A main problem in autonomous vehicles in general, and in UAV in particular, is the determination of the attitude angles. A novel method to estimate these angles using off-the-shelf components is presented. This paper introduces an AHRS based on the UKF using the TRIAD algorithm as the observation model. The performance of the method is assessed through simulations and compared to an AHRS based on the EKF . The paper presents field experiment results using a real fixed-wing UAV . The results show good real-time performance with low computational cost in a microcontroller.
As highlighted by @cite_23 it is important to base the Kalman filter on an accurate model. In our context, the models presented in the following section are well established in the literature and correspond with experimental results.
@cite_23
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T his article provides a simple and intuitive derivation of the Kalman filter, with the aim of teaching this useful tool to students from disciplines that do not require a strong mathematical background. The most complicated level of mathematics required to understand this derivation is the ability to multiply two Gaussian functions together and reduce the result to a compact form. The Kalman filter is over 50 years old but is still one of the most important and common data fusion algorithms in use today. Named after Rudolf E. Kalman, the great success of the Kalman filter is due to its small computational requirement, elegant recursive properties, and its status as the optimal estimator for one-dimensional linear systems with Gaussian error statistics [1] . Typical uses of the Kalman filter include smoothing noisy data and providing estimates of parameters of interest. Applications include global positioning system receivers, phaselocked loops in radio equipment, smoothing the output from laptop trackpads, and many more. From a theoretical standpoint, the Kalman filter is an algorithm permitting exact inference in a linear dynamical system, which is a Bayesian model similar to a hidden Markov model but where the state space of the latent variables is continuous and where all latent and observed variables have a Gaussian distribution (often a multivariate Gaussian distribution). The aim of this lecture note is to permit people who find this description confusing or terrifying to understand the basis of the Kalman filter via a simple and intuitive derivation. Kalman Filters are one of the most influential models of time-varying phenomena. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption in a variety of disciplines. Motivated by recent variational methods for learning deep generative models, we introduce a unified algorithm to efficiently learn a broad spectrum of Kalman filters. Of particular interest is the use of temporal generative models for counterfactual inference. We investigate the efficacy of such models for counterfactual inference, and to that end we introduce the "Healing MNIST" dataset where long-term structure, noise and actions are applied to sequences of digits. We show the efficacy of our method for modeling this dataset. We further show how our model can be used for counterfactual inference for patients, based on electronic health record data of 8,000 patients over 4.5 years. The invention of the Kalman filter is a crowning achievement of filtering theory—one that has revolutionized technology in countless ways. By dealing effectively with noise, the Kalman filter has enabled various applications in positioning, navigation, control, and telecommunications. In the emerging field of synthetic biology, noise and context dependency are among the key challenges facing the successful implementation of reliable, complex, and scalable synthetic circuits. Although substantial further advancement in the field may very well rely on effectively addressing these issues, a principled protocol to deal with noise—as provided by the Kalman filter—remains completely missing. Here we develop an optimal filtering theory that is suitable for noisy biochemical networks. We show how the resulting filters can be implemented at the molecular level and provide various simulations related to estimation, system identification, and noise cancellation problems. We demonstrate our approach in vitro using DNA strand displacement cascades as well as in vivo using flow cytometry measurements of a light-inducible circuit in Escherichia coli. A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter. The unbounded error growth found in the extended Kalman filter, which is caused by an overly simplified closure in the error covariance equation, is completely eliminated. Open boundaries can be handled as long as the ocean model is well posed. Well-known numerical instabilities associated with the error covariance equation are avoided because storage and evolution of the error covariance matrix itself are not needed. The results are also better than what is provided by the extended Kalman filter since there is no closure problem and the quality of the forecast error statistics therefore improves. The method should be feasible also for more sophisticated primitive equation models. The computational load for reasonable accuracy is only a fraction of what is required for the extended Kalman filter and is given by the storage of, say, 100 model states for an ensemble size of 100 and thus CPU requirements of the order of the cost of 100 model integrations. The proposed method can therefore be used with realistic nonlinear ocean models on large domains on existing computers, and it is also well suited for parallel computers and clusters of workstations where each processor integrates a few members of the ensemble.