{"title":"Adaptive Fast Desensitized Kalman Filter","authors":"Tai-shan Lou, Nanhua Chen, Liangyu Zhao","doi":"10.1007/s00034-024-02801-3","DOIUrl":null,"url":null,"abstract":"<p>Adjusting the sensitivity-weighting matrix, which is a key parameter affecting the filtering accuracy in the desensitized Kalman filter (DKF), is still an open problem. To address this issue, a new adaptive fast DKF (AFDKF) algorithm and adaptive fast desensitized extended Kalman filter (AFDEKF) have been proposed. The fast filters have an adaptive factor that enables them to adjust the sensitivity-weighting matrix based on the orthogonality principle of measurement residuals. This adaptive factor is calculated by using the corresponding process and measurement information. Then, a new desensitized cost function with an adaptive factor is designed. An analytical gain is obtained by minimizing this cost function to reduce computation cost. The performance of the AFDKF and AFDEKF algorithms are demonstrated using two numerical examples.</p>","PeriodicalId":10227,"journal":{"name":"Circuits, Systems and Signal Processing","volume":"5 1","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Circuits, Systems and Signal Processing","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1007/s00034-024-02801-3","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ENGINEERING, ELECTRICAL & ELECTRONIC","Score":null,"Total":0}
引用次数: 0
Abstract
Adjusting the sensitivity-weighting matrix, which is a key parameter affecting the filtering accuracy in the desensitized Kalman filter (DKF), is still an open problem. To address this issue, a new adaptive fast DKF (AFDKF) algorithm and adaptive fast desensitized extended Kalman filter (AFDEKF) have been proposed. The fast filters have an adaptive factor that enables them to adjust the sensitivity-weighting matrix based on the orthogonality principle of measurement residuals. This adaptive factor is calculated by using the corresponding process and measurement information. Then, a new desensitized cost function with an adaptive factor is designed. An analytical gain is obtained by minimizing this cost function to reduce computation cost. The performance of the AFDKF and AFDEKF algorithms are demonstrated using two numerical examples.
期刊介绍：
Rapid developments in the analog and digital processing of signals for communication, control, and computer systems have made the theory of electrical circuits and signal processing a burgeoning area of research and design. The aim of Circuits, Systems, and Signal Processing (CSSP) is to help meet the needs of outlets for significant research papers and state-of-the-art review articles in the area.
The scope of the journal is broad, ranging from mathematical foundations to practical engineering design. It encompasses, but is not limited to, such topics as linear and nonlinear networks, distributed circuits and systems, multi-dimensional signals and systems, analog filters and signal processing, digital filters and signal processing, statistical signal processing, multimedia, computer aided design, graph theory, neural systems, communication circuits and systems, and VLSI signal processing.
The Editorial Board is international, and papers are welcome from throughout the world. The journal is devoted primarily to research papers, but survey, expository, and tutorial papers are also published.
Circuits, Systems, and Signal Processing (CSSP) is published twelve times annually.
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