2021
DOI: 10.1109/tim.2020.3024357
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Predicting the Noise Covariance With a Multitask Learning Model for Kalman Filter-Based GNSS/INS Integrated Navigation

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Cited by 28 publications
(16 citation statements)
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“…Traditional Kalman filtering yields the optimal solution if the noise statistics and noise process is completely defined [102]. These matrices are configured with priori fixed values that do not adapt with the changing surroundings [103]. Ideally, these matrices should change, adapt and update dynamically according to their surroundings and environment.…”
Section: Calculation Of the Update Stagementioning
confidence: 99%
“…Traditional Kalman filtering yields the optimal solution if the noise statistics and noise process is completely defined [102]. These matrices are configured with priori fixed values that do not adapt with the changing surroundings [103]. Ideally, these matrices should change, adapt and update dynamically according to their surroundings and environment.…”
Section: Calculation Of the Update Stagementioning
confidence: 99%
“…Another approach that uses reinforcement learning to adaptively estimate the process-noise covariance matrix was proposed by Gao et al [ 20 ], in which their algorithm used the deep deterministic policy gradient (DDPG) to extract the optimal process-noise covariance matrix estimation from the continuous action space, using an integrated navigation system as the environment and the reverse of the current positioning error as the reward. Wu et al [ 21 ] also proposed a deep learning framework combining a denoising autoencoder and a multitask temporal CNN. Multitask learning was used to optimize the loss for both the process-noise covariance and measurement-noise covariance matrices from KF simultaneously.…”
Section: Related Workmentioning
confidence: 99%
“…Theorem 1. (Bayesian Orthogonality Principle) If the weight function Ω Θ k,l of a linear filter satisfies (12), then the xα k obtained in (11) is called the optimal Bayesian least-squares estimation if and only if the following is the case.…”
Section: Kfpns Frameworkmentioning
confidence: 99%
“…As a result, the problem of designing a robust Kalman filter in practical applications where the knowledge of noise distribution is missing or imprecise is a big challenge for both researchers and developers. The authors of [7][8][9][10][11][12] proposed methods, which include so-called adaptive Kalman filtering, to estimate signal states and noise simultaneously, which works well when there is a lot of data used to obtain certain accurate performances in the entire estimated period. Later on, minimax-based Kalman filters [13][14][15] and finite impulse response Kalman filters [16][17][18][19] were presented.…”
Section: Introductionmentioning
confidence: 99%