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.     

Nonlinear filtering of continuous systems: foundational problems and new results

The previous work of Xu on discrete nonlinear filtering is extended to continuous systems. The new results are summarized as follows: (1) a second-order unbiased prediction of the true state governed by a vector stochastic differential equation is worked out; (2) a set of coupled differential equations for a new truncated second-order nonlinear filter and its variance–covariance matrix are derived from the frequentist point of view. The new filter is proved to be unbiased to the second-order approximation; and, most importantly, (3) comparison of the new filtering and accuracy results with the literature on nonlinear filtering has indicated that more than 40 years of nonlinear filtering of continuous systems may have foundational problems.Acknowledgments.This work is supported by a Grant-in-Aid for Scientific Research (C13640422). The author thanks Prof J.A.R. Blais, Prof A. Dermanis and Prof B. Schaffrin for their constructive comments.     

Robust Kalman filter for rank deficient observation models

A robust Kalman filter is derived for rank deficient observation models. The datum for the Kalman filter is introduced at the zero epoch by the choice of a generalized inverse. The robust filter is obtained by Bayesian statistics and by applying a robust M-estimate. Outliers are not only looked for in the observations but also in the updated parameters. The ability of the robust Kalman filter to detect outliers is demonstrated by an example. Received: 8 November 1996 / Accepted: 11 February 1998     

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。     

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.     

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。     

动态系统的抗差Kaliman滤波

离散历元的动态观测量及其相应的动态模型可能存在异常，若数据处理模型不考虑对这些异常的特别处理，则动态模型参数估值及其所提供的动态信息将极不可靠。基于贝叶斯统计和抗差估计原理，我们构造了一种抗差滤波算法。该算法考虑观测分布和参数验前分布均为污染分布。并利用一个实测网验算该算法和模型的可靠性。     

基于贝叶斯估计的平滑算法

基于贝叶斯估计的平滑算法是在事后处理的情况下,依据过去直至现在的观测值去估计过去的历史状态,以有效提高精度。而滤波是依据过去直至现在的观测值去估计现在的状态。从理论上讲,由于平滑用了所求估计时刻之后的观测值,平滑算法应比滤波优异一些。本文设计了2个实验仿真计算,在逼近效果和RMS等方面分别与Kalman滤波和双向滤波加权平均进行了比较。经实验证明,无论是逼近效果还是RMS,平滑算法都要更优一些。     

精密单点定位的可靠性研究

从传统最小二乘的可靠性理论出发,推导了卡尔曼滤波观测方程和预计状态向量的可靠性理论,并与传统多余观测分量的可靠性进行比较。结果表明,两种方案的观测方程的内部可靠性不仅与观测值的精度有关,还与卫星几何结构和卫星高度角有关。卡尔曼滤波的预计状态向量的内部可靠性比观测方程的内部可靠性更易受卫星几何结构的影响。虽然两种方案的外部可靠性在收敛之后都在mm级,但伪距的收敛速度要快于载波相位。     

顾及时间相关噪声的单频GPS精密单点定位

扩展Kalman滤波(EKF)常常被用于单频GPS精密单点定位。Kalman滤波的前提假设之一是观测噪声为白噪声,即时间不相关,这在实践中往往不能满足。因为单频GPS观测值中包含有很难被完全消除的电离层、对流层等大气折射误差,以及多路径影响误差。这些误差在时间上是相关的,严重地影响了滤波解的精度和收敛时间。这里提出一种顾及时间相关噪声的Kalman滤波,在移动窗口内,利用核估计预测时间相关噪声的系统部分,进而实时修正当前历元的观测值和观测向量的协方差矩阵。该方法还有一个明显的优点就是,在滤波过程中不需要对时间相关误差做任何假设。最后通过一个实测算例验证了该算法的适用性。     

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     

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。     

后向平滑与抗差估计融合的SRCKF滤波

将后向平滑平方根容积卡尔曼滤波用于GPS动态单点定位数据处理,并探讨了粗差对后向平滑滤波的影响。借鉴经典卡尔曼滤波抗差估计思想,给出平方根容积卡尔曼滤波的抗差算法以抵抗量测粗差,而当判断不含粗差时使用后向平滑算法,在有效提高滤波精度的同时避免了抗差滤波对每个历元都需进行迭代运算。实测GPS动态数据验证了算法的有效性。     

基于GPS双频原始观测值的精密单点定位算法及应用

本文提出一种基于GPS双频原始观测值的PPP算法,与基于消电离层组合观测值的传统PPP算法不同,新算法通过参数化站星视线方向的电离层延迟以消除其对PPP估值的不利影响;该新算法可以有效避免观测值组合过程所引起的观测数据噪声以及多路径效应被放大的不利影响;同时在利用扩展卡尔曼滤波模型进行未知参数的递归估计过程中,通过对大气延迟参数引入符合实际的约束,可以加快滤波收敛,提高参数估值的可靠性;视线方向电离层延迟可与其他未知参数同时估计得到,进而便于利用PPP技术进行精密电离层研究;此外,对于可能的模型误差（如码观测值粗差、相位观测值周跳等）,基于DIA的质量控制策略以消除或削弱其对参数估值的不利影响。利用实测数据对新算法在静态、低动态以及高动态定位应用方面的精度进行检验,结果表明,静、动态定位结果的外符合精度可分别达到1~2 cm和7~8 cm,验证了新算法的可行性和有效性。     

顾及线性化模型误差补偿的卡尔曼滤波算法

针对扩展卡尔曼滤波（EKF）线性化所产生的线性化模型误差问题,使用非线性预测滤波对线性化所引起的模型误差进行预测,并在标准EKF的解算过程中考虑到预测所得误差的统计特性,使模型更趋于真实情况。通过算例对改进算法的性能进行了验证。     

基于抗差EKF的GNSS/INS紧组合算法研究

提出了GNSS/INS紧组合导航的抗差EKF算法,采用21状态GNSS/INS紧组合状态方程,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,建立抗差EKF算法,通过迭代给出GNSS/INS组合导航的抗差解,并开发GNSS/INS紧组合导航模拟平台,通过对观测值加入单粗差、多粗差及缓慢增长三类误差,测试本文算法对不同粗差的抑制能力。分析表明,抗差EKF可以将三类粗差抑制在相应观测值的残差中,达到削弱其对状态参数估计的影响。本文算例证明,抗差EKF算法可将导航解的误差精度从dm级提高为cm级甚至mm级,导航精度及可靠性得到明显提高。     

多星座组合精密动态定位的抗差扩展Kalman滤波方法研究

扩展Kalman(EKF)滤波算法可有效地进行多卫星系统数据融合处理,但该方法对观测数据的质量要求较高,当观测出现异常时,传统的扩展Kalman方法容易导致滤波失真。为此,利用实测数据,通过虚拟掩模遮挡卫星模拟复杂的GNSS观测环境,研究了基于IGGIII的抗差EKF算法,确定了分位参数的合理经验值,并对其在GPS/GLONASS/BDS组合精密动态定位中的应用进行了分析。结果表明,在遮挡严重的复杂观测环境中,抗差EKF算法可有效地提高组合定位系统的模糊度的固定成功率和定位精度。     

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。     

迭代扩展卡尔曼滤波用于实时GPS数据处理

标准的卡尔曼滤波可以扩展到非线性模型,即将泰勒公式应用于状态方程和观测方程,得到扩展卡尔曼滤波公式。首先推导了计算公式,研究了迭代计算方法,并将其用于ＧＰＳ数据的实时处理。     

Triple Differencing with Kalman Filtering: Making It Work

Since global positioning system (GPS) measurements are ranges (code) and biased ranges (carrier), it seems natural to model them as ranges and determine the biases. This is particularly compelling since the double-difference range biases turn out to be integers. At some level there is also an elegance, perhaps therefore a naturalness, to modeling the carrier measurements as time differences of double differences. While something is lost something else is gained. Here we apply the proven delayed-state Kalman filter to processing carrier phase measurements as triple differences. In practice we process these triple differences along with double-difference code measurements. We also treat the measurement error as, mostly, Gauss-Markov states to be determined. Many of the details are discussed and experimental results are included. These demonstrate that excellent performance can be obtained if the Kalman filter modeling is done carefully. ? 2000 John Wiley & Sons, Inc.