Invariant extended Kalman filter

About: Invariant extended Kalman filter is a research topic. Over the lifetime, 7079 publications have been published within this topic receiving 187702 citations.

Sliding-Mode Control for a Three-Phase Unity Power Factor Rectifier Operating at Fixed Switching Frequency

Abstract: This paper presents an improved variable hysteresis-band current-control in natural frame for a three-phase unity power rectifier. The proposed control algorithm is based on three decoupled sliding-mode controllers combined with three independent Kalman filters. The use of Kalman filters instead of a nonadaptive state observer improves the quality of the estimated signals in presence of noise, increasing the immunity of the control loop in noisy environments. To reduce drastically the computational load in the Kalman algorithm, a reduced bilinear model is derived which allows to use a Kalman filter algorithm instead of an extended Kalman filter. A fast output-voltage control is also presented which avoids output-voltage variations when a sudden change in the load or a voltage sag appears. Moreover, a fixed switching frequency algorithm is proposed which uses a variable hysteresis-band in combination with a switching decision algorithm, ensuring a switching spectrum concentrated around the desired switching frequency. The overall control proposal has been fully integrated into a digital signal processor. Selected experimental results are introduced to validate the theoretical contributions of this paper.

Carrier phase-based integrity monitoring for high-accuracy positioning

Abstract: Pseudorange-based integrity monitoring, for example receiver autonomous integrity monitoring (RAIM), has been investigated for many years and is used in various applications such as non-precision approach phase of flight. However, for high-accuracy applications, carrier phase-based RAIM (CRAIM), an extension of pseudorange-based RAIM (PRAIM) must be used. Existing CRAIM algorithms are a direct extension of PRAIM in which the carrier phase ambiguities are estimated together with the estimation of the position solution. The main issues with the existing algorithms are reliability and robustness, which are dominated by the correctness of the ambiguity resolution, ambiguity validation and error sources such as multipath, cycle slips and noise correlation. This paper proposes a new carrier phase-based integrity monitoring algorithm for high-accuracy positioning, using a Kalman filter. The ambiguities are estimated together with other states in the Kalman filter. The double differenced pseudorange, widelane and carrier phase observations are used as measurements in the Kalman filter. This configuration makes the positioning solution both robust and reliable. The integrity monitoring is based on a number of test statistics and error propagation for the determination of the protection levels. The measurement noise and covariance matrices in the Kalman filter are used to account for the correlation due to differencing of measurements and in the construction of the test statistics. The coefficient used to project the test statistic to the position domain is derived and the synthesis of correlated noise errors is used to determine the protection level. Results from four cases based on limited real data injected with simulated cycle slips show that residual cycle slips have a negative impact on positioning accuracy and that the integrity monitoring algorithm proposed can be effective in detecting and isolating such occurrences if their effects violate the integrity requirements. The CRAIM algorithm proposed is suitable for use within Kalman filter-based integrated navigation systems.

A decentralized computational algorithm for the global Kalman filter

Abstract: In this paper a new decentralized computational structure is developed for Optimal state estimation in large scale linear interconnected dynamical systems. The new filter uses a hierarchical structure to perform successive orthogoilalizations on the measurement subspaces of each sub-system in order to provide the optimal estimate. This ensures substantial savings in computation time. In addition, since only low-order subsystem equations are manipulated at each stage, numerical inaccuracies are reduced, and the filter remains stable for even high-order systems. This is illustrated on a multimachine example of a system comprising eleven interconnected machines.

Extended Kalman filter-based mobile robot localization with intermittent measurements

Abstract: In this paper, a theoretical study on extended Kalman filter (EKF)-based mobile robot localization with intermittent measurements is examined by analysing the measurement innovation characteristics. Even if measurement data are unavailable and existence of uncertainties during mobile robot observations, it is suggested that the mobile robot can effectively estimate its location in an environment. This paper presents the uncertainties bounds of estimation by analysing the measurement innovation to preserve good estimations although some measurements data are sometimes missing. Theoretical analysis of the EKF is proposed to demonstrate the conditions when the problem occurred. From the analysis of measurement innovation, Jacobian transformation has been found as one of the main factors that affects the estimation performance. Besides that, the initial state covariance, process and measurement noises must be kept smaller to achieve better estimation results. The simulation and experimental results obtained a...

Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs

Abstract: The paper studies the problem of simultaneously estimating the state and the fault of linear stochastic discrete-time varying systems with unknown inputs. The fault and the unknown inputs affect both the state and the output. However, if the dynamical evolution models of the fault and the unknown inputs are available the filtering problem will be solved by the Optimal three-stage Kalman Filter (OThSKF). The OThSKF is obtained after decoupling the covariance matrices of the Augmented state Kalman Filter (ASKF) using a three-stage U–V transformation. Nevertheless, if the fault and the unknown inputs models are not perfectly known the Robust three-stage Kalman Filter (RThSKF) will be applied to give an unbiased minimum-variance estimation. Finally, a numerical example is given in order to illustrate the proposed filters.