| dc.description.abstract | Parametric uncertainty is one of many possible causes of divergence for the Kalman filter. Frequently, state estimation errors caused by imperfect model parameters are reduced by including the uncertain parameters as states (i.e., augmenting the state vector). For many situations, this not only improves the state estimates, but also improves the accuracy and precision of the parameters themselves. Unfortunately, not all filters benefit from this augmentation due to computational restrictions or because the parameters are poorly observable. A parameter with low observability (e.g., a set of high order gravity coefficients, a set of camera offsets, lens calibration controls, etc.) may not acquire enough measurements along a particular trajectory to improve the parameter's accuracy, which can cause detrimental effects in the performance of the augmented filter. The problem is then how to reduce the dimension of the augmented state vector while minimizing information loss.
This dissertation explored possible implementations of reduced-order filters which decrease computational loads while also minimizing state estimation errors. A theoretically rigorous approach using the ?consider" methodology was taken at discrete time intervals were explored for linear systems. The continuous dynamics, discretely measured (continuous-discrete) model was also expanded for use with nonlinear systems. Additional techniques for reduced-order filtering are presented including the use of additive process noise, an alternative consider derivation, and the minimum variance reduced-order filter. Multiple simulation examples are provided to help explain critical concepts. Finally, two hardware applications are also included to show the validity of the theory for real world applications.
It was shown that the minimum variance consider Kalman filter (MVCKF) is the best reduced-order filter to date both theoretically and through hardware and software applications. The consider method of estimation provides a compromise between ignoring parameter error and completely accounting for it in a probabilistic sense. Based on multiple measures of optimality, the consider filtering framework can be used to account for parameter error without directly estimating any or all of the parameters. Furthermore, by accounting for the parameter error, the consider approach provides a rigorous path to improve state estimation through the reduction of both state estimation error and with a consistent variance estimate. While using the augmented state vector to estimate both states and parameters may further improve those estimates, the consider estimation framework is an attractive alternative for complex and computationally intensive systems, and provides a well justified path for parameter order reduction. | en |
