Set-Membership Based Hybrid Kalman Filter for Nonlinear State Estimation under Systematic Uncertainty.

This paper presents a new set-membership based hybrid Kalman filter (SM-HKF) by combining the Kalman filtering (KF) framework with the set-membership concept for nonlinear state estimation under systematic uncertainty consisted of both stochastic error and unknown but bounded (UBB) error. Upon the linearization of the nonlinear system model via a Taylor series expansion, this method introduces a new UBB error term by combining the linearization error with systematic UBB error through the Minkowski sum. Subsequently, an optimal Kalman gain is derived to minimize the mean squared error of the state estimate in the KF framework by taking both stochastic and UBB errors into account. The proposed SM-HKF handles the systematic UBB error, stochastic error as well as the linearization error simultaneously, thus overcoming the limitations of the extended Kalman filter (EKF). The effectiveness and superiority of the proposed SM-HKF have been verified through simulations and comparison analysis with EKF. It is shown that the SM-HKF outperforms EKF for nonlinear state estimation with systematic UBB error and stochastic error.

A Robust Cubature Kalman Filter with Abnormal Observations Identification Using the Mahalanobis Distance Criterion for Vehicular INS/GNSS Integration.

INS/GNSS (inertial navigation system/global navigation satellite system) integration is a promising solution of vehicle navigation for intelligent transportation systems. However, the observation of GNSS inevitably involves uncertainty due to the vulnerability to signal blockage in many urban/suburban areas, leading to the degraded navigation performance for INS/GNSS integration. This paper develops a novel robust CKF with scaling factor by combining the emerging cubature Kalman filter (CKF) with the concept of Mahalanobis distance criterion to address the above problem involved in nonlinear INS/GNSS integration. It establishes a theory of abnormal observations identification using the Mahalanobis distance criterion. Subsequently, a robust factor (scaling factor), which is calculated via the Mahalanobis distance criterion, is introduced into the standard CKF to inflate the observation noise covariance, resulting in a decreased filtering gain in the presence of abnormal observations. The proposed robust CKF can effectively resist the influence of abnormal observations on navigation solution and thus improves the robustness of CKF for vehicular INS/GNSS integration. Simulation and experimental results have demonstrated the effectiveness of the proposed robust CKF for vehicular navigation with INS/GNSS integration.

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.

Adaptive Square-Root Unscented Particle Filtering Algorithm for Dynamic Navigation.

This paper presents a new adaptive square-root unscented particle filtering algorithm by combining the adaptive filtering and square-root filtering into the unscented particle filter to inhibit the disturbance of kinematic model noise and the instability of filtering data in the process of nonlinear filtering. To prevent particles from degeneracy, the proposed algorithm adaptively adjusts the adaptive factor, which is constructed from predicted residuals, to refrain from the disturbance of abnormal observation and the kinematic model noise. Cholesky factorization is also applied to suppress the negative definiteness of the covariance matrices of the predicted state vector and observation vector. Experiments and comparison analysis were conducted to comprehensively evaluate the performance of the proposed algorithm. The results demonstrate that the proposed algorithm exhibits a strong overall performance for integrated navigation systems.

A derivative UKF for tightly coupled INS/GPS integrated navigation.

The tightly coupled INS/GPS integration introduces nonlinearity to the measurement equation of the Kalman filter due to the use of raw GPS pseudorange measurements. The extended Kalman filter (EKF) is a typical method to address the nonlinearity by linearizing the pseudorange measurements. However, the linearization may cause large modeling error or even degraded navigation solution. To solve this problem, this paper constructs a nonlinear measurement equation by including the second-order term in the Taylor series of the pseudorange measurements. Nevertheless, when using the unscented Kalman filter (UKF) to the INS/GPS integration for navigation estimation, it causes a great amount of redundant computation in the prediction process due to the linear feature of system state equation, especially for the case with system state vector in much higher dimension than measurement vector. To overcome this drawback in computational burden, this paper further develops a derivative UKF based on the constructed nonlinear measurement equation. The derivative UKF adopts the concise form of the original Kalman filter (KF) to the prediction process and employs the unscented transformation technique to the update process. Theoretical analysis and simulation results demonstrate that the derivative UKF can achieve higher accuracy with a much smaller computational cost in comparison with the traditional UKF.