Unscented Kalman filter for a low-cost GNSS/IMU-based mobile mapping application under demanding conditions

For the last two decades,low-cost Global Navigation Satellite System(GNSS)receivers have been used in various applications.These receivers are mini-size,less expensive than geodetic-grade receivers,and in high demand.Irrespective of these outstanding features,low-cost GNSS receivers are potentially poorer hardwares with internal signal processing,resulting in lower quality.They typically come with low-cost GNSS antenna that has lower performance than their counterparts,particularly for multipath mitigation.Therefore,this research evaluated the low-cost GNSS device performance using a high-rate kinematic survey.For this purpose,these receivers were assembled with an Inertial Measurement Unit(IMU)sensor,which actively transmited data on acceleration and orientation rate during the observation.The position and navigation parameter data were obtained from the IMU readings,even without GNSS signals via the U-blox F9R GNSS/IMU device mounted on a vehicle.This research was conducted in an area with demanding conditions,such as an open sky area,an urban environment,and a shopping mall basement,to examine the device’s performance.The data were processed by two approaches:the Single Point Positioning-IMU(SPP/IMU)and the Differential GNSS-IMU(DGNSS/IMU).The Unscented Kalman Filter(UKF)was selected as a filtering algorithm due to its excellent performance in handling nonlinear system models.The result showed that integrating GNSS/IMU in SPP processing mode could increase the accuracy in eastward and northward components up to 68.28%and 66.64%.Integration of DGNSS/IMU increased the accuracy in eastward and northward components to 93.02%and 93.03%compared to the positioning of standalone GNSS.In addition,the positioning accuracy can be improved by reducing the IMU noise using low-pass and high-pass filters.This application could still not gain the expected position accuracy under signal outage conditions.

一种基于模型概率单调性变化的自适应IMM-UKF改进算法

针对现有交互式多模型(IMM)算法模型间切换迟滞和转换速率慢的缺点,提出一种基于模型概率单调性变化的自适应交互式多模型无迹卡尔曼滤波改进算法(mIMM-UKF)。该算法利用后验信息模型概率的单调性,对马尔可夫转移概率矩阵及模型估计概率进行二次修正,加快了匹配模型的切换速度及转换速率。仿真结果表明,与现有算法相比,该算法通过快速切换匹配模型,有效提高了水下目标跟踪精度。

Phase noise filtering and phase unwrapping method based on unscented Kalman filter

This paper presents a new phase unwrapping algorithm based on the unscented Kalman filter（UKF） for synthetic aperture radar（SAR） interferometry.This method is the result of combining an UKF with path-following strategy and an omni-directional local phase slope estimator.This technique performs simultaneously noise filtering and phase unwrapping along the high-quality region to the low-quality region,which is also able to avoid going directly through the noisy regions.In addition,phase slope is estimated directly from the sample frequency spectrum of the complex interferogram,by which the underestimation of phase slope is overcome.Simulation and real data processing results validate the effectiveness of the proposed method,and show a significant improvement with respect to the extended Kalman filtering（EKF） algorithm and some conventional phase unwrapping algorithms in some situations.

基于FFRLS和ASR-UKF滤波算法的锂电池SOC估计

锂电池在工作过程中,其内部参数易受多种因素影响,为提高锂电池在复杂环境下荷电状态(SOC)估计精度,以二阶戴维宁(Thevenin)等效模型为基础,结合遗忘因子递推最小二乘法(FFRLS)对模型参数进行在线辨识。针对传统卡尔曼滤波算法高度非线性及系统噪声不确定性等缺点,提出了一种自适应平方根无迹卡尔曼滤波(ASR-UKF)算法,该算法利用平方根算法处理均值和协方差,确保了状态协方差的半正定性和稳定性,并引入自适应滤波算法对噪声进行实时修正,消除了系统时变噪声影响。结果表明,FFRLS能有效解决数据饱和及算法矩阵计算量大的问题,等效模型精度高达98%。在混合动力脉冲特性(HPPC)测试和北京公交动态测试工况(BBDST)下,ASR-UKF算法SOC估计最大误差分别为3.264%和0.572%,具备更好的跟踪效果,验证了改进算法良好的收敛性与自适应性。

基于改进的联邦UKF无人艇组合导航系统设计

针对无人艇在高海况下长航时,大幅度作业滤波精度较低的问题,提出一种基于联邦结构的无迹卡尔曼滤波(Unscented Kalman Filtering,UKF)算法,将其应用于自主研制的无人艇组合导航系统中。建立系统误差方程和量测方程;引入渐消因子、基于量测值与预测量测值差值的可变因子和自适应最优信息分配因子对联邦UKF算法进行改进,保持信息的强跟踪特性和组合导航系统的信息融合精度,得到全局最优估计值。开展湖试试验,验证该组合导航系统的有效性,结果表明该系统实时性、稳定性好,抗干扰能力强,能有效提高导航精度。该方法不仅能为无人艇作业提供安全保障,而且可供其他组合导航系统设计参考。

Robust Non-Coherent Demodulation Scheme for Bluetooth Voice Transmission Using Linear, Extended, and Unscented Kalman Filtering

This paper presents a novel and cost effective method to be used in the optimization of the Gaussian Frequency Shift Keying (GFSK) at the receiver of the Bluetooth communication system. The proposed method enhances the performance of the noncoherent demodulation schemes by improving the Bit Error Rate (BER) and Frame Error Rate (FER) outcomes. Linear, Extended, and Unscented Kalman Filters are utilized in this technique. A simulation model, using Simulink, has been created to simulate the Bluetooth voice transmission system with the integrated filters. Results have shown improvements in the BER and FER, and that the Unscented Kalman Filters (UKF) have shown superior performance in comparison to the linear Kalman Filter (KF) and the Extended Kalman Filter (EKF). To the best of our knowledge, this research is the first to propose the usage of the UKF in the optimization of the Bluetooth System receivers in the presence of additive white Gaussian noise (AWGN), as well as interferences.

基于ASIT-UKF算法的锂电池荷电状态估计

针对无迹卡尔曼滤波(unscented Kalman filter,UKF)算法估计锂电池荷电状态(state of charge,SOC)时精度低、稳定性差、产生的sigma点过多导致计算难度大等不足,提出一种基于自适应球形不敏变换方式的无迹卡尔曼滤波(unscented Kalman filter based on adaptive spherical insensitive transformation,ASIT-UKF)算法。该算法通过使用球形不敏变换方式选择权系数以及初始化一元向量对sigma点的产生进行选取。与UKF算法相比,ASIT-UKF算法产生的sigma点减少近50%,使得算法的计算复杂度大大降低。同时,将产生的所有sigma点进行单位球形面上的归一化处理,提高了数值的稳定性。考虑到实际运行中锂电池系统噪声干扰带来的不确定性,加入Sage-Husa自适应滤波器对不确定性噪声的干扰进行实时更新和修正,以达到提高在线锂电池SOC估计精度的目的。最后,将均方根误差和最大绝对误差计算公式引入到性能估计指标中。实验结果表明,ASIT-UKF算法在准确度、鲁棒性和收敛性方面具有优越的性能。

Maximum Correntropy Criterion-Based UKF for Loosely Coupling INS and UWB in Indoor Localization

Indoor positioning is a key technology in today’s intelligent environments,and it plays a crucial role in many application areas.This paper proposed an unscented Kalman filter(UKF)based on the maximum correntropy criterion(MCC)instead of the minimummean square error criterion(MMSE).This innovative approach is applied to the loose coupling of the Inertial Navigation System(INS)and Ultra-Wideband(UWB).By introducing the maximum correntropy criterion,the MCCUKF algorithm dynamically adjusts the covariance matrices of the system noise and the measurement noise,thus enhancing its adaptability to diverse environmental localization requirements.Particularly in the presence of non-Gaussian noise,especially heavy-tailed noise,the MCCUKF exhibits superior accuracy and robustness compared to the traditional UKF.The method initially generates an estimate of the predicted state and covariance matrix through the unscented transform(UT)and then recharacterizes the measurement information using a nonlinear regression method at the cost of theMCC.Subsequently,the state and covariance matrices of the filter are updated by employing the unscented transformation on the measurement equations.Moreover,to mitigate the influence of non-line-of-sight(NLOS)errors positioning accuracy,this paper proposes a k-medoid clustering algorithm based on bisection k-means(Bikmeans).This algorithm preprocesses the UWB distance measurements to yield a more precise position estimation.Simulation results demonstrate that MCCUKF is robust to the uncertainty of UWB and realizes stable integration of INS and UWB systems.

采用自适应Unscented Kalman的粒子滤波

针对粒子滤波的粒子退化问题,使用自适应UKF进行重点采样。该方法使用自适应因子调整Unscented Kalman滤波的观测信息与动力学信息之间的权比,使滤波预测值的协方差更趋向真实值。与扩展Kalman滤波、自适应扩展Kalman滤波、Unscented Kalman滤波重点采样方法相比,自适应UKF重点采样进一步提高了粒子滤波的精度。

基于Lawden改进型方程的编队Unscented Kalman Filter滤波估计

通过改进卫星编队的Lawden方程得到非线性相对运动方程,称为Lawden改进型方程,使其更加近似于编队运行环境。通过该非线性方程,在编队相对导航研究中,以EKF滤波方法为参考分析,采用适合非线性系统的UKF(Unscented Kalman Filter)滤波方法对编队的状态进行滤波估计。通过仿真实验,结果表明采用UKF滤波方法的编队状态估计精度明显优于采用EKF滤波方法得到的估计精度,其中相对距离估计精度可以提高70%左右,相对速率估计精度可以提高25%左右,在工程应用中具有一定的参考利用价值。

基于无迹Kalman滤波的车辆速度和质心侧偏角的估计

为满足车辆主动安全控制功能需求,需提升车辆在强非线性特性下的状态观测精度,提出一种基于无迹Kalman滤波(UKF)的模块化车辆横纵向速度状态观测器结构。该结构利用车载传感器信息,结合UKF观测纵向和横向速度,根据质心侧偏角的定义,计算车辆质心侧偏角。在干燥路面上,进行数字仿真以及实车实验。结果表明:在强非线性状态下,基于UKF的车辆质心侧偏角估计的仿真结果的均方根误差(RMSE)为0.425°,实车实验的RMSE为0.001°,而使用扩展Kalman滤波(EKF)估计的仿真结果 RMSE为0.968°,实车实验的RMSE为0.009°。因此,UKF可以抑制车辆行驶中的干扰对观测的影响,使本观测器结构有较高的观测精度,可满足工程需要。

Unscented extended Kalman filter for target tracking

A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman filter is similar to that in a conventional EKF. However, in every running step of the EKF the unscented transformation is running, the deterministic sample is caught by unscented transformation, then posterior mean of non- lineadty is caught by propagating, but the posterior covariance of nonlinearity is caught by linearizing. The accuracy of new method is a little better than that of the unscented Kalman filter （UKF）, however, the computational time of the UEKF is much less than that of the UKF.

Modified unscented Kalman filter using modified filter gain and variance scale factor for highly maneuvering target tracking

To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is presented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter （UKF） via predicted variance Pk｜k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneuvering target compared with the standard UKF.

Adaptive unscented Kalman filter for parameter and state estimation of nonlinear high-speed objects

An adaptive unscented Kalman filter （AUKF） and an augmented state method are employed to estimate the timevarying parameters and states of a kind of nonlinear high-speed objects. A strong tracking filter is employed to improve the tracking ability and robustness of unscented Kalman filter （UKF） when the process noise is inaccuracy, and wavelet transform is used to improve the estimate accuracy by the variance of measurement noise. An augmented square-root framework is utilized to improve the numerical stability and accuracy of UKF. Monte Carlo simulations and applications in the rapid trajectory estimation of hypersonic artillery shells confirm the effectiveness of the proposed method.

An Adaptive UKF Algorithm for the State and Parameter Estimations of a Mobile Robot

For improving the estimation accuracy and the convergence speed of the unscented Kalman filter(UKF),a novel adaptive filter method is proposed.The error between the covariance matrices of innovation measurements and their corresponding estimations/predictions is utilized as the cost function.On the basis of the MIT rule,an adaptive algorithm is designed to update the covariance of the process uncertainties online by minimizing the cost function.The updated covariance is fed back into the normal UKF.Such an adaptive mechanism is intended to compensate the lack of a priori knowledge of the process uncertainty distribution and to improve the performance of UKF for the active state and parameter estimations.The asymptotic properties of this adaptive UKF are discussed.Simulations are conducted using an omni-directional mobile robot,and the results are compared with those obtained by normal UKF to demonstrate its effectiveness and advantage over the previous methods.

A new real-time eye tracking based on nonlinear unscented Kalman filter for monitoring driver fatigue

A new scheme for driver fatigue detection is presented, which is based on the nonlinear unscented Kalman filter and eye tracking. Assuming a probability distribution than to approximate an arbitrary nonlinear function or transformation, eye nonlinear tracking can be achieved using an unscented transformation (UT), which adopts a set of deterministic sigma points to match the posterior probability density function of the eye movement. Driver fatigue can be detected using the percentage of eye closure (PERCLOS) framework in a realistic driving condition after the eye nonlinear tracking. This system was tested adequately in realistic driving environments with subjects of different genders, with/without glasses, in day/night driving, being commercial/noncommercial drivers, in continuous driving time, and under different road conditions. The last experimental results show that the proposed method not only improves the robustness for nonlinear eye tracking, but also can provide more accurate estimation than the traditional Kalman filter.

Airship aerodynamic model estimation using unscented Kalman filter

An airship model is made-up of aerostatic,aerodynamic,dynamic,and propulsive forces and torques.Besides others,the computation of aerodynamic forces and torques is difficult.Usually,wind tunnel experimentation and potential flow theory are used for their calculations.However,the limitations of these methods pose difficulties in their accurate calculation.In this work,an online estimation scheme based on unscented Kalman filter(UKF)is proposed for their calculation.The proposed method introduces six auxiliary states for the complete aerodynamic model.UKF uses an extended model and provides an estimate of a complete state vector along with auxiliary states.The proposed method uses the minimum auxiliary state variables for the approximation of the complete aerodynamic model that makes it computationally less intensive.UKF estimation performance is evaluated by developing a nonlinear simulation environment for University of Engineering and Technology,Taxila(UETT)airship.Estimator performance is validated by performing the error analysis based on estimation error and 2-σ uncertainty bound.For the same problem,the extended Kalman filter(EKF)is also implemented and its results are compared with UKF.The simulation results show that UKF successfully estimates the forces and torques due to the aerodynamic model with small estimation error and the comparative analysis with EKF shows that UKF improves the estimation results and also it is more suitable for the under-consideration problem.

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.

Control of epileptiform spikes based on nonlinear unscented Kalman filter

A new control strategy based on nonlinear unscented Kalman filter （UKF） is proposed for a neural mass model that serves as a model for simulating real epileptiform stereo-electroeneephalographic （SEEG） signals. The UKF is used as an observer to estimate the state from the noisy measurement because it has been proved to be effective for state estimation of nonlinear systems. A UKF controller is constructed via the estimated state and is illustrated to be effective for epileptiform spikes suppression of aforementioned model by numerical simulations.

基于BP-UKF算法的锂离子电池SOC估计

电池的荷电状态(state of charge,SOC)是电池管理的重要指标之一,准确的SOC估计是保证锂离子电池安全有效运行的必要条件。为提高锂离子电池SOC估计的准确性,本文基于二阶Thevenin等效模型,提出一种将无迹卡尔曼滤波(unscented Kalman filter,UKF)与BP(back propagation)神经网络相结合的SOC估计方法。在通过混合功率脉冲特性测试获取模型参数的基础上,首先利用UKF算法对电池SOC进行初步估计,通过非线性点变换的方法避免了扩展卡尔曼滤波(extended Kalman filter,EKF)在线性化过程中对系统造成的精度损失;其次,构建三层BP神经网络,综合考虑锂离子电池的充放电电压、电流等参数,对估计结果进行修正,将估计误差从初始估计结果中排除,以达到更加准确的估计结果。通过电池充放电测试仪采集锂离子电池在动态应力测试下的充放电数据,并在不同的噪声环境下将本文提出的BP-UKF算法与EFK算法和UKF算法进行对比实验分析。实验结果表明,本文提出的BP-UKF算法的最大误差在2.18%以内,平均误差在0.54%以内,均方根误差在0.0044以内,较EKF算法和UKF算法有较大程度地提升;并且在较大的环境噪声条件下,BP-UKF算法的准确性提升更为明显。