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Showing 1 to 20 of 43 for “"UKF"”.
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A Hardware-Minimal Unscented Kalman Filter Framework for Visual-Inertial Navigation of Small Unmanned Aircraft
… algorithm known as the Unscented Kalman Filter (UKF), a recursive method of estimating the state of a highly nonlinear system, such as an aircraft. In this thesis, we present a UKF formulation specially designed for a quadcopter carrying an Inertial Measurement Unit (IMU) and a downward-facing …
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A Robust Dynamic State and Parameter Estimation Framework for Smart Grid Monitoring and Control
… (GM)-estimator, the unscented Kalman filter (UKF), and the H-infinity filter are integrated into a unified framework to yield various centralized and decentralized robust dynamic state estimators. These new estimators include the GM-iterated extended Kalman filter (GM-IEKF), the GM-UKF, the …
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Optimal state estimation for a power line inspection robot
… filter (EKF), the Unscented Kalman filter (UKF) and the Error State Kalman filter (ErKF). Measurements were recorded and the filters were tested offline. While all the filters tracked properly, it was found that the EKF was better in computational speed completing an iteration in 87 µs, the …
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Estimating Soil Moisture and Energy Fluxes Using Assimilation of Remotely Sensed Land Surface State Variables
… a scheme based on unscented Kalman filter (UKF) for assimilation, which achieves at least a second order accuracy for any nonlinearity and at the same computational cost as the extended Kalman filter (EKF). UKF predictions show signatures in deeper layers when compared to EKF, while also …
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On-line calibration for dynamic traffic assignment
… the EKF has more desirable properties than the UKF. Furthermore, the Limiting EKF provides accuracy comparable to that of the best algorithm (EKF), but with computational complexity which is order(s) of magnitude lower than the other algorithms.
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Dynamic State Estimation of Microgrid With Imperfect Data Communication
… and three loads. The Unscented Kalman filter (UKF) and the Extended Kalman filter (EKF) are implemented using a classical generator model connected to a Thevenin equivalent of the remainder of the microgrid. The model is used to estimate the six states variables of the generator; namely, rotor …
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Localization of a robotic crawler for CANDU fuel channel inspection
… used encoder wheels of the same accuracy. The UKF was selected as the ideal sensor fusion algorithm for use in this application. Benchmarking was completed to compare the accuracy achieved by the UKF algorithm to other data fusion algorithms. When compared to other algorithms, the UKF …
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An Underwater Vehicle Navigation System Using Acoustic and Inertial Sensors
… Filter (EKF) and the Unscented Kalman Filter (UKF). After conducting the experiments and simulation, the results illustrated the INS/SBL fusion navigation approach was able to reduce the drift problems in the INS. Moreover, UKF showed a better performance than the EKF in the INS.</p>
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Improvement of position and orientation tracking accuracy by fusing HTC Vive trackers and Inertia Measurement Units
… Filter (EKF) and the Unscented Kalman Filter (UKF) have been developed to combine Vive trackers and IMUs. For the system setup, the base stations are placed above the tracking space and their positions are calculated using a Vive tracker placed at a given origin (0,0,0 for Vive system). …
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Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization
… models using the Unscented Kalman Filter (UKF). This dissertation makes four key contributions. First, we develop a fast pricing technique that reduces computational time in mixed Bergomi models by up to a factor of 120. Second, we introduce parsimonious variants of the classical models …
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Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound
… (IEKF) with that of the unscented Kalman filter (UKF). We find that Krippner’s approach approximates interest rates within reasonable bounds for both the 1-factor Vasicek and AFNS models. Prieb- ˇ sch’s first-cumulant method is more accurate than Krippner’s method for a 1-factor Vasicek model, …
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CDGPS-based relative navigation for multiple spacecraft
… Unscented Kalman relative navigation Filter (UKF) handled the dynamic and measurement nonlinearities much better and yielded far superior performance than the EKF. The UKF produced good estimates for scenarios with long baselines and time steps for which the EKF would diverge rapidly. A …
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Fuel Shortages During Hurricanes: Epidemiological Modeling and Optimal Control
… technique based on Unscented Kalman filter (UKF) is employed to evaluate the SIR dynamic parameters. Finally, an optimal control approach for refueling based on a vaccination analogue is presented to effectively reduce the fuel shortages under a resource constraint. The control model …
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Steering control and Kalman filter position estimation comparison for an autonomous underwater vehicle
… a lower error covariance matrix value than the UKF, suggesting higher confidence in the EKF value. The UKF values were well within the acceptable limits.
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Gaussian processes for state space models and change point detection
… pathologies in the unscented Kalman filter (UKF). We use Gaussian process optimization (GPO) to learn UKF settings that minimize the potential for sigma point collapse. We show how to embed mentioned Gaussian process approaches to time series into a change point framework. Old data, from an …
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Influence of motion profile on estimating anatomical elbow joint axes using inertial measurement units
… Kalman Filter (EKF) and Unscented Kalman Filter (UKF) were found to perform similarly. An implemented particle filter (PF) was found to perform better than both the EKF and UKF, and on the order of accuracy of a manufacturers black-box algorithm. This work is the first to evaluate a particle …
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Fault monitoring in hydraulic systems using unscented Kalman filter
… scheme based on the Unscented Kalman Filter (UKF) is developed. In simulations, both measurement and process noises are considered. The results show that the algorithm estimates the iii system states with acceptable residual errors. Therefore, the structure is verified to be employed as the …
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Applied Aerial Autonomy for Reliable Indoor Flight and 3D Mapping
… a square-root unscented Kalman filter (sq-UKF), this framework can derive a 23-dimensional state vector from 9-dimensional sensor data and 4-dimensional control inputs. Numerical results demonstrate enhanced tracking performance through the integration of the estimation framework with a …
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Comparison of Sampling-Based Algorithms for Multisensor Distributed Target Tracking
… particle filter (PF), unscented Kalman filter (UKF), and unscented particle filter (UPF). Results from extensive Monte Carlo simulations using different configurations of these algorithms are obtained to compare their effectiveness for solving the distributed target tracking problem.
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