Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9

unscented kalman filter Related Publications

9 State Estimation Based on Unscented Kalman Filter for Burgers’ Equation

Authors: Tomoaki Hashimoto, Takashi Shimizu

Abstract:

Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State Estimation, Fluid Systems, unscented kalman filter, observer systems

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8 Model Predictive Control with Unscented Kalman Filter for Nonlinear Implicit Systems

Authors: Tomoaki Hashimoto, Takashi Shimizu

Abstract:

A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: Nonlinear Systems, Model Predictive Control, unscented kalman filter, implicit systems

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7 Relative Navigation with Laser-Based Intermittent Measurement for Formation Flying Satellites

Authors: Jongwoo Lee, Dae-Eun Kang, Sang-Young Park

Abstract:

This study presents a precise relative navigational method for satellites flying in formation using laser-based intermittent measurement data. The measurement data for the relative navigation between two satellites consist of a relative distance measured by a laser instrument and relative attitude angles measured by attitude determination. The relative navigation solutions are estimated by both the Extended Kalman filter (EKF) and unscented Kalman filter (UKF). The solutions estimated by the EKF may become inaccurate or even diverge as measurement outage time gets longer because the EKF utilizes a linearization approach. However, this study shows that the UKF with the appropriate scaling parameters provides a stable and accurate relative navigation solutions despite the long measurement outage time and large initial error as compared to the relative navigation solutions of the EKF. Various navigation results have been analyzed by adjusting the scaling parameters of the UKF.

Keywords: unscented kalman filter, satellite relative navigation, laser-based measurement, intermittent measurement

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6 The Enhancement of Target Localization Using Ship-Borne Electro-Optical Stabilized Platform

Authors: Jaehoon Ha, Byungmo Kang, Kilho Hong, Jungsoo Park

Abstract:

Electro-optical (EO) stabilized platforms have been widely used for surveillance and reconnaissance on various types of vehicles, from surface ships to unmanned air vehicles (UAVs). EO stabilized platforms usually consist of an assembly of structure, bearings, and motors called gimbals in which a gyroscope is installed. EO elements such as a CCD camera and IR camera, are mounted to a gimbal, which has a range of motion in elevation and azimuth and can designate and track a target. In addition, a laser range finder (LRF) can be added to the gimbal in order to acquire the precise slant range from the platform to the target. Recently, a versatile functionality of target localization is needed in order to cooperate with the weapon systems that are mounted on the same platform. The target information, such as its location or velocity, needed to be more accurate. The accuracy of the target information depends on diverse component errors and alignment errors of each component. Specially, the type of moving platform can affect the accuracy of the target information. In the case of flying platforms, or UAVs, the target location error can be increased with altitude so it is important to measure altitude as precisely as possible. In the case of surface ships, target location error can be increased with obliqueness of the elevation angle of the gimbal since the altitude of the EO stabilized platform is supposed to be relatively low. The farther the slant ranges from the surface ship to the target, the more extreme the obliqueness of the elevation angle. This can hamper the precise acquisition of the target information. So far, there have been many studies on EO stabilized platforms of flying vehicles. However, few researchers have focused on ship-borne EO stabilized platforms of the surface ship. In this paper, we deal with a target localization method when an EO stabilized platform is located on the mast of a surface ship. Especially, we need to overcome the limitation caused by the obliqueness of the elevation angle of the gimbal. We introduce a well-known approach for target localization using Unscented Kalman Filter (UKF) and present the problem definition showing the above-mentioned limitation. Finally, we want to show the effectiveness of the approach that will be demonstrated through computer simulations.

Keywords: target localization, ship-borne electro-optical stabilized platform, unscented kalman filter

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5 Low-Cost and Highly Accurate Motion Models for Three-Dimensional Local Landmark-based Autonomous Navigation

Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: autonomous navigation, extended Kalman filter, unscented kalman filter, localization algorithms

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4 An Investigative Study into Observer based Non-Invasive Fault Detection and Diagnosis in Induction Motors

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A new observer based fault detection and diagnosis scheme for predicting induction motors- faults is proposed in this paper. Prediction of incipient faults, using different variants of Kalman filter and their relative performance are evaluated. Only soft faults are considered for this work. The data generation, filter convergence issues, hypothesis testing and residue estimates are addressed. Simulink model is used for data generation and various types of faults are considered. A comparative assessment of the estimates of different observers associated with these faults is included.

Keywords: extended Kalman filter, unscented kalman filter, Fault detection and diagnosis, Induction motor model

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3 A Comparative Study into Observer based Fault Detection and Diagnosis in DC Motors: Part-I

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A model based fault detection and diagnosis technique for DC motor is proposed in this paper. Fault detection using Kalman filter and its different variants are compared. Only incipient faults are considered for the study. The Kalman Filter iterations and all the related computations required for fault detection and fault confirmation are presented. A second order linear state space model of DC motor is used for this work. A comparative assessment of the estimates computed from four different observers and their relative performance is evaluated.

Keywords: unscented kalman filter, DC motor model, Fault detection and diagnosis Kalman Filter

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2 UD Covariance Factorization for Unscented Kalman Filter using Sequential Measurements Update

Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

Abstract:

Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.

Keywords: target tracking, unscented kalman filter, Square-root unscentedKalman filter, UD covariance factorization

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1 A New Version of Unscented Kalman Filter

Authors: S. A. Banani, M. A. Masnadi-Shirazi

Abstract:

This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.

Keywords: extended Kalman filter, unscented kalman filter, Iterated EKF, Nonlinearstate estimator

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