Efficient particle filtering for tracking maneuvering objects

Wireless Sensor Network (WSN) is a new technology integrated with communications, embedded technology, and network functions; having capability of real-time collecting, communicating, and sensing, for which dynamic target locating and tracking is its critical task, as well as a basic element in its commercial and military application such as battlefield information accessing and traffic monitoring. Sensor target tracking is the technology of target location estimate based on measurements from corresponding sensors. An inaccurate estimated location may very easily lead to target tracking failure which reduces the reliability and stability of the target tracking [1]. Experts and scholars have done a lot of researches to solve problems exited in wireless sensor target tracking, and many new tracking algorithms have been proposed, among which tracking algorithms such as target contrail-fitting, linear prediction, Kalman filter, unscented Kalman filter(UKF) and particle filter[2] are most common applied. Sikdar, with his partners, has proposed target location tracking algorithm based on linear sensor which is proved better than conventional contrail fitting algorithm in its effects. Zhang Xiaoping , with his partners, has proposed WSN target tracking algorithm through modeling for quadratic polynomial motions which has improved target tracking accuracy[3]. However, there is a problem in common: all the algorithms above assume the tracking target contrail-fittings being in linear motion, while the actual contrail fitting is of uncertainty and variability, and the estimated accuracy can hardly be improved after being to a certain level. In this condition, the tracking error of the above algorithms can be greater [4]. Kalman filter algorithm can be applied for weakly nonlinear models, but for strongly nonlinear models, Unscented Kalman Filter algorithm can be better. Kalman filter work well in cases based on model-linear and Gaussian noise, thus its estimated accuracy is not that ideal [5, 6]. Particle filter algorithm is based on optimal regression Bayesian filtering algorithm in Monte Carlo simulation, which can accurately estimate the any distribution state with only a small amount of mobile anchor nodes. PF algorithm has distinguished advantages in processing non-linear, non-Gaussian cases [7]. However, in PF application process after several iterations, diversified degradation of the particles will occur, which is likely to lead a target tracking loss, thus further affect WSN target tracking accuracy [8]. In order to solve the diversified degradation of the particles in Particle Filter algorithm, this paper Research on the Target Tracking Algorithm for Wireless Sensor Network Based on Improved Particle Filter Liang Peng,Xinhan Huang, Li He

This paper compares state estimation techniques for nonlinear stochastic dynamic systems, which are important for target tracking. Recently, several methods for nonlinear state estimation have appeared utilizing various random-point-based approximations for global filters (e.g., particle filter and ensemble Kalman filter) and local filters (e.g., Monte-Carlo Kalman filter and stochastic integration filters). A special emphasis is placed on derivations, algorithms, and commonalities of these filters. All filters described are put into a common framework, and it is proved that within a single iteration, they provide asymptotically equivalent results. Additionally, some deterministic-point-based filters (e.g., unscented Kalman filter, cubature Kalman filter, and quadrature Kalman filter) are shown to be special cases of a random-point-based filter. The paper demonstrates and compares the filters in three examples, a random variable transformation, re-entry vehicle tracking, and bearings-only tracking. The results show that the stochastic integration filter provides better accuracy than the Monte-Carlo Kalman filter and the ensemble Kalman filter with lower computational costs.

Decentralized estimation of overflow losses in a hopper dredger

Surveillance of underwater for maritime warfare is traditionally being carried out by bearings-only tracking from many decades. The measurements used for state estimation here are nonlinear. Also the noise in the measurements and the process cannot be always Gaussian. The traditional nonlinear filtering algorithms like extended Kalman filter and modified gain extended Kalman filter use the linearisation of the system. The unscented Kalman filter (UKF) uses the sigma point approach based on Gaussian distribution to deal with nonlinearity. The particle filter (PF) uses the randomly generated particles based on the pdf of the state. PF is highly complex to implement and it also suffers from sample impoverishment. Hence, ensemble Kalman filter (EnKF) which is a simplified form of PF will be tried out for bearings-only tracking in this research work. The performance of EnKF is compared with PF and UKF and the results obtained using these filters in Matlab are presented.

Traffic state estimation problems must deal with imperfect information. Imperfect information may occur as a result of misalignments between reality and the assumptions or simplifications made when developing the models as well as incomplete or corrupted data. One of the well-known methods of handling imperfect information is the Kalman filter algorithm and its variations, such as the extended Kalman filter and the unscented Kalman filter. While the standard Kalman filter and the extended Kalman filter have been widely applied to the state estimation of linear systems, the unscented Kalman filter has been reported the better choice in the multiclass traffic state estimation. In many applications of Kalman filters to traffic estimation problems, the model and measurement noise covariance matrices are normally estimated. When there is a mismatch between the true and the assumed noise distribution, however, the filter often suffers from performance degradation and even divergence in certain situations. To this end, this paper presents a more efficient and accurate algorithm embedded in the unscented Kalman filter to simultaneously estimate the traffic state and the model noise distribution statistics. The proposed method is facilitated through a simultaneous update of the model noise covariance matrix in the predicted covariance equations of the unscented Kalman filter algorithm. It is found through simulation that the proposed algorithm may improve the model performance over the standard algorithm.

Fast non-intrusive estimation of liquid-phase interface and boundary heat flux in participating media by the Kalman filtering methods

State of Charge (SOC) estimation plays a crucial role in managing the performance and longevity of electric vehicle (EV) batteries. Various estimation techniques, including various Kalman Filters (KF), have been employed for this purpose. The mathematical process and limits of different KF family algorithms are analysed. In this study, an impact of nonlinear KF parameters on SOC estimation accuracy for EV batteries is analyzed. Specifically, the performance of Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), and Particle Filter (PF) is examined. EKF is most preferred for SOC estimation whereas introducing sigma points in UKF is the basic difference between EKF and UKF. In comparison to EKF and UKF, PF is more flexible since it applies to nonlinear systems with non-Gaussian distributions. Utilising a sequence of noisy measurements, KF is a recursive method that approximates the state of a dynamic system. It requires accurate parameters such as process noise covariance (Q) and measurement noise covariance (R) to work effectively. In this work, the effect of these parameters on state of charge estimation using nonlinear KFs has been analysed under different settings of noise covariance matrices. Tuning these parameters is essential for optimizing the performance of the KF and ensuring accurate and reliable state estimation in real-world applications. To find parameter values that provide the best balance between accuracy, robustness, and computational efficiency, the tuning process involves experimentation, simulation, and validation using real-world data. According to the results observed, the filter parameters such as three diagonal elements of Q are selected as 2e-8, 0.005, 0.003 and R as 2e-6. By evaluating the state estimation accuracy under different driving scenarios, robustness and sensitivity of filtering technique in estimating SOC for EV batteries has been studied. This analysis contributes to the optimization of SOC estimation algorithms, enhancing the reliability and efficiency of EV battery management systems.

This paper proposes a joint estimator for the sideslip angle and road adhesion coefficient of distributed drive electric vehicles based on Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF), building upon the traditional Kalman filter algorithm. The estimator integrates a vehicle's 8-degree-of-freedom model with an improved Dugoff tyre model. By transforming the front wheel angle into lateral and longitudinal excitations, it addresses the potential issue of non-converging estimates during the collaborative estimation process. Through model simulations and real-vehicle experiments, it has been verified that the collaborative estimation system can effectively correct and predict parameters during the synchronous estimation process of the two estimators, achieving fast and accurate estimation. This proves the effectiveness of the road adhesion coefficient estimation method.

In this paper, an adaptive unscented Kalman filter (AUKF) is developed for state estimation on a tractor-trailer system. For nonlinear systems, the unscented Kalman filter (UKF) is a well-known approach for observer design. Some research has shown the UKF can be more accurate than extended Kalman filter (EKF) with similar computation burden. However, the performance of traditional Kalman filter may deteriorate when process noise changes or sudden disturbance occurs due to the fixed process noise covariance (Q matrix) in the filter. An adaptive gain is calculated to compensate for the mismatch between the actual residual covariance and the deduced value from the filter, ensuring that the sequence of residual is uncorrelated. An estimated Q matrix is referred in the adaptive gain calculation at each sample. Simulation is done in various situations. The positions of trailer are used as measurements. Compared with the standard UKF (SUKF) and another adaptive UKF, the proposed algorithm has better result.

The stellar refraction navigation is a type of autonomous celestial navigation method for satellites that uses high-accuracy star sensors to obtain the stellar refraction. The apparent height and the stellar refraction angle are two kinds of measurements for the satellite stellar refraction navigation system. A better navigation performance can be achieved by the stellar refraction angle rather than the refraction apparent height. However, the measurement model of the stellar refraction angle is an implicit function, which needs an implicit filter method. A new implicit unscented Kalman filter (UKF) method is proposed and applied to the satellite stellar refraction navigation system in this paper. The main difference between the classical UKF and the implicit UKF lies in the measurement update. First, since the implicit measurement model can be rearranged into an equation whose one side is zero, the vector of zeros is regarded as the equivalent measurement, and the difference between the predicted measurement and its true value is utilized for updating the predicted state and its covariance matrix. Second, the measurement noise and its covariance matrix are transformed based on the unscented transformation principle. In addition, the implicit UKF is compared with the implicit extended Kalman filter (IEKF), the iterative IEKF, and the UKF. Simulations show that the proposed implicit UKF method can obtain about 19.0% and 17.5% improvements in three-dimensional root mean square position estimation compared to the IEKF and the iterative IEKF, respectively. Although the navigation performance of the UKF is close to the implicit UKFs, the computational time of the implicit UKF is much shorter than the UKFs. In addition, the sensitivities of the four different Kalman filters to the star sensor's faults and the atmosphere perturbation are compared, respectively.

Nowadays, experimental techniques allow scientists to have access to large amounts of data. In order to obtain reliable information from the complex systems that produce these data, appropriate analysis tools are needed. The Kalman filter is a frequently used technique to infer, assuming a model of the system, the parameters of the model from uncertain observations. A well-known implementation of the Kalman filter, the unscented Kalman filter (UKF), was recently shown to be able to infer the connectivity of a set of coupled chaotic oscillators. In this work, we test whether the UKF can also reconstruct the connectivity of small groups of coupled neurons when their links are either electrical or chemical synapses. In particular, we consider Izhikevich neurons and aim to infer which neurons influence each other, considering simulated spike trains as the experimental observations used by the UKF. First, we verify that the UKF can recover the parameters of a single neuron, even when the parameters vary in time. Second, we analyze small neural ensembles and demonstrate that the UKF allows inferring the connectivity between the neurons, even for heterogeneous, directed, and temporally evolving networks. Our results show that time-dependent parameter and coupling estimation is possible in this nonlinearly coupled system.

This paper presents the efficient Unscented Kalman filter (UKF) based estimation and control of a 3-DOF Omni bundle robot. The angular trajectory tracking becomes more difficult under highly non-linear measurement noise and process noise. A rapidly converging Unscented Kalman Filter (UKF) is presented in the paper. The extended Kalman filter (EKF) provides less accurate results in the highly non-linear system and sometime may become unstable because of convergence related issues, whereas in UKF the results in the non-linear system are better than EKF. UKF is more accurate in state and noise estimation. The computed torque technique is taken as a model to apply UKF. After, estimation the noise is removed. The experiment is conducted on Omni bundle with process and measurement noise. The results prove the superiority of presented UKF over conventional UKF and EKF.

Fast and accurate fault diagnosis method is important for mobile robot's fault tolerant control and repairing. The traditional method may influence the accuracy of fault diagnosis when the system has a large model set because of the model competition. Traditional method generally use the extended kalman filter which has a law calculation accuracy. In this paper, combining the variable structure multiple model algorithm(VSMM) with the unscented kalman filter(UKF) not only can solve the model competition caused by the combined fault which leads to a large number of fault models, but also can solve the problem of low calculation accuracy caused by traditional extended kalman filter(EKF) used in nonlinear systems. The simulation results show that this method effectively improves the response time and the accuracy of fault diagnosis of mobile robot.

Accurately estimation of battery state of charge (SOC) has great significance for predicting the remaining mileage of electric vehicles. In order to improve the estimation accuracy of battery SOC and enhance the stability of traditional unscented Kalman filter algorithm, an improved unscented Kalman filter based on singular value decomposition was proposed to estimate the battery SOC. First, the LiFePO4 was used as the research object to establish the Thevenin model of the battery. By using the forgetting factor recursive least squares to identify parameters such as ohmic internal resistance, polarization resistance, and polarization capacitance in the model under actual working conditions, the identified model parameters were imported into the improved algorithm in real time to estimate the SOC of the lithium battery and compared with the extended Kalman filter. Experiments proved that the maximum error estimated by the algorithm used in this paper is not more than 2%, which can effectively improve the accuracy of SOC estimation and ensure the normal operation of the algorithm.

Requirements of highly precise pointing performance have been imposed on recently developed spacecrafts for a variety of missions. The stringent requirements have called on on-orbit estimation of spacecraft dynamics parameters and calibration of on-board sensors as indispensible practices. Consequently, on-orbit estimation of the mass moment of inertia of spacecraft has been a major issue mostly due to the changes by solar panel deployment and a large portion of fuel consumption (Creamer et al., 1996; Ahmed et al., 1998; Bordany et al., 2000; VanDyke et al., 2004; Myung et al., 2007; Myung & Bang, 2008; Sekhavat et al., 2009). As for measurement sensors, on-board calibration of alignment and bias errors of attitude and rate sensors is one of the main concerns of attitude sensor calibration researches (Pittelkau, 2001 & 2002, Lai et al., 2003). Pittelkau (2002) proposed an attitude estimator based on the Kalman filter (Kalman, 1960), in which spacecraft attitude quaternion, rate sensor misalignment and bias, and star tracker misalignments are taken into consideration as states, whereas the body rate is dealt as a synthesized signal by the estimates. Lai at al. (2003) derived a method for alignment estimation of attitude and rate sensors based on the unscented Kalman filter (UKF) (Julier and Uhlmann, 1997). Ma and Jiang (2005) presented spacecraft attitude estimation and calibration based only magnetometer measurements using an UKF. An interesting point is that we need predesigned 3-axis excitation manoeuvres of spacecraft for both dynamics parameter estimation and sensor calibration. Therefore, this study is motivated to merge above estimation and calibration processes into a single filtering problem. It is noteworthy that poor information of moments of inertia is to be treated as a system uncertainty while the rate sensor model errors are to be incorporated into the measurement process. As a filtering algorithm, this study employs a UKF. Extended Kalman filters (EKFs) have been successfully applied to the nonlinear attitude estimation problem (Crassidis et al., 2007). Hybrid estimation using the EKF has been reported by Myung at al. (2007). However, the EKF estimates using the first order linearization, which may lead to instability of the filter (ValDyke et al., 2004). The UKF approximates the nonlinear model to the second order by spreading points 1 sigma apart from the a priori mean. Performing nonlinear