Improving Real-Time Position Estimation Using Correlated Noise Models.

Improving Real-Time Position Estimation Using Correlated Noise Models.
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DOI:
10.3390/s20205913
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发表时间:
2020-10-20
期刊:
Sensors (Basel, Switzerland)
影响因子:
--
通讯作者:
Schumayer D
Schumayer D
中科院分区:
其他
文献类型:
--
作者:
Martin A;Parry M;Soundy AWR;Panckhurst BJ;Brown P;Molteno TCA;Schumayer D

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我们提供用于推断 GPS(全球定位系统)位置并实时量化该估计的不确定性的算法。这些算法在南半球四个明显不同纬度位置的 GPS 数据上进行了测试。为了对算法进行排名,我们使用所谓的对数分数规则。最佳算法使用 Ornstein-Uhlenbeck (OU) 噪声模型,并建立在增强型卡尔曼滤波器 (KF) 的基础上。噪声模型能够捕获高度、纬度和经度记录中观察到的自相关过程噪声。该模型优于假设高斯噪声模型的 KF,后者低估了位置不确定性。我们还发现,GPS 接收器自动报告的精度稀释参数(无需额外成本)对于 GPS 定位的不确定性量化没有显着帮助。使用实际位置测量并采用恒定不确定性的非学习方法甚至不会收敛到正确的位置。使用增强型噪声模型进行推断适用于嵌入式计算,能够实现实时位置推断,可以量化不确定性并扩展到合并补充传感器记录(例如来自加速度计或磁力计的记录),以提高准确性。与增强状态无味 KF 方法相对应的算法建议计算成本为 ,其中 是增强状态向量的维数,并且是一个可调整的、与设计相关的参数,对应于人们希望保留的“过去值”的长度,以不时重新评估模型。提供的算法假设 .因此,该算法可能适用于传感器融合应用。
We provide algorithms for inferring GPS (Global Positioning System) location and for quantifying the uncertainty of this estimate in real time. The algorithms are tested on GPS data from locations in the Southern Hemisphere at four significantly different latitudes. In order to rank the algorithms, we use the so-called log-score rule. The best algorithm uses an Ornstein–Uhlenbeck (OU) noise model and is built on an enhanced Kalman Filter (KF). The noise model is capable of capturing the observed autocorrelated process noise in the altitude, latitude and longitude recordings. This model outperforms a KF that assumes a Gaussian noise model, which under-reports the position uncertainties. We also found that the dilution-of-precision parameters, automatically reported by the GPS receiver at no additional cost, do not help significantly in the uncertainty quantification of the GPS positioning. A non-learning method using the actual position measurements and employing a constant uncertainty does not even converge to the correct position. Inference with the enhanced noise model is suitable for embedded computing and capable of achieving real-time position inference, can quantify uncertainty and be extended to incorporate complementary sensor recordings, e.g., from an accelerometer or from a magnetometer, in order to improve accuracy. The algorithm corresponding to the augmented-state unscented KF method suggests a computational cost of , where is the dimension of the augmented state-vector and is an adjustable, design-dependent parameter corresponding to the length of “past values” one wishes to keep for re-evaluation of the model from time to time. The provided algorithm assumes . Hence, the algorithm is likely to be suitable for sensor fusion applications.
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