Low-cost adaptive square-root cubature Kalman filter for systems with process model uncer tainty

来源 :Journal of Systems Engineering and Electronics | 被引量 : 0次 | 上传用户:meiwanmeiliao2
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A novel low-cost adaptive square-root cubature Kalman filter(LCASCKF) is proposed to enhance the robustness of process models while only increasing the computational load slightly.It is well-known that the Kalman filter cannot handle uncertainties in a process model, such as initial state estimation errors, parameter mismatch and abrupt state changes. These uncertainties severely affect filter performance and may even provoke divergence. A strong tracking filter(STF), which utilizes a suboptimal fading factor, is an adaptive approach that is commonly adopted to solve this problem. However, if the strong tracking SCKF(STSCKF)uses the same method as the extended Kalman filter(EKF) to introduce the suboptimal fading factor, it greatly increases the computational load. To avoid this problem, a low-cost introductory method is proposed and a hypothesis testing theory is applied to detect uncertainties. The computational load analysis is performed by counting the total number of floating-point operations and it is found that the computational load of LCASCKF is close to that of SCKF. Experimental results prove that the LCASCKF performs as well as STSCKF, while the increase in computational load is much lower than STSCKF. A novel low-cost adaptive square-root cubature Kalman filter (LCASCKF) is proposed to enhance the robustness of process models while only increasing the computational load slightly. It is well-known that the Kalman filter can not handle uncertainties in a process model, such as constitutive errors, parameter mismatch and abrupt state changes. These constucts a suboptimal fading factor, is an adaptive approach that is often adopted to solve this problem. However, if the strong tracking SCKF (STSCKF) uses the same method as the extended Kalman filter (EKF) to introduce the suboptimal fading factor, it greatly increases the computational load. To avoid this problem, a low-cost introductory method is proposed and a hypothesis testing theory is applied to detect uncertainties. The computational load analysis is performed by counting the total number of floating-poin t operations and it is found that the computational load of LCASCKF is close to that of SCKF.
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