An improved adaptive unscented Kalman filter for estimating the states of in‐wheel‐motored electric vehicle

Vehicle state is essential for active safety stability control. However, the accurate measurement of some vehicle states is difficult to achieve without the use of expensive equipment. To improve estimation accuracy in real time, this paper proposes an estimator of vehicle velocity based on the adaptive unscented Kalman filter (AUKF) for an in‐wheel‐motored electric vehicle (IWMEV). Given the merits of an independent drive structure, the tire forces of the IWMEV can be directly calculated through a vehicle dynamic model. Additionally, by means of the normalized innovation square, the validity of vehicle velocity estimation can be detected, and the sliding window length can be adjusted adaptively; thus, the steady‐state error and the dynamic performance of the IWMEV are demonstrated to be simultaneously improved over an alternative approach in comparisons. Then, an adaptive adjustment strategy for the noise covariance matrices is introduced to overcome the impact of parameter uncertainties. The numerically simulated and experimental results prove that the proposed vehicle velocity estimator based on AUKF not only improves estimation accuracy but also possesses strong robustness against parameter uncertainties. The deployment of the estimation algorithm by using a single‐chip microcomputer verifies the strong real‐time performance and easy‐to‐implement characteristics of the proposed algorithm.     

基于自适应无迹卡尔曼滤波的动力电池SOC估计

针对传统无迹卡尔曼滤波(unscented Kalman filter,UKF)算法估计电池SOC时,在未知的干扰噪声条件下滤波精度较低和稳定性较差等问题,基于等效的二阶RC电路模型,提出自适应无迹卡尔曼滤波(adaptive unscented Kalman filter,AUKF)算法.在模型参数辨识的基础上,构建...     

Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty

This paper presents a modified strong tracking unscented Kalman filter (MSTUKF) to address the performance degradation and divergence of the unscented Kalman filter because of process model uncertainty. The MSTUKF adopts the hypothesis testing method to identify process model uncertainty and further introduces a defined suboptimal fading factor into the prediction covariance to decrease the weight of the prior knowledge on filtering solution. The MSTUKF not only corrects the state estimation in the occurrence of process model uncertainty but also avoids the loss of precision for the state estimation in the absence of process model uncertainty. Further, it does not require the cumbersome evaluation of Jacobian matrix involved in the calculation of the suboptimal fading factor. Experimental results and comparison analysis demonstrate the effectiveness of the proposed MSTUKF. Copyright © 2015 John Wiley & Sons, Ltd.     

Nonorthogonal problem in iterated unscented Kalman filter for passive tracking

The iterated unscented Kalman filter (IUKF) is a promising nonlinear tracking algorithm. However, we find that the IUKF has poor performance in tracking accuracy and will diverge easily when the variance of observation noise is large, because the iterated state prediction is nonorthogonal to the current observation after the first iteration. This will increase the proportion of current observation in state estimate and lead to the tendency for the final iteration result to be closer to the observation compared with the optimal solution, which is a phenomenon termed the nonorthogonal problem here. We solve this problem by augmenting the state vector with the process and observation noise vectors and slightly reconstructing the IUKF formula. Simulation results show that the proposed algorithm has better tracking performance than IUKF. © 2013 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

基于改进无迹卡尔曼滤波的短线路同杆并架双回线参数辨识

由于短线路同杆并架双回线通常不采用换位架设,存在线路参数不对称以及参数难以估计的问题.针对该问题,提出了一种基于改进无迹卡尔曼滤波法的短线路同杆并架双回线的参数辨识方法.首先根据短线路同杆并架双回线的特点,建立对应的阻抗模型、导纳模型和量测方程.然后根据量测误差修正量,在线校正量测值和误差方差阵补偿量测噪声.相比于其他...     

动态电压恢复器的无迹卡尔曼滤波检测方法

针对三相三线制系统中动态电压恢复器的信号提取问题,提出了无迹卡尔曼滤波结合数学形态滤波的电压暂降检测方法。在αβ坐标系下建立含电压稳态量和补偿量的基波分量非线性状态空间模型,通过无迹卡尔曼滤波构建状态空间方程,对电压输入信号采用数学形态滤波进行消噪预处理。所提方法实现了对电压稳态量的估计、补偿量的提取及暂降电压正序、负序分量幅值和相位的解耦检测,在动态响应速度及检测可靠性方面具有优越性。仿真结果验证了所提检测方法的正确性和有效性。     

基于长短期记忆网络的UKF动态谐波状态估计

传统动态谐波状态估计的卡尔曼滤波预测步通常以单位阵构建状态空间模型,同时将系统噪声协方差矩阵假设为常数阵,从而导致动态估计预测精度降低,影响动态状态估计模型的滤波性能。为了准确建立谐波状态的空间模型,提出一种基于长短期记忆网络(Long Short-Term Memory, LSTM)的时序预测方法。通过大量历史数据离线训练模拟复杂的状态转移过程,基于历史时刻的滤波估计值预测当前时刻的谐波状态量,有效提高无迹卡尔曼滤波(Unscented Kalman Filter, UKF)中预测模型精度。在改进IEEE34节点三相不平衡系统上进行了测试分析。与传统算法进行对比,结果证明所提出的方法在谐波状态估计精度和鲁棒性方面均表现更好。     

Process fault prognosis using a fuzzy‐adaptive unscented Kalman predictor

By monitoring the future process status via information prediction, process fault prognosis is able to give an early alarm and therefore prevent faults, when the faults are still in their early stages. A fuzzy‐adaptive unscented Kalman filter (FAUKF)‐based predictor is proposed to improve the tracking and forecasting capability for process fault prognosis. The predictor combines the strong tracking concept and fuzzy logic idea. Similar to the standard adaptive unscented Kalman filter (AUKF) that employs an adaptive parameter to correct the estimation error covariance, a Takagi–Sugeno fuzzy logic system is designed to provide a better adaptive parameter for smoothing this regulation. Compared with the standard AUKF, the proposed FAUKF has the same strong tracking ability but does not suffer from the drawback of serious tracking fluctuation. Two simulation examples demonstrate the effectiveness of the proposed predictor. Copyright © 2011 John Wiley & Sons, Ltd.     

Adaptive two‐stage Kalman filter in the presence of unknown random bias

The well‐known conventional Kalman filter gives the optimal solution but requires an accurate system model and exact stochastic information. In a number of practical situations, the system model has unknown bias and the Kalman filter with unknown bias may be degraded or even diverged. The two‐stage Kalman filter (TKF) to consider this problem has been receiving considerable attention for a long time. Until now, the optimal TKF for system with a constant bias or a random bias has been proposed by several researchers. In case of a random bias, the optimal TKF assumes that the information of a random bias is known. But the information of a random bias is unknown or incorrect in general. To solve this problem, this paper proposes two adaptive filters, such as an adaptive fading Kalman filter (AFKF) and an adaptive two‐stage Kalman filter (ATKF). Firstly, the AFKF is designed by using the forgetting factor obtained from the innovation information and the stability of the AFKF is analysed. Secondly, the ATKF to estimate unknown random bias is designed by using the AFKF and the performance of the ATKF is verified by simulation. Copyright © 2006 John Wiley & Sons, Ltd.     

Noise covariance estimation for Kalman filter tuning using Bayesian approach and Monte Carlo

Linear time‐invariant systems play significant role in the control field. A number of methods have been published for identification of the deterministic part of a process. However, identification of the stochastic part has had much less attention. This paper deals with estimation of covariance matrices of the noise entering a linear system. The process and measurement noise covariance matrices are tuning parameters of the Kalman filter, and they affect the quality of the state estimation. The noise covariance matrices are generally not known, and their estimation from the measured data is a challenging task. This paper introduces a method for estimation of the noise covariance matrices using Bayesian approach along with Monte Carlo numerical methods. Performance of the approach is tested on various systems and noise properties. The second part of the paper compares Monte Carlo approach with the recently published methods. The speed of convergence is compared with the Cramér–Rao bounds. Copyright © 2012 John Wiley & Sons, Ltd.     

基于自适应卡尔曼滤波算法的紧组合导航系统的研究

为了提高子滤波器滤波精度和优化信息融合算法,提出一种基于在线调节因子的自适应卡尔曼滤波算法。首先讨论采用卡尔曼滤波技术的理论依据,设计SINS/GPS紧组合导航系统。提出改进的自适应卡尔曼滤波算法,该方法通过构造自适应参数因子,并利用量测噪声协方差阵与自适应参数的比值实现在线修正量测噪声协方差阵。通过MATLAB仿真,与传统基于标准卡尔曼滤波算法的紧组合导航系统相比,其各向位置误差和速度误差均得到明显降低,从而达到提高组合导航定位精度和优化信息融合算法的目的。     

GNSS 多系统 PPP 中强跟踪自适应Kalman 滤波的应用

精密单点定位(precise point positioning, PPP)技术由于操作简单、定位精度高,现已广泛应用于许多领域。针对PPP解算过程中周围环境改变可能带来的观测噪声和多路径效应,传统滤波算法无法解决其导致的精度下降的问题,本文提出一种强跟踪自适应Kalman滤波(strong tracking adaptative Kalman filtering, SAKF)算法,通过引入渐消因子调整预测误差值,同时使用IGGⅢ函数方法重构测量噪声协方差,从而实现PPP解算。实验结果表明,在静态解算时,SAKF定位精度较传统算法提升约20%,在仿动态解算时,SAKF定位精度提升约55%～60%,同时具有更好的收敛稳定性。     

点目标视频跟踪中的噪声自适应卡尔曼滤波器

针对卡尔曼滤波器在实用过程中所遇到的运动模型选择以及噪声给定问题,基于视频点目标的特征,提出了一种点目标视频跟踪中的噪声自适应卡尔曼滤波算法.该算法结合双步动态模型,在滤波过程中根据速度的相关系数调整运动模型参数,使运动模型更加切合实际.此外,该算法结合运动模型以及观测数据对一段时间的过程噪声进行估计,同时基于成像特性,利用单帧图像中灰度值的分布,对单次观测的观测噪声进行实时估计,实现过程噪声和观测噪声的自适应.根据在外场进行的仿真实验和实际跟踪实验结果,文中所提出的方法能够有效地保证跟踪精度.     

双UKF算法及其在感应电机矢量控制中的应用

在无轨迹卡尔曼滤波器(UKF)算法的基础上,建立应用于感应电机矢量控制系统的双UKF算法,实现电机状态和参数的同时观测.电机模型选择以定、转子磁链为状态变量的降阶方程,从而有效避免了数值计算的不稳定性.利用Simulink建立感应电机矢量控制系统,通过仿真比较了双UKF与扩展卡尔曼滤波器(EKF)两种算法的性能.实验结果表明,双UKF算法能有效提高状态估计和参数辨识的精度和收敛速度.     

Robust adaptive unscented Kalman filter for attitude estimation of pico satellites

Unscented Kalman filter (UKF) is a filtering algorithm that gives sufficiently good estimation results for the estimation problems of nonlinear systems even when high nonlinearity is in question. However, in case of system uncertainty or measurement malfunctions, the UKF becomes inaccurate and diverges by time. This study introduces a fault‐tolerant attitude estimation algorithm for pico satellites. The algorithm uses a robust adaptive UKF, which performs correction for the process noise covariance (Q‐adaptation) or measurement noise covariance (R‐adaptation) depending on the type of the fault. By the use of a newly proposed adaptation scheme for the conventional UKF algorithm, the fault is detected and isolated, and the essential adaptation procedure is followed in accordance with the fault type. The proposed algorithm is tested as a part of the attitude estimation algorithm of a pico satellite. Copyright © 2013 John Wiley & Sons, Ltd.     

Distributed Kalman filters with adaptive strategy for linear time‐varying interconnected systems

We consider the problem of distributed state estimation over a sensor network in which a set of nodes collaboratively estimates the state of a continuous‐time linear time‐varying system. In particular, our work focuses on the benefits of weight adaptation of the interconnection gains in distributed Kalman filters. To this end, an adaptation strategy is proposed with the adaptive laws derived via a Lyapunov‐redesign approach. The justification for the gain adaptation stems from a desire to adapt the pairwise difference of state estimates as a function of their agreement, thereby enforcing an interconnection‐dependent gain. In the proposed scheme, an adaptive gain for each pairwise difference of the interconnection terms is used in order to address edge‐dependent differences in the state estimates. Accounting for node‐specific differences, a special case of the scheme is also presented, where it uses a single adaptive gain in each node estimate and which uniformly penalizes all pairwise differences of state estimates in the interconnection term. The filter gains can be designed either by standard Kalman filter or Luenberger observer to construct the adaptive distributed Kalman filter or adaptive distributed Luenberger observer. Stability of the schemes has been shown, and it is not restricted by the graph topology and therefore the schemes are applicable to both directed and undirected graphs. The proposed algorithms offer a significant reduction in communication costs associated with information flow by the nodes. Finally, numerical studies are presented to illustrate the performance and effectiveness of the proposed adaptive distributed Kalman filters. Copyright © 2015 John Wiley & Sons, Ltd.     

Constructing numerically stable Kalman filter‐based algorithms for gradient‐based adaptive filtering

This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning systems in many areas of research. The AF schemes consist of a recursive optimization procedure to identify the uncertain system parameters by minimizing an appropriate defined performance index and the application of the Kalman filter (KF) for dynamic positioning purpose. The use of gradient‐based optimization methods in the AF computational schemes yields to a set of the filter sensitivity equations and a set of matrix Riccati‐type sensitivity equations. The filter sensitivities evaluation is usually carried out by the conventional KF, which is known to be numerically unstable, and its derivatives with respect to unknown system parameters. Recently, a novel square‐root approach for the gradient‐based AF by the method of the maximum likelihood has been proposed. In this paper, we show that various square‐root AF schemes can be derived from only two main theoretical results. This elegant and simple computational technique replaces the standard methodology based on direct differentiation of the conventional KF equations (with their inherent numerical instability) by advanced square‐root filters (and its derivatives as well). As a result, it improves the robustness of the computations against round off errors and leads to accurate variants of the gradient‐based AFs. Additionally, such methods are ideal for simultaneous state estimation and parameter identification because all values are computed in parallel. The numerical experiments are given. Copyright © 2015 John Wiley & Sons, Ltd.     

Decentralized unscented Kalman filter based on a consensus algorithm for multi-area dynamic state estimation in power systems

A decentralized unscented Kalman filter (UKF) method based on a consensus algorithm for multi-area power system dynamic state estimation is presented in this paper. The overall system is split into a certain number of non-overlapping areas. Firstly, each area executes its own dynamic state estimation based on local measurements by using the UKF. Next, the consensus algorithm is required to perform only local communications between neighboring areas to diffuse local state information. Finally, according to the global state information obtained by the consensus algorithm, the UKF is run again for each area. Its performance is compared with the distributed UKF without consensus algorithm on the IEEE 14-bus and 118-bus systems. The low communication requirements and high estimation accuracy of the decentralized UKF make it an alternative solution to the multi-area power system dynamic state estimation.     

基于自适应SRUKF算法的电力系统动态谐波状态估计

针对传统无迹卡尔曼滤波(unscented kalman filter, UKF)谐波状态估计算法存在时变噪声和异常数据时估计准确度较差的情况,提出了一种基于自适应平方根无迹卡尔曼滤波(square-root UKF, SRUKF)的电力系统谐波状态估计算法。首先,针对时变噪声干扰,引入改进的Sage-Husa噪声估计方法实时估计噪声协方差。其次,针对异常数据干扰,引入异常数据修正方法,通过修正系数来降低异常数据对状态估计结果的影响。最后,通过搭建IEEE14节点系统验证自适应SRUKF算法的估计性能,能够有效地应用于电力系统的动态谐波状态估计。仿真结果表明,该算法在时变噪声和异常数据干扰时仍具有良好的估计性能。