satellite, and has higher tracking precision than the IEKF and EKF.