Kalman filter is a well known adaptive filtering Algorithm, widely used for target tracking applications. When the system model and measurements are non linear, variation of Kalman filter like extended Kalman filter (EKF) and Unscented Kalman filters (UKF) are used. For obtaining reliable estimate of the target state, filter has to be tuned before the operation (off line).Tuning an UKF is the p...

Vehicle motion trajectory prediction is the basis of vehicle collision early warning or conflict resolution. In order to improve accuracy prediction, a method based on “current” statistical (CS) model and cubature Kalman filter (CKF) proposed. This considers acceleration variation rules in actual process state equation, so that estimated value can be consistent with real range. condition overco...

Accurate position and velocity estimation of a re-entry vehicle is essential for realizing its deviation from the desired descent trajectory and providing necessary guidance command in real-time. Generally the Extended Kalman Filter (EKF) is utilized for position and velocity estimation of a space vehicle. However, in the EKF the error covariance is predicted by linearizing the non-linear dynam...

In a series of recent studies a new approach for applying the Kalman filter to nonlinear system, referred to as Unscented Kalman filter (UKF), was proposed. In this contribution we apply the UKF to several speech processing problems, in which a model with unknown parameters is given to the measured signals. We show that the nonlinearity arises naturally in these problems. Preliminary simulation...

This paper describes a new approach for mobile robot navigation using an interval analysis based adaptive mechanism for an Unscented Kalman filter. The robot is equipped with inertial sensors, encoders and ultrasonic sensors. The map used for this study is two-dimensional and it is assumed to be known a-priori. Multiple sensor fusion for robot localisation and navigation has attracted a lot of ...

Recurrent neural networks (RNNs) trained with gradient-based algorithms such as real-time recurrent learning or back-propagation through time have a drawback of slow convergence rate. These algorithms also need the derivative calculation through the error back-propagation process. In this paper, a derivative-free Kalman filter, so called the unscented Kalman filter (UKF), for training a fully c...

This paper presents sensor data fusion using Unscented Kalman Filter (UKF) to implement high performance vestibulo-ocular reflex (VOR) based vision tracking system for mobile robots. Information from various sensors is required to be integrated using an efficient sensor fusion algorithm to achieve a continuous and robust vision tracking system. We use data from low cost accelerometer, gyroscope...

We consider the problem of nonlinear filtering under the circumstance of unknown covariance statistic of the measurement noise. A novel adaptive unscented Kalman filter (UKF) integrating variational Bayesian methods and fuzzy logic techniques is proposed in this paper. It is called fuzzy adaptive variational Bayesian UKF (FAVBUKF). Firstly, the sufficient statistics of the measurement noise var...

Purpose – The purpose of this paper is to estimate aerodynamic parameters accurately from flight data in the presence of unknown noise characteristics. Design/methodology/approach – The introduced adaptive filter scheme is composed of two parallel UKFs. At every time-step, the master UKF estimates the states and parameters using the noise covariance obtained by the slave UKF, while the slave UK...