• Title/Summary/Keyword: Unscented Kalman filtering algorithm

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Indoor Mobile Localization System and Stabilization of Localization Performance using Pre-filtering

  • Ko, Sang-Il;Choi, Jong-Suk;Kim, Byoung-Hoon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.2
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    • pp.204-213
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    • 2008
  • In this paper, we present the practical application of an Unscented Kalman Filter (UKF) for an Indoor Mobile Localization System using ultrasonic sensors. It is true that many kinds of localization techniques have been researched for several years in order to contribute to the realization of a ubiquitous system; particularly, such a ubiquitous system needs a high degree of accuracy to be practical and efficient. Unfortunately, a number of localization systems for indoor space do not have sufficient accuracy to establish any special task such as precise position control of a moving target even though they require comparatively high developmental cost. Therefore, we developed an Indoor Mobile Localization System having high localization performance; specifically, the Unscented Kalman Filter is applied for improving the localization accuracy. In addition, we also present the additive filter named 'Pre-filtering' to compensate the performance of the estimation algorithm. Pre-filtering has been developed to overcome negative effects from unexpected external noise so that localization through the Unscented Kalman Filter has come to be stable. Moreover, we tried to demonstrate the performance comparison of the Unscented Kalman Filter and another estimation algorithm, such as the Unscented Particle Filter (UPF), through simulation for our system.

Investigation into SINS/ANS Integrated Navigation System Based on Unscented Kalman Filtering

  • Ali, Jamshaid;Jiancheng, Fang
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.241-245
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    • 2005
  • Strapdown inertial navigation system (SINS) integrated with astronavigation system (ANS) yields reliable mission capability and enhanced navigational accuracy for spacecrafts. The theory and characteristics of integrated system based on unscented Kalman filtering is investigated in this paper. This Kalman filter structure uses unscented transform to approximate the result of applying a specified nonlinear transformation to a given mean and covariance estimate. The filter implementation subsumed here is in a direct feedback mode. Axes misalignment angles of the SINS are observation to the filter. A simple approach for simulation of axes misalignment using stars observation is presented. The SINS error model required for the filtering algorithm is derived in space-stabilized mechanization. Simulation results of the integrated navigation system using a medium accuracy SINS demonstrates the validity of this method on improving the navigation system accuracy with the estimation and compensation for gyros drift, and the position and velocity errors that occur due to the axes misalignments.

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Indoor Localization Using Unscented Kalman/FIR Hybrid Filter (언센티드 칼만/FIR 하이브리드 필터를 이용한 실내 위치 추정)

  • Pak, Jung Min;Ahn, Choon Ki;Lim, Myo Taeg;Song, Moon Kyou
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.11
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    • pp.1057-1063
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    • 2015
  • This paper proposes a new nonlinear filtering algorithm that combines the unscented Kalman filter (UKF) and the finite impulse response (FIR) filter. The proposed filter is called the unscented Kalman/FIR hybrid filter (UKFHF). In the UKFHF algorithm, the UKF is used as the main filter, which produces state estimates under ideal conditions. When failures of the UKF are detected, the FIR filter is operated. Using the output of the FIR filter, the UKF is reset and rebooted. In this way, the UKFHF recovers from failures. The proposed UKFHF is applied to indoor human localization using wireless sensor networks. Through simulations, the performance of the UKFHF is demonstrated in comparison with that of the UKF.

An IMM Algorithm for Tracking Maneuvering Vehicles in an Adaptive Cruise Control Environment

  • Kim, Yong-Shik;Hong, Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • v.2 no.3
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    • pp.310-318
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    • 2004
  • In this paper, an unscented Kalman filter (UKF) for curvilinear motions in an interacting multiple model (IMM) algorithm to track a maneuvering vehicle on a road is investigated. Driving patterns of vehicles on a road are modeled as stochastic hybrid systems. In order to track the maneuvering vehicles, two kinematic models are derived: A constant velocity model for linear motions and a constant-speed turn model for curvilinear motions. For the constant-speed turn model, an UKF is used because of the drawbacks of the extended Kalman filter in nonlinear systems. The suggested algorithm reduces the root mean squares error for linear motions and rapidly detects possible turning motions.

Spacecraft Attitude Estimation by Unscented Filtering (고른 필터를 이용한 인공위성의 자세 추정)

  • Leeghim, Hen-Zeh;Choi, Yoon-Hyuk;Bang, Hyo-Choong;Park, Jong-Oh
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.9
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    • pp.865-872
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    • 2008
  • Spacecraft attitude estimation using the nonlinear unscented filter is addressed to fully utilize capabilities of the unscented transformation. To release significant computational load, an efficient technique is proposed by reasonably removing correlation between random variables. This modification introduces considerable reduction of sigma points and computational burden in matrix square-root calculation for most nonlinear systems. Unscented filter technique makes use of a set of sample points to predict mean and covariance. The general QUEST(QUaternion ESTimator) algorithm preserves explicitly the quaternion normalization, whereas extended Kalman filter(EKF) implicitly obeys the constraint. For spacecraft attitude estimation based on quaternion, an approach to computing quaternion means from sampled quaternions with guarantee of the quaternion norm constraint is introduced applying a constrained optimization technique. Finally, the performance of the new approach is demonstrated using a star tracker and rate-gyro measurements.

Filtering Performance Analyizing for Relative Navigation Using Single Difference Carrier-Phase GPS (GPS 신호의 단일차분을 이용한 편대위성의 상대위치 결정을 위한 필터링 성능 분석)

  • Park, In-Kwan;Park, Sang-Young;Choi, Kyu-Hong;Choi, Sung-Ki;Park, Jong-Uk
    • Journal of Astronomy and Space Sciences
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    • v.25 no.3
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    • pp.283-290
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    • 2008
  • Satellite formation flying can provide the platform for interferometric observation to acquire the precise data and ensure the flexibility for space mission. This paper presents development and verification of an algorithm to estimate the baseline between formation flying satellites. To estimate a baseline(relative navigation) in real time, EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) are used. Measurements for updating a state-vector in Kalman Filter are GPS single difference data. In results, The position errors in estimated baseline are converged to less than ${\pm}1m$ in both EKF and UKF. And as using the two types of Kalman filter, it is clear that the unscented Kalman filter shows a relatively better performance than the extended Kalman filter by comparing an efficiency to the model which has a non-linearity.

Autonomous Navigation of AGVs in Automated Container Terminals

  • Kim, Yong-Shik;Hong, Keum-Shik
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2004.04a
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    • pp.459-464
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    • 2004
  • In this paper, an autonomous navigation system for autonomous guided vehicles (AGVs) operated in an automated container terminal is designed. The navigation system is based on the sensors detecting the range and bearing. The navigation algorithm used is an interacting multiple model (IMM) algorithm to detect other AGVs and avoid other obstacles using informations obtained from multiple sensors. As models to detect other AGVs (or obstacles), two kinematic models are derived: Constant velocity model for linear motion and constant speed turn model for curvilinear motion. For constant speed turn model, an unscented Kalman filter (UKF) is used because of drawbacks of the extended Kalman filter (EKF) in nonlinear system. The suggested algorithm reduces the root mean squares error for linear motions, while it can rapidly detect possible turning motions.

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A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation (비선형 칼만 필터 기반의 지형참조항법 성능 비교)

  • Mok, Sung-Hoon;Bang, Hyo-Choong;Yu, Myeong-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.2
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    • pp.108-117
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    • 2012
  • This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.

Unscented Filtering Approach to Magnetometer-Only Orbit Determination

  • Cheon, Yee-Jin
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2331-2334
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    • 2003
  • The basic difference between the EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) stems from the manner in which Gaussian random variables(GRV) are represented for propagating through system dynamics. In the EKF, the state distribution is approximated by a GRV, which is then propagated analytically through the first-order linearization of the nonlinear system. This can possibly introduce large errors in the true posterior mean and covariance of the transformed GRV, which may lead to sub-optimal performance and sometimes divergence of the filter. However, the UKF addresses this problem by using a deterministic sampling approach. The state distribution is also approximated by a GRV, but is now represented using a minimal set of carefully chosen sample points. These sample points completely capture the true mean and covariance of the GRV, and UKF captures the posterior mean and covariance accurately up to the 2nd order(Taylor series expansion) for any nonlinearity. This paper utilizes the UKF to determine spacecraft orbit when only magnetometer is available. Several catastrophic failures of spacecraft in orbit have been attributed to failures of the spacecraft mission. Recently studies on contingency-major sensor failure cases- have been performed. For mission success, contingency design or plan should be implemented in case of a major sensor failure. Therefore the algorithm presented in this paper can be used for a spacecraft without GPS or contingency design in case of GPS failure.

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Quadratic Kalman Filter Object Tracking with Moving Pictures (영상 기반의 이차 칼만 필터를 이용한 객체 추적)

  • Park, Sun-Bae;Yoo, Do-Sik
    • Journal of Advanced Navigation Technology
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    • v.20 no.1
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    • pp.53-58
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    • 2016
  • In this paper, we propose a novel quadratic Kalman filter based object tracking algorithm using moving pictures. Quadratic Kalman filter, which is introduced recently, has not yet been applied to the problem of 3-dimensional (3-D) object tracking. Since the mapping of a position in 2-D moving pictures into a 3-D world involves non-linear transformation, appropriate algorithm must be chosen for object tracking. In this situation, the quadratic Kalman filter can achieve better accuracy than extended Kalman filter. Under the same conditions, we compare extended Kalman filter, unscented Kalman filter and sequential importance resampling particle filter together with the proposed scheme. In conculsion, the proposed scheme decreases the divergence rate by half compared with the scheme based on extended Kalman filter and improves the accuracy by about 1% in comparison with the one based on unscented Kalman filter.