Research on Kalman-filter based multisensor data fusion

Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc. Various multisensor data fusion methods have been extensively investigated by researchers, of which Klaman filtering is one of the most important. Kalman filtering is the best-known recursive least mean-square algorithm to optimally estimate the unknown states of a dynamic system, which has found widespread application in many areas. The scope of the work is restricted to investigate the various data fusion and track fusion techniques based on the Kalman Filter methods, then a new method of state fusion is proposed. Finally the simulation results demonstrate the effectiveness of the introduced method.

Self-tuning weighted measurement fusion Kalman filter and its convergence

For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis （DESA） method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.

Suboptimal distributed Kalman filtering fusion with feedback

In order to improve the accuracy of fusion algorithm, feedback is introduced into Kalman filtering fusion. Fusion center broadcasts its latest estimated states to the local sensors, which can improve the performance of local tracking error through reducing the oovariance of each local error, and only needs calculating the trace of error variance matrices without calculating the inverse of error variance matrices. Simulation results show that it can reduce the ecmputational complexity and the oovariance of error, and it is oonvenient for engineering applications.

Multi-sensor Hybrid Fusion Algorithm Based on Adaptive Square-root Cubature Kalman Filter

In the normal operation condition, a conventional square-root cubature Kalman filter （SRCKF） gives sufficiently good estimation results. However, if the measurements are not reliable, the SRCKF may give inaccurate results and diverges by time. This study introduces an adaptive SRCKF algorithm with the filter gain correction for the case of measurement malfunctions. By proposing a switching criterion, an optimal filter is selected from the adaptive and conventional SRCKF according to the measurement quality. A subsystem soft fault detection algorithm is built with the filter residual. Utilizing a clear subsystem fault coefficient, the faulty subsystem is isolated as a result of the system reconstruction. In order to improve the performance of the multi-sensor system, a hybrid fusion algorithm is presented based on the adaptive SRCKF. The state and error covariance matrix are also predicted by the priori fusion estimates, and are updated by the predicted and estimated information of subsystems. The proposed algorithms were applied to the vessel dynamic positioning system simulation. They were compared with normal SRCKF and local estimation weighted fusion algorithm. The simulation results show that the presented adaptive SRCKF improves the robustness of subsystem filtering, and the hybrid fusion algorithm has the better performance. The simulation verifies the effectiveness of the proposed algorithms.

Fault tolerant navigation method for satellite based on information fusion and unscented Kalman filter

An effective autonomous navigation system for the integration of star sensor,infrared horizon sensor,magnetometer,radar altimeter and ultraviolet sensor is developed.The requirements of the integrated navigation system manager make optimum use of the various navigation sensors and allow rapid fault detection,isolation and recovery.The normal full fusion feedback method of federated unscented Kalman filter（UKF） cannot meet the needs of it.So a no-reset feedback federated Kalman filter architecture is developed and used in the autonomous navigation system.The minimal skew sigma points are chosen to improve the calculation speed.Simulation results are presented to demonstrate the advantages of the algorithm.These advantages include improved failure detection and correction,improved computational efficiency,and reliability.Additionally,its＇ accuracy is higher than that of the full fusion feedback method.

Distributed multisensor data fusion based on Kalman filtering and the parallel implementation

The purpose of data fusion is to produce an improved model or estimate of a system from a set of independent data sources. Various multisensor data fusion approaches exist, in which Kalman filtering is important. In this paper, a fusion algorithm based on multisensor systems is discussed and a distributed multisensor data fusion algorithm based on Kalman filtering presented. The algorithm has been implemented on cluster-based high performance computers. Experimental results show that the method produces precise estimation in considerably reduced execution time.

Cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion

The GM-PHD framework as recursion realization of PHD filter is extensively applied to multitarget tracking system. A new idea of improving the estimation precision of time-varying multi-target in non-linear system is proposed due to the advantage of computation efficiency in this paper. First,a novel cubature Kalman probability hypothesis density filter is designed for single sensor measurement system under the Gaussian mixture framework. Second,the consistency fusion strategy for multi-sensor measurement is proposed through constructing consistency matrix. Furthermore,to take the advantage of consistency fusion strategy,fused measurement is introduced in the update step of cubature Kalman probability hypothesis density filter to replace the single-sensor measurement. Then a cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion is proposed. Capabilily of the proposed algorithm is illustrated through simulation scenario of multi-sensor multi-target tracking.

基于集合Kalman滤波的中长期径流预报

为降低中长期径流预报的不确定性,增加水电站水库的发电效益,针对现有方法侧重于提高单一预报模型确定性预报结果的准确性以降低径流预报不确定性的问题,提出一种基于集合Kalman滤波的入库径流确定性预报方法。以旬为预见期的锦西水库实例验证结果表明:相比传统的单一预报模型和传统的信息融合预报模型,基于集合Kalman滤波的中长期径流预报可使RMSE降低4.78 m^(3)/s,合格率可提高0.56%,且更有效地降低了汛期预报的不确定性,得到了更加准确、可靠的确定性径流预报结果,可为开展流域梯级水电站优化调度提供技术支持。

Multi-sensor optimal weighted fusion incremental Kalman smoother

In practical applications, the system observation error is widespread. If the observation equation of the system has not been verified or corrected under certain environmental conditions,the unknown system errors and filtering errors will come into being.The incremental observation equation is derived, which can eliminate the unknown observation errors effectively. Furthermore, an incremental Kalman smoother is presented. Moreover, a weighted measurement fusion incremental Kalman smoother applying the globally optimal weighted measurement fusion algorithm is given.The simulation results show their effectiveness and feasibility.

Particle Filter Data Fusion Enhancements for MEMS-IMU/GPS

This research aims at enhancing the accuracy of navigation systems by integrating GPS and Mi-cro-Electro-Mechanical-System (MEMS) based inertial measurement units (IMU). Because of the conditions re-quired by the large number of restrictions on empirical data, a conventional Extended Kalman Filtering (EKF) is limited to apply in navigation systems by integrating MEMS-IMU/GPS. In response to non-linear non-Gaussian dynamic models of the inertial sensors, the methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. Then Particle Filtering (PF) can be used to data fusion of the inertial information and real-time updates from the GPS location and speed of information accurately. The experiments show that PF as opposed to EKF is more effective in raising MEMS-IMU/GPS navigation system’s data integration accuracy.

Sensor Fusion with Square-Root Cubature Information Filtering

This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root cubature Information filter (SCIF). The SCIF propagates the square-root information matrices derived from numerically stable matrix operations and is therefore numerically robust. The SCIF is applied to a highly maneuvering target tracking problem in a distributed sensor network with feedback. The SCIF’s performance is finally compared with the regular cubature information filter and the traditional extended information filter. The results, presented herein, indicate that the SCIF is the most reliable of all three filters and yields a more accurate estimate than the extended information filter.

Kalman filter applied in underwater integrated navigation system

For the underwater integrated navigation system, information fusion is an important technology. This paper introduces the Kalman filter as the most useful information fusion technology, and then gives a summary of the Kalman filter applied in underwater integrated navigation system at present, and points out the further research directions in this field.

Decentralized algorithm of Kalman filtering

Presents an algorithm which can be used to achieve complete decentralization of Kalman filter algorithm amongst sensing nodes of a multi sensor system, and points out the algorithm can be used for position estimation in Robot Soccer because it does not require any form of central processing facility or centralized communications medium, and illustrates with a simulation example that it is very effective.

MULTISENSOR DISTRIBUTED EXTENDED KALMAN FILTERING ALGORITHM AND ITS APPLICATION TO RADAR/IR TARGET TRACKING

A multisensor distributed extended Kalman filtering algorithm is presented for nonlinear system, in which the dynamic equation of the system and the equations of sensor’s measurements are linearized in the global estimate and global prediction respectively and the suboptimal global estimate based on all available information can be reconstructed from the estimates computed by local sensors based solely on their own local information and transmitted to the data fusion center. An analysis of the properties of the algorithm presented here shows that the global estimate has higher precision than the local one and smaller linearization error than the existing method. Finally, an application of the algorithm to radar/IR tracking of a maneuvering target is illustrated. Simulation results show the effectiveness of the algorithm.

多特征融合与Kalman滤波的CAMShift跟踪算法

针对CAMShift算法在实际应用场景中受颜色和遮挡时跟踪失败的问题,提出一种多特征融合与Kalman滤波的CAMShift目标跟踪算法。多特征融合是在CAMShift算法基础上将边缘、纹理与颜色特征融合在一起,采用改进的Canny算子描述边缘特征,采用统一模式下的N-LBP构造纹理特征,并利用巴氏(Bhattacharyya)系数计算各个特征的自适应融合权值,通过不同特征之间的优势互补,增强特征的表达能力。当跟踪目标无遮挡时,使用CAMShift算法计算目标位置并更新Kalman滤波器参数,有遮挡时,使用Kalman滤波预测当前目标的位置,最后仿真实验表明,本文算法受环境影响小,相比CAMShift算法跟踪误差显著降低。

基于自适应Kalman滤波GNSS‑RTK与加速度数据融合的桥梁结构位移重构方法

主梁位移是大跨度桥梁安全评估和损伤诊断的重要指标,也是桥梁健康监测系统中的重点监测目标,为提高基于全球卫星导航系统的动态精度定位(Global Navigation Satellite System-Real Time Kinematic,GNSSRTK)位移数据的准确性和可靠性,提出了基于自适应Kalman滤波GNSS-RTK数据与加速度数据融合的桥梁结构位移重构方法,实现了低频GNSS位移数据与高频加速度数据融合,进一步提高了实时位移数据的测量精度与频率,解决了GNSS-RTK数据缺乏高频位移分量的问题。最后以泰东黄河大桥为例,结合有限元方法验证了该位移重构方法在大跨度桥梁位移重构过程中的可靠性和有效性,为提高桥梁结构实时位移监测的精确度提供了一定的理论支撑与参考。

带乘性噪声的欠观测系统无迹增量Kalman融合估计

研究了带乘性噪声的非线性欠观测系统的多传感融合估计问题。采用虚拟状态向量与虚拟噪声,并为虚拟状态设计一步预报器与状态更新方程。针对非线性欠观测系统提出了无迹增量Kalman滤波算法(UIKF)。提出了对角矩阵加权的融合增量卡尔曼滤波器。通过对比分析,得到增量估计值精度要高于标准估值精度,加权融合曲线的估值精度要高于单一子传感器估值精度,验证了在滤波过程中使用增量滤波方法对状态估计的优化。

基于Kalman滤波农用车辆导航定位方法

因RTD-GPS定位精度不能满足农田导航作业的需要,研究了一种提高农用车辆自动导航定位精度的方法。建立天线补偿模型,对GPS天线晃动引起的误差进行了补偿;建立基于Kalman滤波模型,融合多传感器信息;使用自主开发的基于VRS的GPS接收机,作为RTD-GPS。将RTD-GPS、电子罗盘以及速度传感器获得信息进行Kalman滤波,其结果和高精度GPS数据进行了比较。实验证明,直线跟踪中,平均偏差由1.6019 m减小到0.597 m;曲线跟踪中,平均偏差由1.2085 m减小到0.4861 m。