Multiple Kalman Filter Research Articles

Comparison of Six Sensor Fusion Algorithms with Electrogoniometer Estimation of Wrist Angle in Simulated Work Tasks.

Hand-intensive work is strongly associated with work-related musculoskeletal disorders (WMSDs) of the hand/wrist and other upper body regions across diverse occupations, including office work, manufacturing, services, and healthcare. Addressing the prevalence of WMSDs requires reliable and practical exposure measurements. Traditional methods like electrogoniometry and optical motion capture, while reliable, are expensive and impractical for field use. In contrast, small inertial measurement units (IMUs) may provide a cost-effective, time-efficient, and user-friendly alternative for measuring hand/wrist posture during real work. This study compared six orientation algorithms for estimating wrist angles with an electrogoniometer, the current gold standard in field settings. Six participants performed five simulated hand-intensive work tasks (involving considerable wrist velocity and/or hand force) and one standardised hand movement. Three multiplicative Kalman filter algorithms with different smoothers and constraints showed the highest agreement with the goniometer. These algorithms exhibited median correlation coefficients of 0.75-0.78 for flexion/extension and 0.64 for radial/ulnar deviation across the six subjects and five tasks. They also ranked in the top three for the lowest mean absolute differences from the goniometer at the 10th, 50th, and 90th percentiles of wrist flexion/extension (9.3°, 2.9°, and 7.4°, respectively). Although the results of this study are not fully acceptable for practical field use, especially for some work tasks, they indicate that IMU-based wrist angle estimation may be useful in occupational risk assessments after further improvements.

Performance Study of Object Tracking with Multiple Kalman Filters in Autonomous Driving Systems

Object tracking is an important and central aspect of autonomous driving, as it underlies the obstacle detection and avoidance systems of any type of autonomous vehicles. A widely used method for tracking is based on Kalman filters, both for linear and non-linear cases, with different computational burden. Unfortunately, object tracking algorithms are computationally intensive, and they may not easily meet the efficiency and responsiveness requirements of real-time applications such as autonomous driving. This issue motivates ad-hoc investigations to speed up the computation and make Kalman filtering available even within limited computational power. This paper carry out a performance evaluation of a Kalman filter based object tracking system taken from a real tramway use-case, and aims at improving its performance efficiency by leveraging parallelization. In particular, this work analyzes the possibilities of execution parallelization on multi-core processors, proposing a target-specific optimization approach and comparing the obtained results, then summing them in general lessons learned. Our technique achieves up to 80% reduction of single frame processing time in the most crowded cases.

Integration of MoS2 Memtransistor Devices and Analogue Circuits for Sensor Fusion in Autonomous Vehicle Target Localization.

In contemporary autonomous driving systems relying on sensor fusion, traditional digital processors encounter challenges associated with analogue-to-digital conversion and iterative vector-matrix operations, which are encumbered by limitations in terms of response time and energy consumption. In this study, we present an analogue Kalman filter circuit based on molybdenum disulfide (MoS2) memtransistor, designed to accelerate sensor fusion for precise localization in autonomous vehicle applications. The nonvolatile memory characteristics of the memtransistor allow for the storage of a fixed Kalman gain, which eliminates the data convergence and thus accelerates the processing speeds. Additionally, the modulation of multiple conductance states by the gate terminal enables fast adaptability to diverse autonomous driving scenarios by tuning multiple Kalman filter gains. Our proposed analogue Kalman filter circuit accurately estimates the position coordinates of target vehicles by fusing sensor data from light detection and ranging (LiDAR), millimeter-wave radar (Radar), and camera, and it successfully solves real-word problems in a signal-free crossroad intersection. Notably, our system achieves a 1000-fold improvement in energy efficiency compared to that of digital circuits. This work underscores the viability of a memtransistor for achieving fast, energy-efficient real-time sensing, and continuous signal processing in advanced sensor fusion technology.

Improved State-of-Charge Estimation of Lithium-Ion Battery for Electric Vehicles Using Parameter Estimation and Multi-Innovation Adaptive Robust Unscented Kalman Filter

In this study, an improved adaptive robust unscented Kalman Filter (ARUKF) is proposed for an accurate state-of-charge (SOC) estimation of battery management system (BMS) in electric vehicles (EV). The extended Kalman Filter (EKF) algorithm is first used to achieve online identification of the model parameters. Subsequently, the identified parameters obtained from the EKF are processed to obtain the SOC of the batteries using a multi-innovation adaptive robust unscented Kalman filter (MIARUKF), developed by the ARUKF based on the principle of multi-innovation. Co-estimation of parameters and SOC is ultimately achieved. The co-estimation algorithm EKF-MIARUKF uses a multi-timescale framework with model parameters estimated on a slow timescale and the SOC estimated on a fast timescale. The EKF-MIARUKF integrates the advantages of multiple Kalman filters and eliminates the disadvantages of a single Kalman filter. The proposed algorithm outperforms other algorithms in terms of accuracy because the average root mean square error (RMSE) and the mean absolute error (MAE) of the SOC estimation were the smallest under three dynamic conditions.

Analysis and Design Multiple Layer Adaptive Kalman Filter Applied to Electro-Optical Infrared Payload Vision System

This study designs a trigger to determine the number of layers of a multi-layer adaptive Kalman filter and applies it to optoelectronic infrared payload system vision. This feature reduces the number of mechanically stabilized motors, equipment weight, CPU resources, and power for an electro-optical infrared payload system. The goal is to reduce the traditional use of multiple gyroscopes to perform calibration measurements on different gimbal frames by this design. In this study, mathematical modeling was carried out for the three-axis, three-frame camera stabilizer system, and the system foundation without motor and gimbal frame was established to achieve aperture-type camera mode. The exposure of the drone’s payload structure outside the aircraft can be reduced. This study provides the adaptive Kalman filter with the offset parameters of the camera image Minimum Output Sum of Squared Error and the three-axis degrees of freedom vector and angle data on the gyroscope. By using the image processing unit, the offset was corrected at each frame per second. The experimental results show that under the same hardware, failure limit and camera field of view constraints. The processing time by this method was compared to the traditional frame correction and full image stabilization methods. The results show that the proposed method can shorten 6 microseconds under the traditional method and can be used to provide lower power consumption, lower image delay, and a larger viewing angle range.

Fuzzy Logic-Based Identification of Railway Wheelset Conicity Using Multiple Model Approach

The deterioration of railway wheel tread causes unexpected breakdowns with increasing risk of operational failure leading to higher maintenance costs. The timely detection of wheel faults, such as wheel flats and false flanges, leading to varying conicity levels, helps network operators schedule maintenance before a fault occurs in reality. This study proposes a multiple model-based novel technique for the detection of railway wheelset conicity. The proposed idea is based on an indirect method to identify the actual conicity condition by analyzing the lateral acceleration of the wheelset. It in fact incorporates a combination of multiple Kalman filters, tuned on a particular conicity level, and a fuzzy logic identification system. The difference between the actual conicity and its estimated version from the filters is calculated, which provides the foundation for further processing. After preprocessing the residuals, a fuzzy inference system is used that identifies the actual conicity of the wheelset by assessing the normalized rms values from the residuals of each filter. The proposed idea was validated by simulation studies to endorse its efficacy.

Atmospheric PM2.5 Prediction Based on Multiple Model Adaptive Unscented Kalman Filter

The PM2.5 concentration model is the key to predict PM2.5 concentration. During the prediction of atmospheric PM2.5 concentration based on prediction model, the prediction model of PM2.5 concentration cannot be usually accurately described. For the PM2.5 concentration model in the same period, the dynamic characteristics of the model will change under the influence of many factors. Similarly, for different time periods, the corresponding models of PM2.5 concentration may be different, and the single model cannot play the corresponding ability to predict PM2.5 concentration. The single model leads to the decline of prediction accuracy. To improve the accuracy of PM2.5 concentration prediction in this solution, a multiple model adaptive unscented Kalman filter (MMAUKF) method is proposed in this paper. Firstly, the PM2.5 concentration data in three time periods of the day are taken as the research object, the nonlinear state space model frame of a support vector regression (SVR) method is established. Secondly, the frame of the SVR model in three time periods is combined with an adaptive unscented Kalman filter (AUKF) to predict PM2.5 concentration in the next hour, respectively. Then, the predicted value of three time periods is fused into the final predicted PM2.5 concentration by Bayesian weighting method. Finally, the proposed method is compared with the single support vector regression-adaptive unscented Kalman filter (SVR-AUKF), autoregressive model-Kalman (AR-Kalman), autoregressive model (AR) and back propagation neural network (BP). The prediction results show that the accuracy of PM2.5 concentration prediction is improved in whole time period.

A New Tracking Algorithm Based on Improved Fuzzy C-Means Dynamic Kalman Filter in Sport Video

The paper studied the problems of soccer detection and tracking in soccer tracking, in soccer detection; as the size of the soccer is too small to extract distinguishable feature, it is difficult to detect the soccer automatically. To solve this problem, a soccer detection algorithm was based on class weighted spatial Fuzzy C-means (ws-FCM) was proposed. Firstly, the target function of the spatial Fuzzy C-means was improved. Subsequently, a bi-threshold strategy was proposed to detect the soccer automatically. In the aspect of soccer tracking, existing methods fail to detect the soccer when it was occluded by several players successively. To solve this problem, the motion state of soccer of broadcast soccer video was analyzed, which is inspired by the contextual cueing effect of human visual search. According to the motion state of the soccer, parameters updating function of dynamic Kalman filter (DKF) were improved. Thus, a soccer tracking algorithm based on multiple search regions dynamic Kalman filter (MDKF) was proposed, which enhances the robustness of soccer tracking by extending the search area. The experiments show that the proposed algorithm can automatically detect soccer in images with high detection accuracy and can track the soccer more robustly, with better occlusion handle ability.

Polynomial least squares multiple-model estimation: simple, optimal, adaptive, practical

This paper presents a polynomial least squares (LS) method of overcoming numerous weaknesses and deficiencies in the interacting multiple model (IMM), which comprises multiple Kalman filter models as the state-of-the-art algorithm for tracking maneuvering targets. The paper also addresses several polynomial LS misunderstandings and flaws applied in econometrics. These aims are achieved by first uniquely deriving a very simple version of conventional LS, which fits discrete deterministic data by minimizing the sum of squared deviations of data from an assumed polynomial (often called data-fitting). The contrasting contemporary polynomial LS method filters out corrupting statistical noise from already existing known polynomials, as in target tracking. Contemporary polynomial LS is developed from the conventional LS method derived by Gauss. Polynomial LS conventionally applied to data-fitting and contemporarily applied to noise filtering are shown to be different problems that are not to be conflated as done in econometrics, where data-fitting is described as regression using a 1st degree polynomial called ordinary LS. Most significantly, analogous to the IMM, the polynomial LS multiple model (LSMM) is derived. Contrary to the IMM, which is not optimized; the LSMM is optimized with a trade-off between the statistical variance and the deterministic bias-squared to minimize the mean-square-error (variance plus bias-squared). A sequence of optimal LSMMs matched to accelerations covering the spectrum of acceleration between zero and the assumed maximum are derived and applied in designing an adaptive algorithm. Results demonstrate improved target tracking and accuracy by the LSMM of maneuvering targets compared with published IMM performances.

Interacting multiple model state observer-based coordination control of electro-hydraulic composite electronic stability program

In this paper, an electro-hydraulic electronic stability program composite control method is proposed for electric wheeled vehicles based on interacting multiple model state observer. Hydraulic system model, electric-driving wheel model, 2-degrees-of-freedom vehicle reference model and 7-degrees-of-freedom vehicle model are established at the beginning. The necessary state estimations and calculations are also accomplished utilising interacting multiple model unscented Kalman filter. Then, the proposed upper controller calculates the additional yaw moment by fuzzy sliding mode control, and the lower controller distributes the longitudinal force and additional yaw moment based on the quadratic programming optimisation allocation to improve the vehicle handling stability. Finally, using Simulink and CarSim, a joint simulation test platform is established. The simulation results show that the state observer can estimate the driving state parameters accurately enough under various conditions, and coordination control method mentioned in this paper can significantly improve the electric wheeled vehicle's handling stability under extreme conditions.

Multiple vehicles detection and tracking for intelligent transport systems using machine learning approaches

Video surveillance is emerging research field of intelligent transport systems. This paper presents some techniques which use machine learning and computer vision in vehicles detection and tracking. Firstly the machine learning approaches using Haar-like features and Ada-Boost algorithm for vehicle detection are presented. Secondly approaches to detect vehicles using the background subtraction method based on Gaussian Mixture Model and to track vehicles using optical flow and multiple Kalman filters were given. The method takes advantages of distinguish and tracking multiple vehicles individually. The experimental results demonstrate high accurately of the method.

Multiple vehicles detection and tracking for intelligent transport systems using machine learning approaches

Video surveillance is emerging research field of intelligent transport systems. This paper presents some techniques which use machine learning and computer vision in vehicles detection and tracking. Firstly the machine learning approaches using Haar-like features and Ada-Boost algorithm for vehicle detection are presented. Secondly approaches to detect vehicles using the background subtraction method based on Gaussian Mixture Model and to track vehicles using optical flow and multiple Kalman filters were given. The method takes advantages of distinguish and tracking multiple vehicles individually. The experimental results demonstrate high accurately of the method.

Design of an Interacting Multiple Model-Cubature Kalman Filter Approach for Vehicle Sideslip Angle and Tire Forces Estimation

Vehicle states estimation (e.g., vehicle sideslip angle and tire force) is a key factor for vehicle stability control. However, the accurate values of these parameters could not be obtained directly. In this paper, an interacting multiple model-cubature Kalman filter (IMM-CKF) is used to estimate the vehicle state parameters. And improvements about estimation method are achieved in this paper. Firstly, the accuracy of the reference model is improved by building two different models: one is 7-degree-of-freedom (7 DOF) vehicle model with linear tire model, and the other is 7 DOF vehicle model with nonlinear Dugoff tire model. Secondly, the different models are switched by IMM-CKF to match different driving condition. Thirdly, the lateral acceleration correction for sideslip angle estimation is considered, because the sensor of lateral acceleration is easy to be influenced by the gravity on banked road. Then, to compare cubature Kalman filter (CKF) estimation method and IMM-CKF estimation method Hardware-In-Loop (HIL) tests are carried out in the paper. And simulation results show that IMM-CKF methodology can provide accurate estimation values of vehicle states parameters.

Stable Weighted Multiple Model Adaptive Control of Continuous-Time Plant With Large Parameter Uncertainties

This paper presents a weighted multiple model adaptive control (WMMAC) scheme to deal with large parametric uncertainty of continuous-time plant. In this proposed scheme, each `local' controller is designed according to the mixed-μ-synthesis method to consider small uncertainty of plant parameters and disturbance; the weighting algorithm is directly based on model output errors rather than the residuals generated by multiple Kalman filters as in classical multiple model adaptive control (CMMAC). The closed-loop stability (signal boundedness) and tracking performance of the proposed WMMAC system are proved with the help of virtual equivalent system (VES) concept and methodology.

LPI time‐based TMS against high‐sensitivity ESM

Low probability of interception (LPI) time refers to a time during which a certain airborne radar system is tracking the target without being intercepted by a high-sensitivity electronic support measurement (HSESM) on the target. LPI time is determined by the tracking process of the certain airborne radar system and the interception performance of an HSESM. This study proposes a track mission shifting (TMS) tactic of the distributed airborne radar system (DARS) or distributed airborne formation radar system (DAFRS) based on LPI time. First, this study defines a short-time average interception probability of HSESM on frequency search mode. Then, with adaptive dwell time design and the maximum illumination interval algorithm based on predicted tracking error covariance matrix, this study proposes to take interactive multiple models Kalman filter to describe target tracking process and introduces binary hypothesis test of chi-square and non-central chi-square distributions as target detection criterion during target tracking. Finally, with a partial prior knowledge of the opposed HSEMS on the target, this study proposes a TMS tactic model based on LPI time. Simulations show that LPI time is a significant reference value for DARS or DAFRS to turn over track mission against an opposed HSEMS.

A Close to Optimal Adaptive Filter for Sudden System Changes

Most adaptive filtering algorithms are designed with smooth changes in mind. For instance, the Kalman filter (KF) usually assumes a random walk model for the state, where the state noise is simply a multivalue Gaussian random variable. However, in practice changes can be abrupt. In this letter, we consider the case where the state noise of the KF is impulsive, corresponding to a probability density function (PDF) given by the sum of two Gaussians. This will result in a PDF for the state that is given by a sum of Gaussians, corresponding to an implementation of a Gaussian sum filter, with multiple KFs contributing to the resulting output. Simulation and theoretical considerations show that in steady state only one filter is operating, while several filters are important at transitions. The operation of the algorithm is then similar to optimally detecting sudden changes, and restarting the KF at those moments, resulting in an close optimal step size varying algorithm. Simulations show improved performance of the proposed algorithm when compared to state of the art algorithms.

Kalman filter for attitude determination of a CubeSat using low-cost sensors

Nanosatellites have become a common choice for certain space missions, principally in universities, due to their low production and launching costs and reduced developing time. However, they present some technological challenges. In a CubeSat, total mass and available electric power are very restricted. Therefore, subsystem components and payload must be designed to have the smallest size, mass, and power consumption possible for the mission. Regarding to Attitude Determination and Control System, one of restrictions in developing CubeSats is the need to use small and low-cost sensors which fulfill satellite building restrictions. Thus, commercial-off-the-shelf components are a common choice in CubeSat development, but these parts normally present high noise levels. Therefore, a multiplicative Kalman filter for attitude determination algorithm based on quaternions is proposed. Data are simulated using typical values for low-cost sensors, namely, 3-axes magnetometer, 3-axes gyroscope, and a sun sensor. Results are compared to the extended Kalman filter proposed for AAUSAT-3 satellite and to the QUEST method, showing a better precision and low execution time compared to other methods.

Multiplicative Error State Kalman Filter vs Nonlinear Complimentary Filter for a High Performance Aircraft Attitude Estimation

<p>Modern control law designs increasingly use aircraft attitude information to improve aircraft manoeuverability. Attitude information allows for gravity term compensations in the longitudinal as well as lateral directional control laws of a typical fighter aircraft. Methodologies and comparisons of multiplicative error state Kalman filter (MEKF) and nonlinear complimentary filter for estimation of attitudes of a high performance aircraft using its onboard autonomous sensors is presented. Shows a problem in pitch angle estimation beyond ± 80 deg in the MEKF and a solution is proposed for the same for the first time. Also presents novel aiding sensor modelling for the implementation of attitude heading reference system for this class of aircraft for the first time. The filter formulations are evaluated using full range manuoevering real flight test data.</p>

Forecasting volatility with interacting multiple models

We examine the performance of Kalman filter techniques in forecasting volatility. We find that the simple implementation of an online Kalman filtering procedure that combines commonly used forecasting models with market-based estimates improves the accuracy of volatility forecasts. Furthermore, we demonstrate that the Interacting Multiple Model algorithm, which combines multiple Kalman filters, provides the most accurate volatility forecasts overall.

레이더와 비전 센서를 이용하여 선행차량의 횡방향 운동상태를 보정하기 위한 IMM-PDAF 기반 센서융합 기법 연구

It is important for advanced active safety systems and autonomous driving cars to get the accurate estimates of the nearby vehicles in order to increase their safety and performance. This paper proposes a sensor fusion method for radar and vision sensors to accurately estimate the state of the preceding vehicles. In particular, we performed a study on compensating for the lateral state error on automotive radar sensors by using a vision sensor. The proposed method is based on the Interactive Multiple Model(IMM) algorithm, which stochastically integrates the multiple Kalman Filters with the multiple models depending on lateral-compensation mode and radar-single sensor mode. In addition, a Probabilistic Data Association Filter(PDAF) is utilized as a data association method to improve the reliability of the estimates under a cluttered radar environment. A two-step correction method is used in the Kalman filter, which efficiently associates both the radar and vision measurements into single state estimates. Finally, the proposed method is validated through off-line simulations using measurements obtained from a field test in an actual road environment.