Adaptive estimation of multiple fading factors in Kalman filter for navigation applications

Kalman filter is the most frequently used algorithm in navigation applications. A conventional Kalman filter (CKF) assumes that the statistics of the system noise are given. As long as the noise characteristics are correctly known, the filter will produce optimal estimates for system states. However, the system noise characteristics are not always exactly known, leading to degradation in filter performance. Under some extreme conditions, incorrectly specified system noise characteristics may even cause instability and divergence. Many researchers have proposed to introduce a fading factor into the Kalman filtering to keep the filter stable. Accordingly various adaptive Kalman filters are developed to estimate the fading factor. However, the estimation of multiple fading factors is a very complicated, and yet still open problem. A new approach to adaptive estimation of multiple fading factors in the Kalman filter for navigation applications is presented in this paper. The proposed approach is based on the assumption that, under optimal estimation conditions, the residuals of the Kalman filter are Gaussian white noises with a zero mean. The fading factors are computed and then applied to the predicted covariance matrix, along with the statistical evaluation of the filter residuals using a Chi-square test. The approach is tested using both GPS standalone and integrated GPS/INS navigation systems. The results show that the proposed approach can significantly improve the filter performance and has the ability to restrain the filtering divergence even when system noise attributes are inaccurate.     

Design of minimax robust filtering for an integrated GPS/INS system

The problem of navigation systems with uncertain noise is considered. A minimax robust filtering which can minimize the worst performance under noise uncertainties using the game theory is proposed. This new filter is applied to an integrated GPS/INS navigation system. A high dynamics aircraft trajectory is designed to test the new filter. The results show that minimax robust filtering performs better than standard Kalman filtering when noise parameters of an inertial measurement unit change their statistical properties. Received: 21 October 1997 / Accepted: 26 May 1999     

Adaptive GPS/INS integration for relative navigation

Relative navigation based on GPS receivers and inertial measurement units is required in many applications including formation flying, collision avoidance, cooperative positioning, and accident monitoring. Since sensors are mounted on different vehicles which are moving independently, sensor errors are more variable in relative navigation than in single-vehicle navigation due to different vehicle dynamics and signal environments. In order to improve the robustness against sensor error variability in relative navigation, we present an efficient adaptive GPS/INS integration method. In the proposed method, the covariances of GPS and inertial measurements are estimated separately by the innovations of two fundamentally different filters. One is the position-domain carrier-smoothed-code filter and the other is the velocity-aided Kalman filter. By the proposed two-filter adaptive estimation method, the covariance estimation of the two sensors can be isolated effectively since each filter estimates its own measurement noise. Simulation and experimental results demonstrate that the proposed method improves relative navigation accuracy by appropriate noise covariance estimation.     

New results in airborne vector gravimetry using strapdown INS/DGPS

A method for airborne vector gravimetry has been developed. The method is based on developing the error dynamics equations of the INS in the inertial frame where the INS system errors are estimated in a wave estimator using inertial GPS position as update. Then using the error-corrected INS acceleration and the GPS acceleration in the inertial frame, the gravity disturbance vector is extracted. In the paper, the focus is on the improvement of accuracy for the horizontal components of the airborne gravity vector. This is achieved by using a decoupled model in the wave estimator and decorrelating the gravity disturbance from the INS system errors through the estimation process. The results of this method on the real strapdown INS/DGPS data are promising. The internal accuracy of the horizontal components of the estimated gravity disturbance for repeated airborne lines is comparable with the accuracy of the down component and is about 4–8 mGal. Better accuracy (2–4 mGal) is achieved after applying a wave-number correlation filter (WCF) to the parallel lines of the estimated airborne gravity disturbances.     

Hybrid derivative-free extended Kalman filter for unknown lever arm estimation in tightly coupled DGPS/INS integration

Differential carrier phase observations from GPS (Global Positioning System) integrated with high-rate sensor measurements, such as those from an inertial navigation system (INS) or an inertial measurement unit (IMU), in a tightly coupled approach can guarantee continuous and precise geo-location information by bridging short outages in GPS and providing a solution even when less than four satellites are visible. However, to be efficient, the integration requires precise knowledge of the lever arm, i.e. the position vector of the GPS antenna relative to the IMU. A previously determined lever arm by direct measurement is not always available in real applications; therefore, an efficient automatic estimation method can be very useful. We propose a new hybrid derivative-free extended Kalman filter for the estimation of the unknown lever arm in tightly coupled GPS/INS integration. The new approach takes advantage of both the linear time propagation of the Kalman filter and the nonlinear measurement propagation of the derivative-free extended Kalman filter. Compared to the unscented Kalman filter, which in recent years is typically used as a superior alternative to the extended Kalman filter for nonlinear estimation, the virtue of the new Kalman filter is equal estimation accuracy at a significantly reduced computational burden. The performance of the new lever arm estimation method is assessed with simulated and real data. Simulations show that the proposed technique can estimate the unknown lever arm correctly provided that maneuvers with attitude changes are performed during initialization. Field test results confirm the effectiveness of the new method.     

GPS/INS组合导航系统抗差滤波器设计

常规Ｋａｌｍａｎ滤波器已经广泛用于ＧＰＳ／ＩＮＳ组合导航系统,其中假设系统动态模型和噪声统计特性是精确已知的。事实上,这种假设是不符合实际情况的。在组合导航系统中,惯性测量器件的质量不稳定,ＧＰＳ测量误差受外界环境的影响,因而对组合导航系统进行抗差设计是十分必要的。本文利用对策论设计了能使不确定噪声下性能最好的极小极大抗差滤波器,并将其应用到ＧＰＳ／ＩＮＳ组合导航系统中。考虑一个ＩＯ状态的ＧＰＳ／     

Avoiding numerical stability problems of long duration DGPS/INS Kalman filters

A current pursuit of the geodetic community is the optimal integration of differential GPS (DGPS) and inertial navigation system (INS) data streams for precise and efficient position and gravity vector surveying. Therein a complete INS and multiple-antenna GPS receiver payload, mounted on a moving platform, is used in conjunction with a network of ground-fixed single antenna GPS receivers. This paper presents a complete, GPS-based, external updating measurement model for the applicable Kalman filter. The model utilizes four external observation types for every GPS satellite in-view: DGPS range differences, single phase differences, and single phase-rate differences; as well as the mobile, multipleantenna GPS receiver's measurement of theerrors in the INS's estimate of the phase difference between any two vehicle-borne GPS antennae. Although not widely conveyed in the geodetic world, the inertial navigation community has long known that traditional Kalman filter covariance propagation recurrences are inherently unstable when such highly accurate external updates are repeatedly applied (every 1 second) over long time durations. A hybrid square root covariance/U — D covariance factorization approach is a numerically stable alternative and is reviewed herein. The hybrid makeup of the algorithm is necessitated by the correlated nature of the fourth type of GPS external measurement listed above (each vehicle-borne GPS antenna formstwo baselines). Such measurement correlations require a functional transformation of the overall external updating model to permit the multiple updates (simultaneously available at each updating epoch) to be sequentially (and efficiently) processed. An appropriate transformation is given. Stable covariance propagation relationships are presented and the transformed Kalman gain is also furnished and its use in the determination of the externally updated error states is discussed. Specific DGPS/INS instabilities produced by the traditional recurrences are displayed. The stable alternative method requires about 25% more CPU time than the traditional Kalman recurrences. With the ever-increasing computational speeds of microprocessors, this added CPU time is of no real concern.     

A wavelet-extreme learning machine for low-cost INS/GPS navigation system in high-speed applications

The combined navigation system consisting of both global positioning system (GPS) and inertial navigation system (INS) results in reliable, accurate, and continuous navigation capability when compared to either a GPS or an INS stand-alone system. To improve the overall performance of low-cost micro-electro-mechanical systems (MEMS)-based INS/GPS by considering a high level of stochastic noise on low-cost MEMS-based inertial sensors, a highly complex problems with noisy real data, a high-speed vehicle, and GPS signal outage during our experiments, we suggest two approaches at different steps: (1) improving the signal-to-noise ratio of the inertial sensor measurements and attenuating high-frequency noise using the discrete wavelet transform technique before data fusion while preserving important information like the vehicle motion information and (2) enhancing the positioning accuracy and speed by an extreme learning machine (ELM) which has the characteristics of quick learning speed and impressive generalization performance. We present a single-hidden layer feedforward neural network which is employed to optimize the estimation accuracy and speed by minimizing the error, especially in the high-speed vehicle and real-time implementation applications. To validate the performance of our proposed method, the results are compared with an adaptive neuro-fuzzy inference system (ANFIS) and an extended Kalman filter (EKF) method. The achieved accuracies are discussed. The results suggest a promising and superior prospect for ELM in the field of positioning for low-cost MEMS-based inertial sensors in the absence of GPS signal, as it outperforms ANFIS and EKF by approximately 50 and 70%, respectively.     

一种基于渐消因子的区间卡尔曼滤波器方法

在噪声环境中,运动目标发生稳态突变会降低卡尔曼滤波器的滤波性能,进而导致组合导航的可靠性降低,导航系统抗干扰能力下降,影响导航的精确度。为了提高卡尔曼滤波器性能,提高抗干扰能力和导航精度,在采用基于卡尔曼滤波器的超紧耦合同时,提出一种新型的基于渐消因子的区间卡尔曼滤波器算法。该算法通过引入渐消因子和区间矩阵对滤波器增益矩阵进行实时调整,并利用区间运算中的交集运算将各种误差源约束到交集区间,进而保证在区间运算中保真集合映射的完备性并取得最优化。结果显示,该算法能够克服原有滤波器算法的缺陷,在噪声环境中提升对稳态突变目标的跟踪能力,且在噪声中滤波器效果提高,算法计算量没有明显增加。     

融合小波变换和自适应Kalman滤波在GPS监测中的应用研究

针对自适应卡尔曼滤波只适用于滤除高斯分布的白噪声,本文提出了融合小波变换和自适应卡尔曼滤波的算法。该算法利用小波变换的多尺度分解,将GPS高频的监测时间序列进行多层分解,重构出新的GPS监测时间序列,将其作为新的自适应卡尔曼滤波初始值,进行滤波处理。将融合算法的滤波结果与单一的自适应卡尔曼滤波结果进行对比分析,结果表明融合算法的滤波效果较为显著。同时,对融合算法滤除的噪声信息进行统计分析,结果表明融合算法滤除的噪声符合正态分布,进一步说明了该融合算法的有效性,为GPS的高频率、高精度的监测提供了技术支持。     

应用Jones—TryonKalman滤波器对在轨GPSRb钟进行状态监测

针对用于石英钟和GPS主控站原子钟状态监测的Jones—TryonKalman滤波器,尝试把其引入到在轨GPSRb钟状态监测中去,结合哈达玛方差分析了其过程噪声和观测噪声协方差矩阵的确定方法,并讨论了滤波初值的选取,从而得到一个适合在轨GPSRb钟状态监测的滤波器。算例表明,这种Jones—TryonKal—man滤波器可以较好地监测在轨GPSRb钟的状态。     

GPS navigation processing using the quaternion-based divided difference filter

Divided difference filter (DDF) with quaternion-based dynamic process modeling is applied to global positioning system (GPS) navigation. Using techniques similar to those of the unscented Kalman filter (UKF), the DDF uses divided difference approximations of derivatives based on Stirling’s interpolation formula which results in a similar mean but different posterior covariance compared to the extended Kalman filter (EKF) solutions. The second-order divided difference is obtained from the mean and covariance in second-order polynomial approximation. The quaternion-based dynamic model is adopted for avoiding the singularity problems encountered in the Euler angle method and enhancing the computational efficiency. The proposed method is applied to GPS navigation to increase the navigation estimation accuracy at high-dynamic regions while preserving (without sacrificing) the precision at low-dynamic regions. For the illustrated example, the second-order DDF can deliver about 41–82% accuracy improvement as compared to the EKF. Some properties and performance are assessed and compared to those of the EKF and UKF approaches.     

自适应卡尔曼滤波法用于变形监测数据处理

卡尔曼滤波作为一种动态数据处理方法广泛应用在变形监测数据处理中。文中针对传统卡尔曼滤波因动态噪声不准或不容易确定影响结果准确度的问题,提出并探讨了方差补偿自适应卡尔曼滤波,并通过传统卡尔曼滤波和自适应卡尔曼滤波对GPS变形监测数据进行处理,其结果表明方差补偿自适应卡尔曼滤波对GPS变形监测具有很好的剔除噪声的作用,效果明显。     

Improved adaptive filter with application to relative navigation

An improved adaptive Kalman filter algorithm is presented to model error and process noise uncertainty. The adaptive algorithm for model error is obtained by using an upper bound for the state prediction covariance matrix. The process noise is estimated at each filter step by minimizing a criterion function, which was determined by measurement prediction. A recursive algorithm is provided for solving the criterion function. The proposed adaptive filter algorithm was successfully implemented in GPS relative navigation for spacecraft formation flying in high earth orbits with real orbit perturbations. Software simulation results indicated that the proposed adaptive filter performed better in robustness and accuracy compared with previous adaptive algorithms.     

神经网络辅助的GPS/INS组合导航自适应UKF算法

GPS/INS组合导航非线性系统最优估计算法中,基于统计信息和假设检验理论的多渐消因子自适应滤波算法的应用前提条件是残差向量为高斯白噪声。本文针对观测异常会影响残差向量的数字特性分布,提出了一种神经网络辅助的多重渐消因子自适应SVD-UKF算法。该算法采用神经网络算法削弱观测异常对残差序列高斯白噪声分布特性的影响,利用奇异值分解抑制UKF中先验协方差矩阵负定性变化,同时构造多重渐消因子对预测状态协方差阵进行调整,使得不同的滤波通道具有不同的调节能力,高效地应用于多变量复杂系统。最后利用车载实测数据进行了验证。结果表明,神经网络算法极大削弱了观测粗差对残差序列高斯白噪声分布特性的影响,拓展了多重渐消因子的应用范围,使其能在观测值含有粗差的条件下自适应调节不同滤波通道,消除滤波状态中的异常,提高组合导航解的精度和可靠性。     

Modeling and estimation of C1–P1 bias in GPS receivers

 Modern dual-frequency global positioning system (GPS) receivers are capable of providing direct measurements of both L1 C/A (C1) and P code (P1) without the use of the Y-codes under Anti-Spoofing. A discrepancy or bias between the C1 and P1 measurements from these receivers has however been of concern to operators and users of GPS reference networks. For the purpose of modeling and estimation, the nature and characteristics of the discrepancy must be investigated. The research results presented indicate that the discrepancy between the C1 and P1 measurements contains two different types of components: one is of constant type while another is time variant. A method has been developed for their modeling and estimation. The residual C1–P1 time series after a satellite-dependent bias removal agree at a few-centimeter level, indicating the effectiveness of the proposed model. This allows the C1–P1 discrepancy, both constant and non-constant components, to be removed from GPS reference network solutions. Numerical results are provided to support the analysis. Received: 12 October 1999 / Accepted: 11 May 2000     

Integrated GPS/INS navigation system with dual-rate Kalman Filter

A dual-rate Kalman Filter (DRKF) has been developed to integrate the time-differenced GPS carrier phases and the GPS pseudoranges with INS measurements. The time-differenced GPS carrier phases, which have low noise and millimeter measurement precision, are integrated with INS measurements using a Kalman Filter with high update rates to improve the performance of the integrated system. Since the time-differenced GPS carrier phases are only relative measurements, when integrated with INS, the position error of the integrated system will accumulate over time. Therefore, the GPS pseudoranges are also incorporated into the integrated system using a Kalman Filter with a low update rate to control the accumulation of system errors. Experimental tests have shown that this design, compared to a conventional design using a single Kalman Filter, reduces the coasting error by two-thirds for a medium coasting time of 30?s, and the position, velocity, and attitude errors by at least one-half for a 45-min field navigation experiment.     

Airborne vector gravimetry using precise,position-aided inertial measurement units

Vector gravimetry using a precise inertial navigation system continually updated with external position data, for example using GPS, is studied with respect to two problems. The first concerns the attitude accuracy requirement for horizontal gravity component estimation. With covariance analyses in the space and frequency domains it is argued that with relatively stable uncompensated gyro drift, the short-wavelength gravity vector can be estimated without the aid of external attitude updates. The second problem concerns the state-space estimation of the gravity signal where considerable approximations must be assumed in the gravity model in order to take advantage of the ensemble error estimation afforded by the Kalman filter technique. Gauss-Markov models for the gravity field are specially designed to reflect the attenuation of the signal at a specific altitude and the omission of the long-wavelength components from the estimation. With medium accuracy INS/GPS systems, the horizontal components of gravity with wavelengths shorter than 250 km should be estimable to an accuracy of 4–6 mgal (µg); while high accuracy systems should yield an improvement to 1–2 mgal.