Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userTowards Robust State Estimation by Boosting the Maximum Correntropy Criterion Kalman Filter with Adaptive Behaviors
119
0
0.0
(
0
)
Added by
Seyed Fakoorian
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust to corrupted measurements, such as those containing jumps or general non-Gaussian noise, and is able to modify filter parameters online to improve performance. Two separate methods are developed -- the Variational Bayesian AMCCKF (VB-AMCCKF) and Residual AMCCKF (R-AMCCKF) -- that modify the process and measurement noise models in addition to the bandwidth of the kernel function used in MCCKF based on the quality of measurements received. The two approaches differ in computational complexity and overall performance which is experimentally analyzed. The method is demonstrated in real experiments on both aerial and ground robots and is part of the solution used by the COSTAR team participating at the DARPA Subterranean Challenge.
rate research
Read More
The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than approximating a non-linear function. Applying the UT to a Kalman filter type estimator leads to the well-known unscented Kalman filter (UKF). Although the UKF works very well in Gaussian noises, its performance may deteriorate significantly when the noises are non-Gaussian, especially when the system is disturbed by some heavy-tailed impulsive noises. To improve the robustness of the UKF against impulsive noises, a new filter for nonlinear systems is proposed in this work, namely the maximum correntropy unscented filter (MCUF). In MCUF, the UT is applied to obtain the prior estimates of the state and covariance matrix, and a robust statistical linearization regression based on the maximum correntropy criterion (MCC) is then used to obtain the posterior estimates of the state and covariance. The satisfying performance of the new algorithm is confirmed by two illustrative examples.
We consider the robust filtering problem for a nonlinear state-space model with outliers in measurements. To improve the robustness of the traditional Kalman filtering algorithm, we propose in this work two robust filters based on mixture correntropy, especially the double-Gaussian mixture correntropy and Laplace-Gaussian mixture correntropy. We have formulated the robust filtering problem by adopting the mixture correntropy induced cost to replace the quadratic one in the conventional Kalman filter for measurement fitting errors. In addition, a tradeoff weight coefficient is introduced to make sure the proposed approaches can provide reasonable state estimates in scenarios where measurement fitting errors are small. The formulated robust filtering problems are iteratively solved by utilizing the cubature Kalman filtering framework with a reweighted measurement covariance. Numerical results show that the proposed methods can achieve a performance improvement over existing robust solutions.
Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2) inaccurate initial filter gain, and 3) non-Gaussian process and/or measurement noise. In this paper, we leverage reinforcement learning to compensate for the classical extended Kalman filter estimation, i.e., to learn the filter gain from the sensor measurements. We also analyse the convergence of the estimate error. The effectiveness of the proposed algorithm is validated on both simulated data and real data.
Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition noise and measurement variance. Embedding a Kalman Filter (KF) or any of its extensions such as extended and unscented Kalman filters with the optical tracker resolves this issue by reducing the estimation variance and regularizing the temporal behavior. However, the current rigid-body KF implementations are computationally burdensome and hence, takes long execution time which hinders real-time surgical tracking. This paper introduces a fast and computationally efficient implementation of linear KF to improve the measurement accuracy of an optical tracking system with high temporal resolution. Instead of the surgical tool as a whole, our KF framework tracks each individual fiducial mounted on it using a Newtonian model. In addition to simulated dataset, we validate our technique against real data obtained from a high frame-rate commercial optical tracking system. The proposed KF framework substantially stabilizes the tracking behavior in all of our experiments and reduces the mean-squared error (MSE) from the order of $10^{-2}$ $mm^{2}$ to $10^{-4}$ $mm^{2}$.
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this algorithm cannot function in real time. Thus, we propose a new method that can be used to estimate the transition matrices and the states of the system in real time. The proposed method uses three ideas: estimation in an observation space, a time-invariant interval, and an online learning framework. Applied to damped oscillation model, we have obtained extraordinary performance to estimate the matrices. In addition, by introducing localization and spatial uniformity to the proposed method, we have demonstrated that noise can be reduced in high-dimensional spatio-temporal data. Moreover, the proposed method has potential for use in areas such as weather forecasting and vector field analysis.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
