TY - GEN
T1 - Federated Adaptive Kalman Filtering and its application
AU - Zhao, Long
PY - 2008
Y1 - 2008
N2 - In order to deal with the problem in which the Federated Kalman Filtering (FKF) may be instable or divergent when noise statistics is unknown, a new federated filtering is presented, which is defined as Federated Adaptive Kalman Filtering (FAKF). A factor of modified the measurement noise covariance was built by using the ratio between filter residual and actual residual in FAKF. The adaptive estimation of FKF was realized by online modifying the measurement noise covariance. FAKF and FKF were compared using practical measuring data in inertial navigation system/global positioning system/double-star system (INS/GPS/DS) integrated navigation system. Simulation results show that FAKF has adaptability and has better estimation accuracy than the FKF when noise statistics information is unknown.
AB - In order to deal with the problem in which the Federated Kalman Filtering (FKF) may be instable or divergent when noise statistics is unknown, a new federated filtering is presented, which is defined as Federated Adaptive Kalman Filtering (FAKF). A factor of modified the measurement noise covariance was built by using the ratio between filter residual and actual residual in FAKF. The adaptive estimation of FKF was realized by online modifying the measurement noise covariance. FAKF and FKF were compared using practical measuring data in inertial navigation system/global positioning system/double-star system (INS/GPS/DS) integrated navigation system. Simulation results show that FAKF has adaptability and has better estimation accuracy than the FKF when noise statistics information is unknown.
KW - Adaptive filtering
KW - Federated filtering
KW - Integrated navigation system
KW - Satellite positioning system
UR - https://www.scopus.com/pages/publications/52149085171
U2 - 10.1109/WCICA.2008.4593122
DO - 10.1109/WCICA.2008.4593122
M3 - 会议稿件
AN - SCOPUS:52149085171
SN - 9781424421145
T3 - Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
SP - 1369
EP - 1372
BT - Proceedings of the 7th World Congress on Intelligent Control and Automation, WCICA'08
T2 - 7th World Congress on Intelligent Control and Automation, WCICA'08
Y2 - 25 June 2008 through 27 June 2008
ER -