Adaptive Unscented Particle Filter Research Articles

An adaptive unscented particle filter for a nonlinear fractional-order system with unknown fractional-order and unknown parameters

An unscented particle filter (UPF) is proposed for a nonlinear fractional-order system (NFOS) with an unknown order (UO) and unknown parameters. The Grünwald–Letnikov difference is used to discretize the continuous-time NFOS and the corresponding difference equation is acquired. For each sampled particle, a unscented transformation is applied, and the particles are afterwards optimized using a resampling algorithm. Furthermore, the augmented equations of the states, UO, and unknown parameters are established by an augmented vector method. The proposed fractional-order UPF is more accurate in estimating states than the fractional-order unscented Kalman filter and the fractional-order particle filter. Besides, the adaptive fractional-order UPF effectively estimate the UO and unknown parameters. Finally, two numerical examples and a practical example are used to verify the effectiveness of the proposed algorithm.

Research on vehicle state estimation based on robust adaptive unscented particle filter

Research on vehicle state estimation based on robust adaptive unscented particle filter

Research on vehicle state estimation based on robust adaptive unscented particle filter

Research on vehicle state estimation based on robust adaptive unscented particle filter

A novel combined estimation method of online full‐parameter identification and adaptive unscented particle filter for Li ‐ion batteries SOC based on fractional‐order modeling

Accurate estimation of the state of charge (SOC) of Li-ion battery can ensure the reliability of the storage system. A combined estimator of online full-parameter identification and adaptive unscented particle filter for Li-ion battery SOC based on an improved fractional-order model is proposed, which overcomes the shortcomings of the traditional SOC cumulative error and the difficulty of OCV acquisition. The proposed adaptive fractional unscented particle filter algorithm introduces fractional parameters as hidden parameters and reduces the complexity of the algorithm iteration by reducing the number of particles. At the same time, the noise adaptive algorithm based on the residual sequence can solve the divergence problem of the filter and improve the adaptability of the algorithm. To verify the feasibility of the algorithm under complex operating conditions, the urban dynamometer driving schedule dynamic working conditions of Li-ion batteries are verified. The experimental results show that the evaluation index of the algorithm is the best, the RMSE is 0.67%, and the SOC estimation is more accurate. It shows that the algorithm has strong robustness and fast convergence.

On the Adaptivity of Unscented Particle Filter for GNSS/INS Tightly-Integrated Navigation Unit in Urban Environment

Tight integration algorithms fusing Global Navigation Satellite System (GNSS) and Inertial Navigation System (INS) have become popular in many high-accuracy positioning and navigation applications. Despite their reliability, common integration architectures can still run into accuracy drops under challenging navigation settings. The growing computational power of low-cost, embedded systems has allowed for the exploitation of several advanced Bayesian state estimation algorithms, such as the Particle Filter (PF) and its hybrid variants, e.g. Unscented Particle Filter (UPF). Although sophisticated, these architectures are not immune from multipath scattering and Non-Line-of-Sight (NLOS) signal receptions, which frequently corrupt satellite measurements and jeopardise GNSS/INS solutions. Hence, a certain level of modelling adaptivity should be granted to avoid severe drifts in the estimated states. Given these premises, the paper presents a novel Adaptive Unscented Particle Filter (AUPF) architecture leveraging two cascading stages to cope with disruptive, biased GNSS input observables in harsh conditions. A INS-based signal processing block is implemented upstream of a Redundant Measurement Noise Covariance Estimation (RMNCE) stage to strengthen the adaptation of observables’ statistics and improve the state estimation. An experimental assessment is provided for the proposed robust AUPF that demonstrates a 10 % average reduction of the horizontal position error above the 75-th percentile. In addition, a comparative analysis both with previous adaptive architectures and a plain UPF is carried out to highlight the improved performance of the proposed methodology.

Intelligent adaptive unscented particle filter with application in target tracking

The particle filter (PF) perform the nonlinear estimation and have received much attention from many engineering fields over the past decade. However, the standard PF is inconsistent over time due to the loss of particle diversity caused mainly by the particle depletion in resampling step and incorrect a priori knowledge of process and measurement noise. To overcome these problems, intelligent adaptive unscented particle filter (IAUPF) is proposed in this paper. The IAUPF uses an adaptive unscented Kalman filter filter to generate the proposal distribution, in which the covariance of the measurement and process of the state are online adjusted by predicted residual as adaptive factor based on a covariance matching technique. In addition, it uses the genetic operators to increase diversity of particles. Three experiment examples show that IAUPF mitigates particle impoverishment and provides more accurate state estimation results compared with the general PF. The effectiveness of IAUPF is demonstrated through Monte Carlo simulations. The simulation results demonstrate the effectiveness of the proposed method.

A Strap-Down Inertial Navigation/Spectrum Red-Shift/Star Sensor (SINS/SRS/SS) Autonomous Integrated System for Spacecraft Navigation.

This paper presents a new Strap-down Inertial Navigation System/Spectrum Red-Shift/Star Sensor (SINS/SRS/SS) system integration methodology to improve the autonomy and reliability of spacecraft navigation using the spectrum red-shift information from natural celestial bodies such as the Sun, Jupiter and the Earth. The system models for SINS/SRS/SS integration are established. The information fusion of SINS/SRS/SS integration is designed as the structure of the federated Kalman filter to fuse the local estimations of SINS/SRS and SINS/SS integrated subsystems to generate the global state estimation for spacecraft navigation. A new robust adaptive unscented particle filter is also developed to obtain the local state estimations of SINS/SRS and SINS/SS integrated subsystems in a parallel manner. The simulation results demonstrate that the proposed methodology for SINS/SRS/SS integration can effectively calculate navigation solutions, leading to strong autonomy and high reliability for spacecraft navigation.

INS/GNSS Tightly-Coupled Integration Using Quaternion-Based AUPF for USV.

This paper addresses the problem of integration of Inertial Navigation System (INS) and Global Navigation Satellite System (GNSS) for the purpose of developing a low-cost, robust and highly accurate navigation system for unmanned surface vehicles (USVs). A tightly-coupled integration approach is one of the most promising architectures to fuse the GNSS data with INS measurements. However, the resulting system and measurement models turn out to be nonlinear, and the sensor stochastic measurement errors are non-Gaussian and distributed in a practical system. Particle filter (PF), one of the most theoretical attractive non-linear/non-Gaussian estimation methods, is becoming more and more attractive in navigation applications. However, the large computation burden limits its practical usage. For the purpose of reducing the computational burden without degrading the system estimation accuracy, a quaternion-based adaptive unscented particle filter (AUPF), which combines the adaptive unscented Kalman filter (AUKF) with PF, has been proposed in this paper. The unscented Kalman filter (UKF) is used in the algorithm to improve the proposal distribution and generate a posterior estimates, which specify the PF importance density function for generating particles more intelligently. In addition, the computational complexity of the filter is reduced with the avoidance of the re-sampling step. Furthermore, a residual-based covariance matching technique is used to adapt the measurement error covariance. A trajectory simulator based on a dynamic model of USV is used to test the proposed algorithm. Results show that quaternion-based AUPF can significantly improve the overall navigation accuracy and reliability.

Near Space Pseudolite Navigation System Design and High-Performance Filtering Algorithm

This paper analyzes the defects of satellite navigation systems that exist in positioning and precision-guided weapons and pointes out the advantages and military needs of pseudolite. The autonomous navigation nonlinear mathematical model of Near Space Pseudolite SINS/CNS/SAR autonomous navigation system is established. Based on the merits of fading filter, robust adaptive filtering and particle filter, we propose a fading adaptive Unscented Particle Filtering algorithm. The proposed filtering algorithm is applied to SINS/CNS/SAR autonomous navigation system and conducted simulation calculation with the Unscented Kalman filter and particle filter comparison. The results show that the new algorithm that is proposed meets the needs of pseudolite autonomous navigation, and the navigation accuracy is significantly higher than the Unscented Kalman filter and particle filter algorithm.

Robust Adaptive Unscented Particle Filter

This paper presents a new robust adaptive unscented particle filtering algorithm by adopting the concept of robust adaptive filtering to the unscented particle filter. In order to prevent particles from degeneracy, this algorithm adaptively determines the equivalent weight function according to robust estimation and adaptively adjusts the adaptive factor constructed from predicted residuals to resist the disturbances of singular observations and the kinematic model noise. It also uses the unscented transformation to improve the accuracy of particle filtering, thus providing the reliable state estimation for improving the performance of robust adaptive filtering. Experiments and comparison analysis demonstrate that the proposed filtering algorithm can effectively resist disturbances due to system state noise and observation noise, leading to the improved filtering accuracy.

Adaptive Interacting Multiple Model Unscented Particle Filter for Dynamic Acoustic Array

Abstract. In order to improve the tracking accuracy of 3D dynamic acoustic array to 2D maneuvering target in colored noise environment, the adaptive interacting multiple model unscented particle filter algorithm based on measured residual is proposed. The 3D motion acoustic array tracking system dynamic model is established, and initialized probability density function also is defined based on unscented transformation, after that, the measured covariance and state covariance are online adjusted by measured residual and adaptive factor, then the self-adapting capability of filter gain and the real-time capability of posterior probability density function are improved. Finally, the simulation results between different algorithms show the validity and superiority of the presented algorithm in tracking accuracy, stability and real-time capability.

An Adaptive Unscented Particle Filter Algorithm through Relative Entropy for Mobile Robot Self-Localization

Self-localization is a basic skill for mobile robots in the dynamic environments. It is usually modeled as a state estimation problem for nonlinear system with non-Gaussian noise and needs the real-time processing. Unscented particle filter (UPF) can handle the state estimation problem for nonlinear system with non-Gaussian noise; however the computation of UPF is very high. In order to reduce the computation cost of UPF and meanwhile maintain the accuracy, we propose an adaptive unscented particle filter (AUPF) algorithm through relative entropy. AUPF can adaptively adjust the number of particles during filtering to reduce the necessary computation and hence improve the real-time capability of UPF. In AUPF, the relative entropy is used to measure the distance between the empirical distribution and the true posterior distribution. The least number of particles for the next step is then decided according to the relative entropy. In order to offset the difference between the proposal distribution, and the true distribution the least number is adjusted thereafter. The ideal performance of AUPF in real robot self-localization is demonstrated.

A New Adaptive UPF Algorithm through Improved Relative Entropy

Unscented particle filter (UPF) has high accuracy of state estimation for nonlinear system with non-Gaussian noise. While the computation of traditional unscented particle filter is huge and this depends on the particle number. In this paper we propose a new adaptive unscented particle filter algorithm AUPF through improved relative entropy which can adaptively adjust the particle number during filtering. Firstly the relative entropy is used to measure the distance between the posterior probability density and the importance proposal and the least number of particles for the next time step is decided according to the relative entropy. Then the least number is adjusted to offset the difference between the importance proposal and the true distribution. This algorithm can effectively reduce unnecessary particles meanwhile reduce the computation. The simulation results show the effectiveness of AUPF.

A Novel Design for the Ultra-Tightly Coupled GPS/INS Navigation System

This paper presents a sensor fusion method for the Ultra-Tightly Coupled (UTC) Global Positioning System (GPS)/Inertial Navigation System (INS) integrated navigation. The UTC structure, also known as the deep integration, exhibits many advantages, e.g., disturbance and multipath rejection capability, improved tracking capability for dynamic scenarios and weak signals, and reduction of acquisition time. This architecture involves the integration of I (in-phase) and Q (quadrature) components from the correlator of a GPS receiver with the INS data. The Particle Filter (PF) exhibits superior performance as compared to an Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) in state estimation for the nonlinear, non-Gaussian system. To handle the problem of heavy-tailed probability distribution, one of the strategies is to incorporate the UKF into the PF as the proposal distribution, leading to the Unscented Particle Filter (UPF). The combination of an adaptive UPF and Fuzzy Logic Adaptive System (FLAS) is adopted for reducing the number of particles with sufficiently good results. The GPS tracking loops may lose lock due to the signals being weak, subjected to excessive dynamics or completely blocked. One of the principal advantages of the UTC structure is that a Doppler frequency derived from the INS is integrated with the tracking loops to improve the receiver tracking capability. The Doppler frequency shift is calculated and fed to the GPS tracking loops for elimination of the effect of stochastic errors caused by the Doppler frequency. In this paper, several nonlinear filtering approaches, including EKF, UKF, UPF and ‘FLAS assisted UPF’ (FUPF), are adopted for performance comparison for ultra-tight integration of GPS and INS. It is assumed that no outage occurs such that the inertial sensor errors can be properly corrected and accordingly the aiding information is working well. Two examples are provided for performance assessment for the various data fusion methods. The FUPF algorithm with Doppler velocity aiding demonstrates remarkable improvement, especially in the high dynamic environments, in navigation estimation accuracy with reduction of number of particles.

A Quaternion-Based Method for SINS/SAR Integrated Navigation System

A new quaternion-based method for the SINS/SAR (strap-down inertial navigation system/synthetic aperture radar) integrated navigation system is presented. This method overcomes the shortcomings due to the linear SINS error model used in the currently existing SINS/SAR integrated navigation systems. A quaternion-based matrix is derived for describing the attitude of SINS. Quaternion-based nonlinear error and observation models are established for the SINS/SAR integrated navigation system. An adaptive unscented particle filtering (UPF) algorithm is developed based on the quaternion-based nonlinear models for optimal data fusion in the SINS/SAR integrated navigation system. Experimental results demonstrate that the proposed quaternion based method can effectively reduce the navigation error and improve the navigational positioning precision.