For linear discrete state-space models, under certain conditions, the linear least-mean-squares filter estimate has a convenient recursive predictor/corrector format, aka the Kalman filter. The purpose of this paper is to show that the linear minimum variance distortionless response (MVDR) filter shares exactly the same recursion, except for the initialization which is based on a weighted least-squares estimator. If the MVDR filter is sub-optimal in mean-squared error sense, it is an infinite impulse response distortionless filter (a deconvolver) which does not depend on the prior knowledge (first and second order statistics) on the initial state. In other words, the MVDR filter can be pre-computed and its behaviour can be assessed in advance independently of the prior knowledge on the initial state.

Ultra-Wide Band (UWB) communication systems can be used to design low cost, power efficient and precise navigation systems for mobile robots, by measuring the Time of Flight (ToF) of messages traveling between on-board UWB transceivers to infer their locations. Theoretically, decimeter level positioning accuracy or better should be achievable, at least in benign propagation environments where Line-of-Sight (LoS) between the transceivers can be maintained. Yet, in practice, even in such favorable conditions, one often observes significant systematic errors (bias) in the ToF measurements, depending for example on the hardware configuration and relative poses between robots. This letter proposes a ToF error model that includes a standard transceiver clock offset term and an additional term that varies with the received signal power (RxP). We show experimentally that, after fine correction of the clock offset term using clock skew measurements available on modern UWB hardware, much of the remaining pose dependent error in LoS measurements can be captured by the (appropriately defined) RxP-dependent term. This leads us to propose a simple bias compensation scheme that only requires on-board measurements (clock skew and RxP) to remove most of the observed bias in LoS ToF measurements and reliably achieve cm-level ranging accuracy. Because the calibrated ToF bias model does not depend on any extrinsic information such as receiver distances or poses, it can be applied before any additional error correction scheme that requires more information about the robots and their environment.

SummaryStandard state estimation techniques, ranging from the linear Kalman filter (KF) to nonlinear extended KF (EKF), sigma‐point or particle filters, assume a perfectly known system model, that is, process and measurement functions and system noise statistics (both the distribution and its parameters). This is a strong assumption which may not hold in practice, reason why several approaches have been proposed for robust filtering, mainly because the filter performance is particularly sensitive to different model mismatches. In the context of linear filtering, a solution to cope with possible system matrices mismatch is to use linear constraints. In this contribution we further explore the extension and use of recent results on linearly constrained KF for robust nonlinear filtering under both process and measurement model mismatch. We first investigate how linear equality constraints can be incorporated within the EKF and derive a new linearly constrained extended KF (LCEKF). Then we detail its use to mitigate parametric modeling errors in the nonlinear process and measurement functions. Numerical results are provided to show the performance improvement of the new LCEKF for robust vehicle navigation.

He received his Ph.D degree in Robotics, Automation Control and Computer Science from the University of Montpellier 2, France, in 2006. His research area covers indoor and outdoor navigation of ground and aerial autonomous vehicles, including GNSS and UWB signals as well as inertial sensors. His work also includes software design for real-time embedded systems.

In the context of linear discrete state-space (LDSS) models, we generalize a result lately introduced in the restricted case of invertible state matrices, namely that the linear minimum variance distortionless response (LMVDR) filter shares exactly the same recursion as the linear least mean squares (LLMS) filter, aka the Kalman filter (KF), except for the initialization. An immediate benefit is the introduction of LMVDR fixed-point and fixed-lag smoothers (and possibly other smoothers or predictors), which has not been possible so far. This result is particularly noteworthy given the fact that, although LMVDR estimators are sub-optimal in mean-squared error sense, they are infinite impulse response distortionless estimators which do not depend on the prior knowledge on the mean and covariance matrix of the initial state. Thus the LMVDR estimators may outperform the usual LLMS estimators in case of misspecification of the prior knowledge on the initial state. Seen from this perspective, we also show that the LMVDR filter can be regarded as a generalization of the information filter form of the KF. On another note, LMVDR estimators may also allow to derive unexpected results, as highlighted with the LMVDR fixed-point smoother.