This paper presents the results of applying the new mechanization of the Kalman filter (KF) algorithm using singular value decomposition (SVD). The proposed algorithm is useful in applications where the influence of round-off errors reduces the accuracy of the numerical solution of the associated Riccati equation. When the Riccati equation does not remain symmetric and positive definite, the fidelity of the solution can degrade to the point where it corrupts the Kalman gain, and it can corrupt the estimate. In this research, we design an adaptive KF implementation based on SVD, provide its derivation, and discuss the stability issues numerically. The filter is derived by substituting the SVD of the covariance matrix into the conventional discrete KF equations after its initial propagation, and an adaptive estimation of the covariance measurement matrix Rk is introduced. The results show that the algorithm is equivalent to current methods in terms of robustness, and it outperforms the estimation accuracy of the conventional Kalman filter, square root, and unit triangular matrix diagonal (UD) factorization methods under ill-conditioned and dynamic applications, and is applicable to most nonlinear systems. Four sample problems from different areas are presented for comparative study from an ill-conditioned sensitivity matrix, navigation with a dual-frequency Global Positioning System (GPS) receiver, host vehicle dynamic models, and distance measuring equipment (DME) using simultaneous slant range measurements, performed with a conventional KF and SVD-based (K-SVD) filter.
A significant challenge in global navigation satellite system (GNSS) signal processing is a requirement for a very high sampling rate. The recently-emerging compressed sensing (CS) theory makes processing GNSS signals at a low sampling rate possible if the signal has a sparse representation in a certain space. Based on CS and SVD theories, an algorithm for sampling GNSS signals at a rate much lower than the Nyquist rate and reconstructing the compressed signal is proposed in this research, which is validated after the output from that process still performs signal detection using the standard fast Fourier transform (FFT) parallel frequency space search acquisition. The sparse representation of the GNSS signal is the most important precondition for CS, by constructing a rectangular Toeplitz matrix (TZ) of the transmitted signal, calculating the left singular vectors using SVD from the TZ, to achieve sparse signal representation. Next, obtaining the M-dimensional observation vectors based on the left singular vectors of the SVD, which are equivalent to the sampler operator in standard compressive sensing theory, the signal can be sampled below the Nyquist rate, and can still be reconstructed via ℓ1 minimization with accuracy using convex optimization. As an added value, there is a GNSS signal acquisition enhancement effect by retaining the useful signal and filtering out noise by projecting the signal into the most significant proper orthogonal modes (PODs) which are the optimal distributions of signal power. The algorithm is validated with real recorded signals, and the results show that the proposed method is effective for sampling, reconstructing intermediate frequency (IF) GNSS signals in the time discrete domain.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.