Adaptive Lag Smoother for State Estimation

Abstract

Fixed-lag smoothing has been used across different disciplines for offline analysis in many applications. With rising computational power and parallel processing architectures, fixed-lag smoothers are increasingly integrated into online processing system with small delays. This delay is directly related to the lag-length used in system design, which needs to be chosen appropriately. In this work, an adaptive approach is devised to choose an appropriate lag-length that provides a good trade-off between accuracy and computational requirements. The analysis shown in this paper for the error dynamics of the fixed-lag smoother over the lags helps in understanding its saturation over increasing lags. In order to provide the empirical results, simulations are carried out over a second-order Newtonian system, single-axis attitude estimation, Van der Pol’s oscillator, and three-axis attitude estimation. The simulation results demonstrate the performance achieved with an adaptive-lag smoother as compared to a fixed-lag smoother with very high lag-length.

GPS/IMU fusion localization based on attention-LSTM networks and sliding windows

“…To overcome this limitation, some scholars introduced a smoother [5]. Poddar et al [6] integrated the fixed lag smoother into the online processing system. They designed an adaptive method to select the appropriate lag length, thus providing a good compromise between accuracy and calculation requirements.…”

Novel Unbiased Optimal Receding-Horizon Fixed-Lag Smoothers for Linear Discrete Time-Varying Systems

“…Fixed-lag smoothers have been widely investigated because they provide optimal estimates, unlike filters and predictors [1][2][3][4]. In practice, smoothers are often used to improve the performance of filters, provided delays can be tolerated.…”

“…The structures of fixed-lag smoothers can be categorized as infinite impulse response (IIR) and finite impulse response (FIR) structures, based on the duration of the impulse responses. Owing to the IIR structure, the fixed-lag Kalman (FK) smoother has been widely used considering its optimality [1,4,14,15]. However, certain potential problems may arise due to this IIR structure.…”