Patrick Hoher

The Unscented Kalman Filter (UKF) is widely used for the state, disturbance, and parameter estimation of nonlinear dynamic systems, for which both process and measurement uncertainties are represented in a probabilistic form. Although the UKF can often be shown to be more reliable for nonlinear processes than the linearization-based Extended Kalman Filter (EKF) due to the enhanced approximation capabilities of its underlying probability distribution, it is not a priori obvious whether its strategy for selecting sigma points is sufficiently accurate to handle nonlinearities in the system dynamics and output equations. Such inaccuracies may arise for sufficiently strong nonlinearities in combination with large state, disturbance, and parameter covariances. Then, computationally more demanding approaches such as particle filters or the representation of (multi-modal) probability densities with the help of (Gaussian) mixture representations are possible ways to resolve this issue. To detect cases in a systematic manner that are not reliably handled by a standard EKF or UKF, this paper proposes the computation of outer bounds for state domains that are compatible with a certain percentage of confidence under the assumption of normally distributed states with the help of a set-based ellipsoidal calculus. The practical applicability of this approach is demonstrated for the estimation of state variables and parameters for the nonlinear dynamics of an unmanned surface vessel (USV).

A reliable quantification of the worst-case influence of model uncertainty and external disturbances is crucial for the localization of vessels in marine applications. This is especially true if uncertain GPS-based position measurements are used to update predicted vessel locations that are obtained from the evaluation of a ship’s state equation. To reflect real-life working conditions, these state equations need to account for uncertainty in the system model, such as imperfect actuation and external disturbances due to effects such as wind and currents. As an application scenario, the GPS-based localization of autonomous DDboat robots is considered in this paper. Using experimental data, the efficiency of an ellipsoidal approach, which exploits a bounded-error representation of disturbances and uncertainties, is demonstrated.

Random matrices are widely used to estimate the extent of an elliptically contoured object. Usually, it is assumed that the measurements follow a normal distribution, with its standard deviation being proportional to the object’s extent. However, the random matrix approach can filter the center of gravity and the covariance matrix of measurements independently of the measurement model. This work considers the whole chain from data acquisition to the linear Kalman Filter with extension estimation as a reference plant. The input is the (unknown) ground truth (position and extent). The output is the filtered center of gravity and the filtered covariance matrix of the measurement distribution. A virtual measurement model emulates the behavior of the reference plant. The input of the virtual measurement model is adapted using the proposed algorithm until the output parameters of the virtual measurement model match the result of the reference plant. After the adaptation, the input to the virtual measurement model is considered an estimation for position and extent. The main contribution of this paper is the reference model concept and an adaptation algorithm to optimize the input of the virtual measurement model.