Unscented Kalman filter with nonlinear dynamic process modeling for GPS navigation

This paper preliminarily investigates the application of unscented Kalman filter (UKF) approach with nonlinear dynamic process modeling for Global positioning system (GPS) navigation processing. Many estimation problems, including the GPS navigation, are actually nonlinear. Although it has been common that additional fictitious process noise can be added to the system model, however, the more suitable cure for non convergence caused by unmodeled states is to correct the model. For the nonlinear estimation problem, alternatives for the classical model-based extended Kalman filter (EKF) can be employed. The UKF is a nonlinear distribution approximation method, which uses a finite number of sigma points to propagate the probability of state distribution through the nonlinear dynamics of system. The UKF exhibits superior performance when compared with EKF since the series approximations in the EKF algorithm can lead to poor representations of the nonlinear functions and probability distributions of interest. GPS navigation processing using the proposed approach will be conducted to validate the effectiveness of the proposed strategy. The performance of the UKF with nonlinear dynamic process model will be assessed and compared to those of conventional EKF.     

State transformation extended Kalman filter for GPS/SINS tightly coupled integration

Extended Kalman filter (EKF) is a widely used estimator for integrated navigation systems, and it works well in general situations. However, in adverse conditions such as partially observable environments and highly dynamic maneuvers, the performance of the traditional EKF-based strap-down inertial navigation system (SINS)/GPS integrated navigation system is easily to be affected by the dynamic changes of the specific force, thus leading to the problem of error covariance inconsistency. Though the inconsistency problem can be overcome to some extent if the system matrix, the states and the error covariance matrix are propagated as fast as possible in the SINS calculation rate, the problem cannot be fully solved. State transformation extended Kalman filter (ST-EKF) mechanization, with a new converted velocity error model for the SINS, is proposed, which can also be used to solve the inconsistency problem. In the ST-EKF, the specific force vector in the system error model is replaced by the nearly constant gravity vector for local navigation. Since the propagation and the updating of the ST-EKF can be executed simultaneously in the updating interval, the computation cost is greatly reduced compared with the traditional EKF. Experiments for the GPS/SINS tightly coupled navigation, including linear vibration Monte Carlo test and an unmanned aerial vehicle flight test, are implemented to evaluate the performance of the proposed ST-EKF. The results show that the proposed ST-EKF has superior performance to the traditional EKF, especially in partially observable situations.     

基于UKF的GPS非线性动态滤波算法

介绍了一种Unscented卡尔曼滤波算法，它通过确定性采样获得一组采样点，可获得更多的观测假设，对系统状态统计特性的估计更加准确，同时该算法无需对系统方程进行线性化，避免了传统的EKF算法由于线性化引入的误差。本文将UKF算法用于GPS非线性动态滤波技术中，建立了仿真模型并定义了仿真条件，与EKF算法的仿真结果相比，在系统状态统计特性未知的情况下，UKF算法对系统状态的估计更准确，定位精度更高。     

Biases and accuracy of, and an alternative to, discrete nonlinear filters

The biases and accuracy of the extended Kalman filter (EKF) and a second-order nonlinear filter (SONF) are discussed from the point of view of a frequentist; these are often derived by applying the relevant conditional quantities to the linear Kalman algorithm under the Bayesian framework. The EKF and the SONF are biased, although the SONF has been derived in the hope of improving first-order filters. Unfortunately the biases of the SONF may be magnified further, because the second-order terms of the relevant Bayesian conditional quantities have never been properly used to derive the SONF from the frequentist point of view. The variance–covariance matrix of the SONF given in the literature is proven to be incorrect up to the second-order approximation, and the correct one is derived. Finally, also from the point of view of a frequentist, an alternative, almost unbiased SONF is proposed, if the randomness of partials is neglected. Received: 12 July 1997 / Accepted: 5 October 1998     

GPS/GALLIEO导航系统的抗差EKF模型研究

首先给出扩展卡尔曼滤波(Extended Kalman Filter,EKF)的原理,通过分析粗差在EKF模型中传递特性,给出新的抗差EKF模型。模型根据多余观测分量及预测残差统计,构造抗差等价增益矩阵,通过迭带给出GNSS抗差导航解。为提高模型在动态导航应用中的效率,文章结合统计模型,仅对存在粗差的观测历元进行抗差估计,进一步提高模型实时运行效率。并模拟GPS/Galileo多卫星导航星座及接收机平台的动态轨迹。采用加速度导航方程验证本文模型,并对不同模型运行的时间进行比较。结果表明在粗差存在的情况下,本文模型仍能正确导航,并且改进后的模型能明显提高实时导航的效率。     

一种新型非线性滤波理论及其应用

研究一种新型的非线性滤波理论,即Unscented卡尔曼滤波（UKF）,同时为了获得更高的计算效率和确保协方差阵的非负定性,研究了平方根UKF。将UKF和平方根UKF应用到星载GPS卫星定轨中,实际算例表明UKF和平方根UKF的性能要优于常用的推广卡尔曼滤波的性能。     

利用信息融合进行月球卫星自主导航

研究了绕月卫星自主导航方法,提出了由星敏感器、紫外月球敏感器和测高仪组成的多源信息组合导航方案。将Unscented Kalman滤波(UKF)应用于非线性导航系统,采用信息融合技术设计了相关的联邦滤波算法,实现了系统的信息互补,完成了卫星轨道的最优估计。利用数学仿真对这种导航系统的有效性进行了验证,并与基于扩展Kal man滤波(EKF)的信息融合算法进行了比较。仿真结果表明,所提出的UKF融合算法具有良好的稳定性,可进一步提高导航系统的精度。     

Adaptive Kalman Filtering for INS/GPS

After reviewing the two main approaches of adaptive Kalman filtering, namely, innovation-based adaptive estimation (IAE) and multiple-model-based adaptive estimation (MMAE), the detailed development of an innovation-based adaptive Kalman filter for an integrated inertial navigation system/global positioning system (INS/GPS) is given. The developed adaptive Kalman filter is based on the maximum likelihood criterion for the proper choice of the filter weight and hence the filter gain factors. Results from two kinematic field tests in which the INS/GPS was compared to highly precise reference data are presented. Results show that the adaptive Kalman filter outperforms the conventional Kalman filter by tuning either the system noise variance–covariance (V–C) matrix `Q' or the update measurement noise V–C matrix `R' or both of them. Received: 14 September 1998 / Accepted: 21 December 1998     

移动机器人SLAM位姿估计的改进四元数无迹卡尔曼滤波EI北大核心CSCD

在全自主运动控制的移动机器人系统中,自身位姿的估计和校正对于移动机器人的运动至关重要。卡尔曼滤波是解决移动机器人同步定位与地图构建(SLAM)常用方法。相较于卡尔曼滤波,无迹卡尔曼滤波(UKF)无须对复杂的非线性函数进行雅可比矩阵运算。本文基于无迹卡尔曼滤波,根据先验协方差的平方根选择sigma点,计算协方差以及加权均值。用四元数表示姿态,将四元数矢量转换为旋转空间进行矩阵运算,在此基础上设计了一种位姿估计算法——基于四元数平方根的无迹卡尔曼滤波(QSR-UKF)算法。试验将EKF、QSR-UKF、SR-UKFEKF 3种算法的位姿估计结果进行仿真分析,并通过相关定量指标进行了描述,验证了本文算法的有效性。     

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。     

自适应抗差KF-UKF的超宽带导航定位方法

针对超宽带导航定位中量测信息异常误差和非线性滤波问题,该文提出了一种基于自适应抗差卡尔曼滤波-无迹卡尔曼滤波(KF-UKF)的超宽带导航定位算法。该算法首先利用卡尔曼滤波计算预测状态向量及其协方差矩阵,利用无迹卡尔曼滤波进行量测更新;然后利用先验阈值和预测残差构建量测噪声的抗差协方差矩阵,以减少量测信息异常误差的影响,同时利用自适应因子对算法进行调节和修正。结果表明,该算法能有效地抑制并消除超宽带测距中量测信息异常误差的影响,能有效地处理状态模型误差的影响,提高超宽带导航定位的精度和稳定性,同时拥有比无迹卡尔曼滤波算法更高的计算效率。     

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.     

有色噪声作用下的抗差卡尔曼滤波

根据用GPS载波相位三差观测量进行动态定位或精密导航的需求,推导了动态噪声、观测噪声为有色噪声的抗差卡尔曼滤波公式。白噪声的抗差卡尔曼滤波是有色噪声的抗差卡尔曼滤波的特例,有色噪声的抗差卡尔曼滤波为白噪声的抗差卡尔曼滤波的推广。     

星载GPS卫星定轨的UKF-EKF算法

针对无味Kalman滤波（Unscented Kalman Filter）在卫星定轨应用中存在计算效率和估计精度之间如何平衡的问题,本文提出了一种将无味Kalman滤波和扩展Kalman滤波（Extended Kalman Filter）相结合的新算法。该算法对标准的无味Kalman滤波算法作了两个方面的改进,一方面改进采样策略,以最小偏度单形采样策略代替对称采样策略;另一方面改进算法结构,以无味Kalman滤波和扩展Kalman滤波融合算法代替单纯的无味Kalman滤波算法,系统的强非线性部分采用无味Kalman滤波来处理,弱非线性部分采用扩展Kalman滤波来处理。算例结果表明,新算法估计精度与无味Kalman滤波相当,但计算效率提高了30%左右。     

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.     

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.     

抗差估计在RTK／INS紧组合中的应用研究

针对动态环境下GNSS／INS导航定位结果常受粗差影响的问题,提出了一种基于抗差卡尔曼滤波的GPS／BDS双系统RTK／INS紧组合导航定位算法,根据方差膨胀模型,建立抗差卡尔曼算法,得到GNSS／INS紧组合抗差解,并通过两个不同区域的实测车载实验进行了算法验证. 实验结果表明:本方法相较于传统方法,在N、E、D三个方向的导航精度分别提高1.4～4.6 cm,0.7～9 cm,1.5～2 cm,模糊度固定成功率提高10.3％～25.6％,导航精度及可靠性得到显著提高,对动态环境下车载或自动驾驶等应用具有一定的理论参考和实用价值.      

EKF/UKF在基于地磁场的卫星自主定轨中的应用比较

研究了基于地磁场的自主导航,建立了以卫星轨道动力学方程为基础的系统状态方程,并详细推导了以地磁场矢量为观测量时的观测方程。由于传统的卡尔曼滤波不能解决系统的非线性问题,因此把扩展卡尔曼滤波EKF和无迹卡尔曼滤波UKF引入到系统中;并用Matlab对基于地磁场的自主导航系统进行了仿真。仿真结果表明,UKF有更好的收敛性和稳定性。     

北斗/惯导的快速混合高斯UKF算法

为进一步改善北斗/惯导中无迹卡尔曼滤波的精度,针对导航系统中噪声随机模型本质上的非高斯分布特性,结合有限高斯概率分布可近似任意概率密度函数的理论,以混合高斯UKF滤波为框架,提出了一种快速混合高斯UKF算法。该算法使用奇异值分解替代无迹变换产生采样点中的协方差平方根计算,和迭代中构造有限分量混合高斯模型二次近似后验二阶矩减少子滤波器数量的思路,改善了传统算法子滤波器数量随迭代次数成指数变化而增加计算成本的状况,一定程度上提高了计算的实时性。通过对北斗/惯导紧耦合系统的数据仿真实验,结果分析表明:相对于传统算法,本文提出的新算法在保证滤波精度的同时,计算量较低、实时性较好,适合于处理非高斯非线性北斗/惯导组合导航定位的滤波计算问题。     

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.