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首页> 外文期刊>Ocean Engineering >Variational Bayesian adaptive Kalman filter for asynchronous multirate multi-sensor integrated navigation system
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Variational Bayesian adaptive Kalman filter for asynchronous multirate multi-sensor integrated navigation system

机译:异步多速率多传感器组合导航系统的变分贝叶斯自适应卡尔曼滤波器

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摘要

This study considers an asynchronous multirate data integration problem in the linear state space model with unknown and time-varying statistical parameters of the measurement noises. To improve performance of the multirate adaptive Kalman filter algorithm, a multi-sensor adaptive Kalman filtering algorithm based on variational Bayesian approximations has been developed in an asynchronous multirate multi-sensor integrated navigation system. The proposed filtering algorithm estimates measurement noise variances of the sensors adaptively and also it is robust to anomalous measurements of sensors and however, multirate adaptive Kalman filter is required to use an appropriate algorithm for outlier rejection to achieve a reliable and optimal estimation of position, velocity, and orientation. A navigation system composed of a strapdown inertial navigation system along with Doppler velocity log, inclinometer and depth meter with different sampling rates is designed to evaluate performance of multirate error state Kalman filter (MESKF) and multirate adaptive error state Kalman filter (MAESKF) algorithms and the proposed algorithm. Results of two experimental tests show that the average relative root mean square error (RMSE) of the position estimated by the proposed filtering algorithm can be decreased approximately 57% and 36% when compared to that of MESKF and MAESKF algorithms, respectively.
机译:这项研究考虑了线性状态空间模型中具有未知且随时间变化的测量噪声统计参数的异步多速率数据集成问题。为了提高多速率自适应卡尔曼滤波算法的性能,在异步多速率多传感器集成导航系统中开发了一种基于变分贝叶斯近似的多传感器自适应卡尔曼滤波算法。所提出的滤波算法自适应地估计传感器的测量噪声方差,并且对于传感器的异常测量具有鲁棒性,但是,需要多速率自适应卡尔曼滤波器使用适当的算法进行离群值剔除,以实现位置,速度的可靠和最佳估计和方向。设计了一种由捷联惯性导航系统以及具有不同采样率的多普勒速度测井仪,测斜仪和深度计组成的导航系统,以评估多速率误差状态卡尔曼滤波器(MESKF)和多速率自适应误差状态卡尔曼滤波器(MAESKF)的性能,以及提出的算法。两项实验测试的结果表明,与MESKF和MAESKF算法相比,所提出的滤波算法估计的位置的平均相对均方根误差(RMSE)分别降低了约57%和36%。

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