A new AUV navigation system exploiting unscented Kalman filter

A new AUV navigation system exploiting unscented Kalman filter

The development of precise and robust navigation strategies for Autonomous Underwater Vehicles (AUVs) is fundamental to reach the high level of performance required by complex underwater tasks, often including more than one AUV. One of the main factors affecting the accuracy of AUVs navigation systems is the algorithm used to estimate the vehicle motion, usually based on kinematic vehicle model...

The Unscented Kalman Filter

In this book, the extended Kalman filter (EKF) has been used as the standard technique for performing recursive nonlinear estimation. The EKF algorithm, however, provides only an approximation to optimal nonlinear estimation. In this chapter, we point out the underlying assumptions and flaws in the EKF, and present an alternative filter with performance superior to that of the EKF. This algorit...

Modified Unscented Kalman Filter for a Multirate INS / GPS Integrated Navigation System

© 2013 Munkhzul Enkhtur et al. 943 Instead of the extended Kalman filter, the unscented Kalman filter (UKF) has been used in nonlinear systems without initial accurate state estimates over the last decade because the UKF is robust against large initial estimation errors. However, in a multirate integrated system, such as an inertial navigation system (INS)/Global Positioning System (GPS) integr...

The Unscented Kalman Filter Code

Equation (1) is called the measurement equation. It relates the measured observable variables that provide information on αt. We use Zt ∈ M (pt ×m) to denote the matrix of factor loadings. The Ht ∈M (pt × pt) matrix is the variance-covariance matrix of the measurement noise vector, εt. Equation (2) is called the transition equation. We use Gt ∈ M (m×m) to denote the matrix of factor coefficient...

A New Multiplicative Unscented Kalman Filter for Attitude Estimation