2016
DOI: 10.1017/s0373463316000564
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Robust Adaptive Kalman Filtering – a method based on quasi-accurate detection and plant noise variance–covariance matrix tuning

Abstract: In this paper, we propose an algorithm for tuning both the kinematic and measurement noise Variance–Covariance (VCV) matrices to produce a more robust and adaptive Kalman filter. The proposed algorithm simultaneously considers both observation outliers and abrupt changes. This algorithm may be divided into two basic parts: 1. Robust estimation, from which the position components of the filtering estimates and the equivalent weight factor matrix can be obtained; and 2. Adaptive estimation, from which the adapti… Show more

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Cited by 9 publications
(6 citation statements)
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“…It is known that the noise covariance is related to the environment but the parameters are preset empirically [25] [33]. In the future work, a mathematical model of cognitive radar along with a new cost function is deserved to be built jointly by combining more variables, wherein the tuning parameters in the noise covariance update equation can be adaptive to the changing environment in real-time.…”
Section: Discussionmentioning
confidence: 99%
“…It is known that the noise covariance is related to the environment but the parameters are preset empirically [25] [33]. In the future work, a mathematical model of cognitive radar along with a new cost function is deserved to be built jointly by combining more variables, wherein the tuning parameters in the noise covariance update equation can be adaptive to the changing environment in real-time.…”
Section: Discussionmentioning
confidence: 99%
“…In Equation (15), the dynamic lever-arm is undetermined in acceleration matching-based TA, and is usually treated as a measurement error. When processing TA with KF, the algorithm is converges well only when the measurement error is a white noise [ 27 , 28 ]. In other words, when the measurement error is colored noise, an estimation error will occur in KF.…”
Section: Methodsmentioning
confidence: 99%
“…A loosely coupled GPS/INS integration that tuned its R of the Kalman filter by the innovation/residual between the measurement and propagation is proposed [31]. To improve the residual-based adaptive Kalman filter (AKF), a quasi-accurate detection method is proposed to solve the noise generated by abrupt motion changes [32]. Hajiyev and Soken developed a robust AKF to isolate sensor/actuator faults by assigning multiple adaptive factors for both Q and R [33].…”
Section: Introductionmentioning
confidence: 99%