2007
DOI: 10.1108/00022660710780614
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An adaptive unscented Kalman filter for quaternion‐based orientation estimation in low‐cost AHRS

Abstract: PurposeThis paper aims to develop an adaptive unscented Kalman filter (AUKF) formulation for orientation estimation of aircraft and UAV utilizing low‐cost attitude and heading reference systems (AHRS).Design/methodology/approachA recursive least‐square algorithm with exponential age weighting in time is utilized for estimation of the unknown inputs. The proposed AUKF tunes its measurement covariance to yield optimal performance. Owing to nonlinear nature of the dynamic model as well as the measurement equation… Show more

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Cited by 28 publications
(21 citation statements)
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“…Different from [ 2 ], which proposed an adaptive EKF algorithm, for the UKF, modified measurement noise error covariance matrices are adaptively updated as: where is calculated as: where . The denotes the sigma-points drawn from the UKF a posterior estimates.…”
Section: Quaternion-based Ins/gnss Integrationmentioning
confidence: 99%
See 1 more Smart Citation
“…Different from [ 2 ], which proposed an adaptive EKF algorithm, for the UKF, modified measurement noise error covariance matrices are adaptively updated as: where is calculated as: where . The denotes the sigma-points drawn from the UKF a posterior estimates.…”
Section: Quaternion-based Ins/gnss Integrationmentioning
confidence: 99%
“…The integration of Global Navigation Satellite System (GNSS) and Inertial Navigation System (INS) is widely used for positioning and attitude determination for vehicles. The development of micro-electromechanical system (MEMS) technology has brought low-cost INS/GNSS integration approaches into practice [ 2 , 3 ]. A growing number of research groups are developing integrated navigation systems utilizing INS and GNSS due to the complementary nature of INS and GNSS principles.…”
Section: Introductionmentioning
confidence: 99%
“…[4], [5], [6], [7], [8]. This approach is characterized by a set of sample (sigma) points, which are used to approximate a Gaussian probability distribution; whereas, the well known Extended Kalman Filter (EKF) is distinguished by the fact that it uses a linearization of the nonlinear model equations around the current estimate.…”
Section: Introductionmentioning
confidence: 99%
“…Similar to the EKF, the unscented Kalman filter (UKF) [ 10 17 ] focuses on approximating the prediction probability characteristics and use the standard minimum mean square error estimator. The UKF has been developed in the context of state estimation of dynamic systems as a nonlinear distribution (or densities in the continuous case) approximation method.…”
Section: Introductionmentioning
confidence: 99%