Extended Kalman Filter (EKF) algorithm is widely used in GPS positioning and velocity measurement. As for EKF algorithm, the approximate initial position of the receiver is indispensable; otherwise the time consumption of the first positioning is too high because of the filter’s low convergence rate. A modified EKF algorithm named delayed update EKF (DU-EKF) algorithm for GPS point dynamic posi...

In this paper a quaternion-based Variable-State-Dimension Extended Kalman Filter (VSD-EKF) is developed for estimating the three-dimensional orientation of a rigid body using the measurements from an Inertial Measurement Unit (IMU) integrated with a triaxial magnetic sensor. Gyro bias and magnetic disturbances are modeled and compensated by including them in the filter state vector. The VSD-EKF...

In this work, we study the inconsistency problem of EKF-based SLAM from the perspective of observability. We analytically prove that when the Jacobians of the process and measurement models are evaluated at the latest state estimates during every time step, the linearized error-state system employed in the EKF has observable subspace of dimension higher than that of the actual, nonlinear, SLAM ...

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...

In this paper, we investigate the consistency of extended Kalman filter (EKF)-based cooperative localization (CL) from the perspective of observability. To the best of our knowledge, this is the first work that analytically shows that the error-state system model employed in the standard EKF-based CL always has an observable subspace of higher dimension than that of the actual nonlinear CL syst...

Extended Kalman Filtering (EKF) is a nonlinear dynamic data reconciliation (NDDR) method. One of its main advantages is its suitability for on-line applications. This paper presents an on-line NDDR method using EKF. It is implemented for two case studies, temperature measurements of a distillation column and concentration measurements of a CSTR. In each time step, random numbers with zero m...

In this paper measurements from a monocular vision system are fused with inertial/magnetic measurements from an Inertial Measurement Unit (IMU) rigidly connected to the camera. Two Extended Kalman filters (EKFs) were developed to estimate the pose of the IMU/camera sensor moving relative to a rigid scene (ego-motion), based on a set of fiducials. The two filters were identical as for the state ...

In this paper, EKF Based A-SLAM concept is discussed in detail by presenting the formulas and MATLAB Simulink model, along with results. The UAV kinematic model and state-observation models for the EKF Based A-SLAM are developed to analyze the consistency. The covariance value caused by the EKF structure is analyzed. This value was calculated by filtering with error between the UAV’s actual and...