Fusion Kalman and Weighted UFIR State Estimator with Improved Accuracy

Sung Hyun You, Choon Ki Ahn, Yuriy S. Shmaliy, Shunyi Zhao

Research output: Contribution to journalArticlepeer-review

Abstract

In this article, estimates of the Kalman filter (KF) and weighted unbiased finite impulse response (UFIR) filter are fused in discrete time-varying state-space to improve the robustness in uncertain environments associated with industrial applications. The weighted UFIR filter is derived using the Frobenius norm and termed as Frobenius finite impulse response (FFIR) filter. It is confirmed that the FFIR filter has better performance under the uncertainties and errors in the noise statistics, while the KF filter is best when the model and noise are exactly known. Based on a numerical example of a hover system, we show that the FFIR filter is able to outperform the UFIR filter and that the fusion KF/FFIR filter is able to outperform both of them. An experimental verification provided for the drone velocity estimation under the hover operation conditions has proved a better accuracy and robustness of the proposed fusion KF/FFIR filter.

Original languageEnglish
Article number8931678
Pages (from-to)10713-10722
Number of pages10
JournalIEEE Transactions on Industrial Electronics
Volume67
Issue number12
DOIs
Publication statusPublished - 2020 Dec

Keywords

  • Frobenius norm
  • fusion filter
  • Kalman filter (KF)
  • unbiased finite impulse response (FIR) filter

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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