Adaptive Kalman filter based on improved second order mutual difference estimation

Yixin Zhang; Hai Zhang

doi:10.1109/IAEAC.2015.7428612

Adaptive Kalman filter based on improved second order mutual difference estimation

Yixin Zhang
, Hai Zhang

自动化科学与电气工程学院

Beihang University

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

1 引用（Scopus）

摘要

In this paper, a method to compute noise variance and adapt measurement noise covariance matrix R in Kalman filter is proposed. We construct a virtual redundant measurement using α-β-γ filter to apply the second order mutual difference estimation method, which estimate noise variance effectively, in single measurement to calculate noise variance. And statistical data selection algorithm is proposed to avoid inaccuracy caused by lag in the α-β-γ filter. Simulations indicate this method is effective in R adaption with relatively low computation.

源语言	英语
主期刊名	Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015
编辑	Bing Xu
出版商	Institute of Electrical and Electronics Engineers Inc.
页	542-546
页数	5
ISBN（电子版）	9781479919796
DOI	https://doi.org/10.1109/IAEAC.2015.7428612
出版状态	已出版 - 7 3月 2016
活动	IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015 - Chongqing, 中国期限: 19 12月 2015 → 20 12月 2015

出版系列

姓名	Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015

会议

会议	IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015
国家/地区	中国
市	Chongqing
时期	19/12/15 → 20/12/15

访问文件

10.1109/IAEAC.2015.7428612

其它文件与链接

链接到 Scopus 的出版物

引用此

Zhang, Y., & Zhang, H. (2016). Adaptive Kalman filter based on improved second order mutual difference estimation. 在 B. Xu (编辑), Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015 (页码 542-546). 文章 7428612 (Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/IAEAC.2015.7428612

Zhang, Yixin ; Zhang, Hai. / Adaptive Kalman filter based on improved second order mutual difference estimation. Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015. 编辑 / Bing Xu. Institute of Electrical and Electronics Engineers Inc., 2016. 页码 542-546 (Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015).

@inproceedings{812d90ff6d2945a897670c7687d0a0e3,

title = "Adaptive Kalman filter based on improved second order mutual difference estimation",

abstract = "In this paper, a method to compute noise variance and adapt measurement noise covariance matrix R in Kalman filter is proposed. We construct a virtual redundant measurement using α-β-γ filter to apply the second order mutual difference estimation method, which estimate noise variance effectively, in single measurement to calculate noise variance. And statistical data selection algorithm is proposed to avoid inaccuracy caused by lag in the α-β-γ filter. Simulations indicate this method is effective in R adaption with relatively low computation.",

keywords = "adaptive Kalman filter, candidate data selection, second order mutual difference estimation, virtual redundant measurement, α-β-γ filter",

author = "Yixin Zhang and Hai Zhang",

note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015 ; Conference date: 19-12-2015 Through 20-12-2015",

year = "2016",

month = mar,

day = "7",

doi = "10.1109/IAEAC.2015.7428612",

language = "英语",

series = "Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "542--546",

editor = "Bing Xu",

booktitle = "Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015",

address = "美国",

}

Zhang, Y & Zhang, H 2016, Adaptive Kalman filter based on improved second order mutual difference estimation. 在 B Xu (编辑), Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015., 7428612, Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015, Institute of Electrical and Electronics Engineers Inc., 页码 542-546, IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015, Chongqing, 中国, 19/12/15. https://doi.org/10.1109/IAEAC.2015.7428612

Adaptive Kalman filter based on improved second order mutual difference estimation. / Zhang, Yixin; Zhang, Hai.
Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015. 编辑 / Bing Xu. Institute of Electrical and Electronics Engineers Inc., 2016. 页码 542-546 7428612 (Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015).

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

TY - GEN

T1 - Adaptive Kalman filter based on improved second order mutual difference estimation

AU - Zhang, Yixin

AU - Zhang, Hai

PY - 2016/3/7

Y1 - 2016/3/7

N2 - In this paper, a method to compute noise variance and adapt measurement noise covariance matrix R in Kalman filter is proposed. We construct a virtual redundant measurement using α-β-γ filter to apply the second order mutual difference estimation method, which estimate noise variance effectively, in single measurement to calculate noise variance. And statistical data selection algorithm is proposed to avoid inaccuracy caused by lag in the α-β-γ filter. Simulations indicate this method is effective in R adaption with relatively low computation.

AB - In this paper, a method to compute noise variance and adapt measurement noise covariance matrix R in Kalman filter is proposed. We construct a virtual redundant measurement using α-β-γ filter to apply the second order mutual difference estimation method, which estimate noise variance effectively, in single measurement to calculate noise variance. And statistical data selection algorithm is proposed to avoid inaccuracy caused by lag in the α-β-γ filter. Simulations indicate this method is effective in R adaption with relatively low computation.

KW - adaptive Kalman filter

KW - candidate data selection

KW - second order mutual difference estimation

KW - virtual redundant measurement

KW - α-β-γ filter

UR - https://www.scopus.com/pages/publications/84966348766

U2 - 10.1109/IAEAC.2015.7428612

DO - 10.1109/IAEAC.2015.7428612

M3 - 会议稿件

AN - SCOPUS:84966348766

T3 - Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015

SP - 542

EP - 546

BT - Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015

A2 - Xu, Bing

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015

Y2 - 19 December 2015 through 20 December 2015

ER -

Zhang Y, Zhang H. Adaptive Kalman filter based on improved second order mutual difference estimation. 在 Xu B, 编辑, Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015. Institute of Electrical and Electronics Engineers Inc. 2016. 页码 542-546. 7428612. (Proceedings of 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference, IAEAC 2015). doi: 10.1109/IAEAC.2015.7428612

Adaptive Kalman filter based on improved second order mutual difference estimation

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