A novel low-cost adaptive square-root cubature Kalmanfilter （LCASCKF） is proposed to enhance the robustness of processmodels while only increasing the computational load slightly.It is well-known that the Kalman fil...A novel low-cost adaptive square-root cubature Kalmanfilter （LCASCKF） is proposed to enhance the robustness of processmodels while only increasing the computational load slightly.It is well-known that the Kalman filter cannot handle uncertainties ina process model, such as initial state estimation errors, parametermismatch and abrupt state changes. These uncertainties severelyaffect filter performance and may even provoke divergence. Astrong tracking filter （STF）, which utilizes a suboptimal fading factor,is an adaptive approach that is commonly adopted to solvethis problem. However, if the strong tracking SCKF （STSCKF）uses the same method as the extended Kalman filter （EKF） tointroduce the suboptimal fading factor, it greatly increases thecomputational load. To avoid this problem, a low-cost introductorymethod is proposed and a hypothesis testing theory is applied todetect uncertainties. The computational load analysis is performedby counting the total number of floating-point operations and it isfound that the computational load of LCASCKF is close to that ofSCKF. Experimental results prove that the LCASCKF performs aswell as STSCKF, while the increase in computational load is muchlower than STSCKF.展开更多
This paper presents a kind of attitude estimation algorithm based on quaternion-vector switching and square-root cubature Kalman filter for autonomous underwater vehicle(AUV).The filter formulation is based on geomagn...This paper presents a kind of attitude estimation algorithm based on quaternion-vector switching and square-root cubature Kalman filter for autonomous underwater vehicle(AUV).The filter formulation is based on geomagnetic field tensor measurement dependent on the attitude and a gyro-based model for attitude propagation. In this algorithm, switching between the quaternion and the three-component vector is done by a couple of the mathematical transformations. Quaternion is chosen as the state variable of attitude in the kinematics equation to time update, while the mean value and covariance of the quaternion are computed by the three-component vector to avoid the normalization constraint of quaternion. The square-root forms enjoy a continuous and improved numerical stability because all the resulting covariance matrices are guaranteed to stay positively semidefinite. The entire square-root cubature attitude estimation algorithm with quaternion-vector switching for the nonlinear equality constraint of quaternion is given. The numerical simulation of simultaneous swing motions in the three directions is performed to compare with the three kinds of filters and the results indicate that the proposed filter provides lower attitude estimation errors than the other two kinds of filters and a good convergence rate.展开更多
Square-root cubature Kalman filter (SCKF) is more effective for nonlinear state estimation than an unscented Kalman filter.In this paper,we study the design of nonlinear filters based on SCKF for the system with one s...Square-root cubature Kalman filter (SCKF) is more effective for nonlinear state estimation than an unscented Kalman filter.In this paper,we study the design of nonlinear filters based on SCKF for the system with one step noise correlation and abrupt state change.First,we give the SCKF that deals with the one step correlation between process and measurement noises,SCKF-CN in short.Second,we introduce the idea of a strong tracking filter to construct the adaptive square-root factor of the prediction error covariance with a fading factor,which makes SCKF-CN obtain outstanding tracking performance to the system with target maneuver or abrupt state change.Accordingly,the tracking performance of SCKF is greatly improved.A universal nonlinear estimator is proposed,which can not only deal with the conventional nonlinear filter problem with high dimensionality and correlated noises,but also achieve an excellent strong tracking performance towards the abrupt change of target state.Three simulation examples with a bearings-only tracking system are illustrated to verify the efficiency of the proposed algorithms.展开更多
基金supported by the National Natural Science Foundation of China(61573283)
文摘A novel low-cost adaptive square-root cubature Kalmanfilter （LCASCKF） is proposed to enhance the robustness of processmodels while only increasing the computational load slightly.It is well-known that the Kalman filter cannot handle uncertainties ina process model, such as initial state estimation errors, parametermismatch and abrupt state changes. These uncertainties severelyaffect filter performance and may even provoke divergence. Astrong tracking filter （STF）, which utilizes a suboptimal fading factor,is an adaptive approach that is commonly adopted to solvethis problem. However, if the strong tracking SCKF （STSCKF）uses the same method as the extended Kalman filter （EKF） tointroduce the suboptimal fading factor, it greatly increases thecomputational load. To avoid this problem, a low-cost introductorymethod is proposed and a hypothesis testing theory is applied todetect uncertainties. The computational load analysis is performedby counting the total number of floating-point operations and it isfound that the computational load of LCASCKF is close to that ofSCKF. Experimental results prove that the LCASCKF performs aswell as STSCKF, while the increase in computational load is muchlower than STSCKF.
基金supported by the National Natural Science Foundation of China(1140503561004130+4 种基金60834005)the Natural Science Foundation of Heilongjiang Province of China(F201414)the Postdoctoral Scientific Research Developmental Fund of Heilongjiang Province(LBHQ15034)the Stable Supporting Fund of Acoustic Science and Technology Laboratory(JCKYS2019604SSJS002)the Fundamental Research Funds for the Central Universities。
文摘This paper presents a kind of attitude estimation algorithm based on quaternion-vector switching and square-root cubature Kalman filter for autonomous underwater vehicle(AUV).The filter formulation is based on geomagnetic field tensor measurement dependent on the attitude and a gyro-based model for attitude propagation. In this algorithm, switching between the quaternion and the three-component vector is done by a couple of the mathematical transformations. Quaternion is chosen as the state variable of attitude in the kinematics equation to time update, while the mean value and covariance of the quaternion are computed by the three-component vector to avoid the normalization constraint of quaternion. The square-root forms enjoy a continuous and improved numerical stability because all the resulting covariance matrices are guaranteed to stay positively semidefinite. The entire square-root cubature attitude estimation algorithm with quaternion-vector switching for the nonlinear equality constraint of quaternion is given. The numerical simulation of simultaneous swing motions in the three directions is performed to compare with the three kinds of filters and the results indicate that the proposed filter provides lower attitude estimation errors than the other two kinds of filters and a good convergence rate.
基金supported by the National Natural Science Foundation of China (Nos.60934009,60804064,and 30800248)the China Post-doctoral Science Foundation (No.20100471727)the Science and Technology Department of Zhejiang Province,China (No.2009C34016)
文摘Square-root cubature Kalman filter (SCKF) is more effective for nonlinear state estimation than an unscented Kalman filter.In this paper,we study the design of nonlinear filters based on SCKF for the system with one step noise correlation and abrupt state change.First,we give the SCKF that deals with the one step correlation between process and measurement noises,SCKF-CN in short.Second,we introduce the idea of a strong tracking filter to construct the adaptive square-root factor of the prediction error covariance with a fading factor,which makes SCKF-CN obtain outstanding tracking performance to the system with target maneuver or abrupt state change.Accordingly,the tracking performance of SCKF is greatly improved.A universal nonlinear estimator is proposed,which can not only deal with the conventional nonlinear filter problem with high dimensionality and correlated noises,but also achieve an excellent strong tracking performance towards the abrupt change of target state.Three simulation examples with a bearings-only tracking system are illustrated to verify the efficiency of the proposed algorithms.
