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Keywords = spherical radial cubature Kalman filter

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29 pages, 3690 KiB  
Article
Application of the Adaptive Mixed-Order Cubature Particle Filter Algorithm Based on Matrix Lie Group Representation for the Initial Alignment of SINS
by Ning Wang and Fanming Liu
Information 2025, 16(5), 416; https://doi.org/10.3390/info16050416 - 20 May 2025
Viewed by 371
Abstract
Under large azimuth misalignment conditions, the initial alignment of strapdown inertial navigation systems (SINS) is challenged by the nonlinear characteristics of the error model. Traditional particle filter (PF) algorithms suffer from the inappropriate selection of importance density functions and severe particle degeneration, which [...] Read more.
Under large azimuth misalignment conditions, the initial alignment of strapdown inertial navigation systems (SINS) is challenged by the nonlinear characteristics of the error model. Traditional particle filter (PF) algorithms suffer from the inappropriate selection of importance density functions and severe particle degeneration, which limit their applicability in high-precision navigation. To address these limitations, this paper proposes an adaptive mixed-order spherical simplex-radial cubature particle filter (MLG-AMSSRCPF) algorithm based on matrix Lie group representation. In this approach, attitude errors are represented on the matrix Lie group SO(3), while velocity errors and inertial sensor biases are retained in Euclidean space. Efficient bidirectional conversion between Euclidean and manifold spaces is achieved through exponential and logarithmic maps, enabling accurate attitude estimation without the need for Jacobian matrices. A hybrid-order cubature transformation is introduced to reduce model linearization errors, thereby enhancing the estimation accuracy. To improve the algorithm’s adaptability in dynamic noise environments, an adaptive noise covariance update mechanism is integrated. Meanwhile, the particle similarity is evaluated using Euclidean distance, allowing the dynamic adjustment of particle numbers to balance the filtering accuracy and computational load. Furthermore, a multivariate Huber loss function is employed to adaptively adjust particle weights, effectively suppressing the influence of outliers and significantly improving the robustness of the filter. Simulation and the experimental results validate the superior performance of the proposed algorithm under moving-base alignment conditions. Compared with the conventional cubature particle filter (CPF), the heading accuracy of the MLG-AMSSRCPF algorithm was improved by 31.29% under measurement outlier interference and by 39.79% under system noise mutation scenarios. In comparison with the unscented Kalman filter (UKF), it yields improvements of 58.51% and 58.82%, respectively. These results demonstrate that the proposed method substantially enhances the filtering accuracy, robustness, and computational efficiency of SINS, confirming its practical value for initial alignment in high-noise, complex dynamic, and nonlinear navigation systems. Full article
(This article belongs to the Section Artificial Intelligence)
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17 pages, 2045 KiB  
Article
Iterated Orthogonal Simplex Cubature Kalman Filter and Its Applications in Target Tracking
by Zhaoming Li, Xinyan Yang, Lei Li and Hang Chen
Appl. Sci. 2024, 14(1), 392; https://doi.org/10.3390/app14010392 - 31 Dec 2023
Cited by 4 | Viewed by 1388
Abstract
In order to increase a nonlinear system’s state estimate precision, an iterated orthogonal simplex cubature Kalman filter (IOSCKF) is presented in this study for target tracking. The Gaussian-weighted integral is decomposed into a spherical integral and a radial integral, which are approximated using [...] Read more.
In order to increase a nonlinear system’s state estimate precision, an iterated orthogonal simplex cubature Kalman filter (IOSCKF) is presented in this study for target tracking. The Gaussian-weighted integral is decomposed into a spherical integral and a radial integral, which are approximated using the spherical simplex-radial rule and second-order Gauss–Laguerre quadrature rule, respectively, and result in the novel simplex cubature rule. To decrease the high-order error terms, cubature points with appropriate weights are taken from the cubature rule and processed using the provided orthogonal matrix. The structure supporting the nonlinear Kalman filter incorporates the altered points and weights and the calculation steps; from this, the updated time and measurement can be inferred. The Gauss–Newton iteration is employed repeatedly to adjust the measurement update until the termination condition is met and the IOSCKF is attained. The proposed algorithms are applied in target tracking, including CV target tracking and spacecraft orbit tracking, and the simulation results reveal that the IOSCKF can achieve higher accuracy compared to the CKF, SCKF, and OSCKF. In spacecraft orbit tracking simulation, compared with the SCKF, the position tracking accuracy and velocity tracking accuracy of the OSCKF are increased by 2.21% and 1.94%, respectively, which indicates that the orthogonal transformation can improve the tracking accuracy. Furthermore, compared with the OSCKF, the position tracking accuracy and velocity tracking accuracy of the IOSCKF are increased by 2.71% and 2.97%, respectively, which indicates that the tracking accuracy can be effectively improved by introducing iterative calculation into the measurement equation, thus verifying the effectiveness of the method presented in this paper. Full article
(This article belongs to the Special Issue Recent Advances and Application of Image Processing)
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26 pages, 1759 KiB  
Article
Design of Nonlinear Autoregressive Exogenous Model Based Intelligence Computing for Efficient State Estimation of Underwater Passive Target
by Wasiq Ali, Wasim Ullah Khan, Muhammad Asif Zahoor Raja, Yigang He and Yaan Li
Entropy 2021, 23(5), 550; https://doi.org/10.3390/e23050550 - 29 Apr 2021
Cited by 13 | Viewed by 2909
Abstract
In this study, an intelligent computing paradigm built on a nonlinear autoregressive exogenous (NARX) feedback neural network model with the strength of deep learning is presented for accurate state estimation of an underwater passive target. In underwater scenarios, real-time motion parameters of passive [...] Read more.
In this study, an intelligent computing paradigm built on a nonlinear autoregressive exogenous (NARX) feedback neural network model with the strength of deep learning is presented for accurate state estimation of an underwater passive target. In underwater scenarios, real-time motion parameters of passive objects are usually extracted with nonlinear filtering techniques. In filtering algorithms, nonlinear passive measurements are associated with linear kinetics of the target, governing by state space methodology. To improve tracking accuracy, effective feature estimation and minimizing position error of dynamic passive objects, the strength of NARX based supervised learning is exploited. Dynamic artificial neural networks, which contain tapped delay lines, are suitable for predicting the future state of the underwater passive object. Neural networks-based intelligence computing is effectively applied for estimating the real-time actual state of a passive moving object, which follows a semi-curved path. Performance analysis of NARX based neural networks is evaluated for six different scenarios of standard deviation of white Gaussian measurement noise by following bearings only tracking phenomena. Root mean square error between estimated and real position of the passive target in rectangular coordinates is computed for evaluating the worth of the proposed NARX feedback neural network scheme. The Monte Carlo simulations are conducted and the results certify the capability of the intelligence computing over conventional nonlinear filtering algorithms such as spherical radial cubature Kalman filter and unscented Kalman filter for given state estimation model. Full article
(This article belongs to the Special Issue Entropy and Information Theory in Acoustics II)
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19 pages, 1011 KiB  
Article
Application of Spherical-Radial Cubature Bayesian Filtering and Smoothing in Bearings Only Passive Target Tracking
by Wasiq Ali, Yaan Li, Zhe Chen, Muhammad Asif Zahoor Raja, Nauman Ahmed and Xiao Chen
Entropy 2019, 21(11), 1088; https://doi.org/10.3390/e21111088 - 7 Nov 2019
Cited by 12 | Viewed by 3379
Abstract
In this paper, an application of spherical radial cubature Bayesian filtering and smoothing algorithms is presented to solve a typical underwater bearings only passive target tracking problem effectively. Generally, passive target tracking problems in the ocean environment are represented with the state-space model [...] Read more.
In this paper, an application of spherical radial cubature Bayesian filtering and smoothing algorithms is presented to solve a typical underwater bearings only passive target tracking problem effectively. Generally, passive target tracking problems in the ocean environment are represented with the state-space model having linear system dynamics merged with nonlinear passive measurements, and the system is analyzed with nonlinear filtering algorithms. In the present scheme, an application of spherical radial cubature Bayesian filtering and smoothing is efficiently investigated for accurate state estimation of a far-field moving target in complex ocean environments. The nonlinear model of a Kalman filter based on a Spherical Radial Cubature Kalman Filter (SRCKF) and discrete-time Kalman smoother known as a Spherical Radial Cubature Rauch–Tung–Striebel (SRCRTS) smoother are applied for tracking the semi-curved and curved trajectory of a moving object. The worth of spherical radial cubature Bayesian filtering and smoothing algorithms is validated by comparing with a conventional Unscented Kalman Filter (UKF) and an Unscented Rauch–Tung–Striebel (URTS) smoother. Performance analysis of these techniques is performed for white Gaussian measured noise variations, which is a significant factor in passive target tracking, while the Bearings Only Tracking (BOT) technology is used for modeling of a passive target tracking framework. Simulations based experiments are executed for obtaining least Root Mean Square Error (RMSE) among a true and estimated position of a moving target at every time instant in Cartesian coordinates. Numerical results endorsed the validation of SRCKF and SRCRTS smoothers with better convergence and accuracy rates than that of UKF and URTS for each scenario of passive target tracking problem. Full article
(This article belongs to the Special Issue Entropy and Information Theory in Acoustics)
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22 pages, 5764 KiB  
Article
An Improved Strong Tracking Cubature Kalman Filter for GPS/INS Integrated Navigation Systems
by Kaiqiang Feng, Jie Li, Xi Zhang, Xiaoming Zhang, Chong Shen, Huiliang Cao, Yanyu Yang and Jun Liu
Sensors 2018, 18(6), 1919; https://doi.org/10.3390/s18061919 - 12 Jun 2018
Cited by 45 | Viewed by 5384
Abstract
The cubature Kalman filter (CKF) is widely used in the application of GPS/INS integrated navigation systems. However, its performance may decline in accuracy and even diverge in the presence of process uncertainties. To solve the problem, a new algorithm named improved strong tracking [...] Read more.
The cubature Kalman filter (CKF) is widely used in the application of GPS/INS integrated navigation systems. However, its performance may decline in accuracy and even diverge in the presence of process uncertainties. To solve the problem, a new algorithm named improved strong tracking seventh-degree spherical simplex-radial cubature Kalman filter (IST-7thSSRCKF) is proposed in this paper. In the proposed algorithm, the effect of process uncertainty is mitigated by using the improved strong tracking Kalman filter technique, in which the hypothesis testing method is adopted to identify the process uncertainty and the prior state estimate covariance in the CKF is further modified online according to the change in vehicle dynamics. In addition, a new seventh-degree spherical simplex-radial rule is employed to further improve the estimation accuracy of the strong tracking cubature Kalman filter. In this way, the proposed comprehensive algorithm integrates the advantage of 7thSSRCKF’s high accuracy and strong tracking filter’s strong robustness against process uncertainties. The GPS/INS integrated navigation problem with significant dynamic model errors is utilized to validate the performance of proposed IST-7thSSRCKF. Results demonstrate that the improved strong tracking cubature Kalman filter can achieve higher accuracy than the existing CKF and ST-CKF, and is more robust for the GPS/INS integrated navigation system. Full article
(This article belongs to the Section Physical Sensors)
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13 pages, 2293 KiB  
Article
Orthogonal Simplex Chebyshev-Laguerre Cubature Kalman Filter Applied in Nonlinear Estimation Systems
by Zhuowei Liu, Shuxin Chen, Hao Wu and Fang Liang
Appl. Sci. 2018, 8(6), 863; https://doi.org/10.3390/app8060863 - 24 May 2018
Cited by 1 | Viewed by 3025
Abstract
To further improve the filtering accuracy in nonlinear estimation systems, a nonlinear filter, called the orthogonal simplex Chebyshev-Laguerre cubature Kalman filter (OSCL-CKF), is proposed. The filter is built within the cubature Kalman filter framework, which transforms the multidimensional, Gaussian weighted integral into a [...] Read more.
To further improve the filtering accuracy in nonlinear estimation systems, a nonlinear filter, called the orthogonal simplex Chebyshev-Laguerre cubature Kalman filter (OSCL-CKF), is proposed. The filter is built within the cubature Kalman filter framework, which transforms the multidimensional, Gaussian weighted integral into a spherical-radial coordinate system. In the spherical integral, an orthogonal method is introduced to the third-degree spherical simplex rule, and then the nonlocal sampling effects can be reduced by tuning the high order interference terms. In the radial integral, the quadrature points and corresponding weights are determined according to the Chebyshev-Laguerre (CL) equation, which enables the nonlinear filter to improve the precision by the order of the CL polynomial. Numerical results show that the proposed filter outperforms the conventional algorithms. Full article
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12 pages, 1182 KiB  
Article
Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking
by Hua Liu and Wen Wu
Sensors 2017, 17(6), 1374; https://doi.org/10.3390/s17061374 - 13 Jun 2017
Cited by 27 | Viewed by 7745
Abstract
For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of [...] Read more.
For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF). Full article
(This article belongs to the Section Physical Sensors)
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13 pages, 804 KiB  
Article
Strong Tracking Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking
by Hua Liu and Wen Wu
Sensors 2017, 17(4), 741; https://doi.org/10.3390/s17040741 - 31 Mar 2017
Cited by 38 | Viewed by 5284
Abstract
Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed [...] Read more.
Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed in this paper. The proposed algorithm uses the spherical simplex-radial (SSR) rule to obtain a higher accuracy than cubature Kalman filter (CKF) algorithm. Meanwhile, by introducing strong tracking filter (STF) into SSRCKF and modifying the predicted states’ error covariance with a time-varying fading factor, the gain matrix is adjusted on line so that the robustness of the filter and the capability of dealing with uncertainty factors is improved. In this way, the proposed algorithm has the advantages of both STF’s strong robustness and SSRCKF’s high accuracy. Finally, a maneuvering target tracking problem with abrupt state changes is used to test the performance of the proposed filter. Simulation results show that the STSSRCKF algorithm can get better estimation accuracy and greater robustness for maneuvering target tracking. Full article
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22 pages, 6326 KiB  
Article
Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems
by Chien-Hao Tseng, Sheng-Fuu Lin and Dah-Jing Jwo
Sensors 2016, 16(8), 1167; https://doi.org/10.3390/s16081167 - 26 Jul 2016
Cited by 42 | Viewed by 7637
Abstract
This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied [...] Read more.
This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches. Full article
(This article belongs to the Special Issue Advances in Multi-Sensor Information Fusion: Theory and Applications)
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