Maximum Likelihood Identification of Stochastic Models of Inertial Sensor Noises

IF 4.3 2区 综合性期刊 Q1 ENGINEERING, ELECTRICAL & ELECTRONIC
Shida Ye;Yaakov Bar-Shalom;Peter Willett;Ahmed S. Zaki
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引用次数: 0

Abstract

This article applies maximum likelihood estimation (MLE) to the identification of a state-space model for inertial sensor drift. The discrete-time scalar state considered is either a first-order Gauss-Markov process or a Wiener process (WP), both of which are common noise terms in inertial sensor noise models. The measurement model includes an additive white measurement noise. In setting up the MLE, the likelihood function (LF) is derived within the steady-state Kalman filter (KF) framework. The resulting log-likelihood function (LLF) can be expressed as a quadratic function of the measurements. This allows for an explicit expression of the LLF, facilitating the evaluation of the Cramér-Rao lower bound (CRLB) and thence testing and ultimately confirming the statistical efficiency, i.e., the optimality, of the ML estimators. Simulations demonstrate the optimal performance of the estimators, and applications to real sensor data indicate advantages over the Allan variance (AV) method for noise modeling.
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来源期刊
IEEE Sensors Journal
IEEE Sensors Journal 工程技术-工程:电子与电气
CiteScore
7.70
自引率
14.00%
发文量
2058
审稿时长
5.2 months
期刊介绍: The fields of interest of the IEEE Sensors Journal are the theory, design , fabrication, manufacturing and applications of devices for sensing and transducing physical, chemical and biological phenomena, with emphasis on the electronics and physics aspect of sensors and integrated sensors-actuators. IEEE Sensors Journal deals with the following: -Sensor Phenomenology, Modelling, and Evaluation -Sensor Materials, Processing, and Fabrication -Chemical and Gas Sensors -Microfluidics and Biosensors -Optical Sensors -Physical Sensors: Temperature, Mechanical, Magnetic, and others -Acoustic and Ultrasonic Sensors -Sensor Packaging -Sensor Networks -Sensor Applications -Sensor Systems: Signals, Processing, and Interfaces -Actuators and Sensor Power Systems -Sensor Signal Processing for high precision and stability (amplification, filtering, linearization, modulation/demodulation) and under harsh conditions (EMC, radiation, humidity, temperature); energy consumption/harvesting -Sensor Data Processing (soft computing with sensor data, e.g., pattern recognition, machine learning, evolutionary computation; sensor data fusion, processing of wave e.g., electromagnetic and acoustic; and non-wave, e.g., chemical, gravity, particle, thermal, radiative and non-radiative sensor data, detection, estimation and classification based on sensor data) -Sensors in Industrial Practice
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