2022
DOI: 10.1155/2022/4064339
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Modified Adaptive Fusion Scheme for Kalman Filter Based on the Hypothesis Test

Abstract: In the literature, the fading factor was constructed to overcome the shortage of model uncertainties in the Kalman filter. However, the a priori covariance matrix might be inflated abnormally by the fading factor once the measurement is unreliable. Thus, the fading factor may become invalid, and this problem is rarely discussed and tested. In this paper, squares of the Mahalanobis distance are introduced as the judging index, and the fading factor or the covariance inflation factor is adopted conditionally acc… Show more

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Cited by 3 publications
(3 citation statements)
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“…In theory, the factor S k should be inflated if the error of xk−1 is anomalous. A fading filter with an optimal fading factor is proposed and a simplified and applicable fading factor is given [19]:…”
Section: Fading Factormentioning
confidence: 99%
“…In theory, the factor S k should be inflated if the error of xk−1 is anomalous. A fading filter with an optimal fading factor is proposed and a simplified and applicable fading factor is given [19]:…”
Section: Fading Factormentioning
confidence: 99%
“…The calculation of the MD uses covariance to exclude disturbances caused by correlation between variables, which makes it more sensitive to small changes. Thus, the MD can be used to detect outliers in the pseudorange residuals [38,39]. The distribution of the pseudorange residual over a continuous period is usually supposed to be as follows:…”
Section: Robust Algorithm Based On Mahalanobis Distancementioning
confidence: 99%
“…The calculation of the MD uses covariance to exclude disturbances caused by correlation between variables, which makes it more sensitive to small changes. Thus, the MD can be used to detect outliers in the pseudorange residuals [38, 39]. The distribution of the pseudorange residual over a continuous period is usually supposed to be as follows: normalΔρk,k1N()μ,σ2 ${\Delta }{\rho }_{k,k-1}\sim N\left(\mu ,{\sigma }^{2}\right)$ where Δ ρ k , k −1 is a vector of pseudorange residual at time [ k , k − 1] that satisfies a Gaussian distribution with mean μ and variance σ 2 .…”
Section: Pseudorange Residual Detection Based On Mahalanobis Distancementioning
confidence: 99%