Adaptive Fast Desensitized Kalman Filter

IF 1.8 3区 工程技术 Q3 ENGINEERING, ELECTRICAL & ELECTRONIC
Tai-shan Lou, Nanhua Chen, Liangyu Zhao
{"title":"Adaptive Fast Desensitized Kalman Filter","authors":"Tai-shan Lou, Nanhua Chen, Liangyu Zhao","doi":"10.1007/s00034-024-02801-3","DOIUrl":null,"url":null,"abstract":"<p>Adjusting the sensitivity-weighting matrix, which is a key parameter affecting the filtering accuracy in the desensitized Kalman filter (DKF), is still an open problem. To address this issue, a new adaptive fast DKF (AFDKF) algorithm and adaptive fast desensitized extended Kalman filter (AFDEKF) have been proposed. The fast filters have an adaptive factor that enables them to adjust the sensitivity-weighting matrix based on the orthogonality principle of measurement residuals. This adaptive factor is calculated by using the corresponding process and measurement information. Then, a new desensitized cost function with an adaptive factor is designed. An analytical gain is obtained by minimizing this cost function to reduce computation cost. The performance of the AFDKF and AFDEKF algorithms are demonstrated using two numerical examples.</p>","PeriodicalId":10227,"journal":{"name":"Circuits, Systems and Signal Processing","volume":null,"pages":null},"PeriodicalIF":1.8000,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Circuits, Systems and Signal Processing","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1007/s00034-024-02801-3","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ENGINEERING, ELECTRICAL & ELECTRONIC","Score":null,"Total":0}
引用次数: 0

Abstract

Adjusting the sensitivity-weighting matrix, which is a key parameter affecting the filtering accuracy in the desensitized Kalman filter (DKF), is still an open problem. To address this issue, a new adaptive fast DKF (AFDKF) algorithm and adaptive fast desensitized extended Kalman filter (AFDEKF) have been proposed. The fast filters have an adaptive factor that enables them to adjust the sensitivity-weighting matrix based on the orthogonality principle of measurement residuals. This adaptive factor is calculated by using the corresponding process and measurement information. Then, a new desensitized cost function with an adaptive factor is designed. An analytical gain is obtained by minimizing this cost function to reduce computation cost. The performance of the AFDKF and AFDEKF algorithms are demonstrated using two numerical examples.

Abstract Image

自适应快速脱敏卡尔曼滤波器
灵敏度加权矩阵是影响脱敏卡尔曼滤波器(DKF)滤波精度的关键参数,如何调整灵敏度加权矩阵仍是一个未决问题。为了解决这个问题,人们提出了一种新的自适应快速 DKF(AFDKF)算法和自适应快速脱敏扩展卡尔曼滤波器(AFDEKF)。快速滤波器有一个自适应因子,能根据测量残差的正交原则调整灵敏度加权矩阵。这个自适应因子是通过相应的过程和测量信息计算出来的。然后,设计出一个带有自适应因子的新脱敏成本函数。通过最小化该成本函数来获得分析增益,从而降低计算成本。AFDKF 和 AFDEKF 算法的性能通过两个数值示例进行了演示。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
Circuits, Systems and Signal Processing
Circuits, Systems and Signal Processing 工程技术-工程:电子与电气
CiteScore
4.80
自引率
13.00%
发文量
321
审稿时长
4.6 months
期刊介绍: Rapid developments in the analog and digital processing of signals for communication, control, and computer systems have made the theory of electrical circuits and signal processing a burgeoning area of research and design. The aim of Circuits, Systems, and Signal Processing (CSSP) is to help meet the needs of outlets for significant research papers and state-of-the-art review articles in the area. The scope of the journal is broad, ranging from mathematical foundations to practical engineering design. It encompasses, but is not limited to, such topics as linear and nonlinear networks, distributed circuits and systems, multi-dimensional signals and systems, analog filters and signal processing, digital filters and signal processing, statistical signal processing, multimedia, computer aided design, graph theory, neural systems, communication circuits and systems, and VLSI signal processing. The Editorial Board is international, and papers are welcome from throughout the world. The journal is devoted primarily to research papers, but survey, expository, and tutorial papers are also published. Circuits, Systems, and Signal Processing (CSSP) is published twelve times annually.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信