Open AccessState estimation based on improved cubature Kalman filter algorithm
Author(s) -
Zhu Jun,
Liu Bingchen,
Wang Haixing,
Li Zihao,
Zhang Zhe
Publication year - 2020
Publication title -
iet science, measurement and technology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.418
H-Index - 49
eISSN - 1751-8830
pISSN - 1751-8822
DOI - 10.1049/iet-smt.2019.0363
Subject(s) - covariance intersection , covariance matrix , mathematics , kalman filter , extended kalman filter , noise (video) , estimator , ensemble kalman filter , control theory (sociology) , algorithm , covariance , divergence (linguistics) , filter (signal processing) , invariant extended kalman filter , estimation of covariance matrices , computer science , statistics , artificial intelligence , linguistics , philosophy , control (management) , image (mathematics) , computer vision
During the recursive calculate process of the cubature Kalman filter (CKF), the covariance matrix tends to lose positive definiteness and noise statistical characteristics are inaccurate, which results in inaccurate filtering or even filter divergence. This study presents an improved algorithm based on the CKF. The algorithm combines the square root filter algorithm and the Sage–Husa maximum a posterior noise estimator, which can ensure the non‐negative determination and symmetry of the covariance matrix and has the ability to deal with unknown and time‐varying noise statistical characteristics in the filtering process adaptively. In the multi‐dimension system, the noise covariance matrix may dissatisfy non‐negative definiteness and result in filter divergence, and then the noise covariance matrix estimator is improved. The analysis is verified by state estimation example of the non‐linear system, compared with the standard CKF, the accuracy of the adaptive square root CKF (ASRCKF) state estimation is increased by 63.13, 63.88, and 42.71%, respectively. Finally, the effectiveness of the ASRCKF is verified by the state estimation of the permanent magnet linear synchronous motor.