Kalman and particle filtering methods for full vehicle and tyre identification

This paper considers identification of all significant vehicle handling dynamics of a test vehicle, including identification of a combined-slip tyre model, using only those sensors currently available on most vehicle controller area network buses. Using an appropriately simple but efficient model structure, all of the independent parameters are found from test vehicle data, with the resulting model accuracy demonstrated on independent validation data. The paper extends previous work on augmented Kalman Filter state estimators to concentrate wholly on parameter identification. It also serves as a review of three alternative filtering methods; identifying forms of the unscented Kalman filter, extended Kalman filter and particle filter are proposed and compared for effectiveness, complexity and computational efficiency. All three filters are suited to applications of system identification and the Kalman Filters can also operate in real-time in on-line model predictive controllers or estimators

Adaptive Optimal Control of Faulty Nonlinear DC Microgrids with Constant Power Loads: Dual-Extended Kalman Filter Approach

This article investigates the problem of estimating actuator fault and states and controlling the bus voltage in direct current microgrids (DC MGs) with linear and nonlinear constant power loads (CPLs). It is considered that the DC MG states are not fully measurable and the utilized sensors are not ideal and noisy. Additionally, the actuator fault occurs and it is modeled as an additive term in the power system dynamics. These issues, including nonlinearities, un-measurable states, noisy measures, and actuator fault indispensably degrade the operation of the DC MG. To solve this issue, initially, a dual-extended Kalman filter (dual-EKF) is suggested for the fault and state estimation. It decomposes the process of estimating the state and actuator fault to reduce the online computational burden. For the control purpose, a linear parameter varying (LPV) model predictive control (MPC) is suggested to regulate the current and voltage of the DC MG. It benefits the nonlinear system modeling of LPV representation and constrained-based design procedure of the MPC to result in an accurate and low online computational burden dealing with system constraints. By deploying the overall robust adaptive dual-EKF estimation-based LPV-MPC, there is no need to have any prior knowledge of all system states and actuator faults in prior. The theoretical analysis and controller design are validated by numerical simulations on a typical islanded DC MG and comparisons are done with state-of-the-art estimation and control strategies.©2022 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.fi=vertaisarvioitu|en=peerReviewed

Online Natural Gradient as a Kalman Filter

We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic model from a series of observations, is rigorously equivalent to estimating this parameter via an online stochastic natural gradient descent on the log-likelihood of the observations. In the i.i.d. case, this relation is a consequence of the "information filter" phrasing of the extended Kalman filter. In the recurrent (state space, non-i.i.d.) case, we prove that the joint Kalman filter over states and parameters is a natural gradient on top of real-time recurrent learning (RTRL), a classical algorithm to train recurrent models. This exact algebraic correspondence provides relevant interpretations for natural gradient hyperparameters such as learning rates or initialization and regularization of the Fisher information matrix.Comment: 3rd version: expanded intr

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces

Information-Based Georeferencing of an Unmanned Aerial Vehicle by Dual State Kalman Filter with Implicit Measurement Equations

Georeferencing a kinematic Multi-Sensor-System (MSS) within crowded areas, such as inner-cities, is a challenging task that should be conducted in the most reliable way possible. In such areas, the Global Navigation Satellite System (GNSS) data either contain inevitable errors or are not continuously available. Regardless of the environmental conditions, an Inertial Measurement Unit (IMU) is always subject to drifting, and therefore it cannot be fully trusted over time. Consequently, suitable filtering techniques are required that can compensate for such possible deficits and subse-quently improve the georeferencing results. Sometimes it is also possible to improve the filter quality by engaging additional complementary information. This information could be taken from the surrounding environment of the MSS, which usually appears in the form of geometrical constraints. Since it is possible to have a high amount of such information in an environment of interest, their consideration could lead to an inefficient filtering procedure. Hence, suitable methodologies are necessary to be extended to the filtering framework to increase the efficiency while preserving the filter quality. In the current paper, we propose a Dual State Iterated Extended Kalman Filter (DSIEKF) that can efficiently georeference a MSS by taking into account additional geometrical information. The proposed methodology is based on implicit measurement equations and nonlinear geometrical constraints, which are applied to a real case scenario to further evaluate its performance