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Neural network aided adaptive Kalman filter for

GPS/INS navigation system design


Dah-Jing Jwo 1, Jyh-Jeng Chen 2
1
Department of Communications and Guidance Engineering, National Taiwan Ocean University
2 Pei-Ning Rd., Keelung 20224, Taiwan
Fax: +886-224633492; E-mail: djjwo@mail.ntou.edu.tw
2
Quanta computer Inc.

improve the estimation of the covariance matrices


Abstract (Mehra, 1970, 1972) based on the innovation-based
A mechanism called PSO-RBFN, which is estimation (IAE) approach.
composed of radial basis function (RBF) network and In actual navigation filter designs, there exist the
particle swarm optimization (PSO), for predicting the model uncertainties which cannot be expressed by the
errors and to filtering the high frequency noise is linear state-space model. The linear model includes
proposed. As a model nonlinearity identification modeling errors since the actual vehicle motions are
mechanism, the PSO-RBFN will implement the non-linear process. The system model, system initial
on-line identification of nonlinear dynamics errors conditions, and noise characteristics have to be specified
such that the modeling error can be compensated. a priori. It is very often the case that little a priori
The PSO-RBFN will be applied to the knowledge is available concerning the maneuver. The
loosely-coupled Global Positioning System implementation of IAE based AKF to navigation
designs has been widely explored (Hide et al, 2003,
(GPS)/inertial navigation systems (INS) navigation
Mohamed and Schwarz 1999). The application of
filter design and has demonstrated substantial
artificial intelligence to adaptive Kalman filter has been
performance improvement in comparison with the
explored. A relatively large amount of research has been
standard Kalman filtering method.
essentially based on the use of fuzzy logic.
Keywords: Global Positioning System (GPS), A new approach is proposed for improving
inertial navigation system (INS), radial basis function GPS/INS navigation system designs. The method makes
(RBF), neural network, particle swarm optimization use of the radial basis function network (RBFN)
(Haykin, 1994) and the particle swarm optimization
(PSO)
(PSO) techniques (Kennedy and Eberhart, 1995,
1. Introduction Eberhart and Shi, 1998), resulting in an aiding
GPS/INS integration is typically carried out through mechanism called PSO-RBFN, which is employed into
Kalman filter (KF) (Brown and Hwang, 1997, Gelb, the navigation systems for real-time identification of
1974). If the Kalman filter is provided with information noise covariance matrices to prevent divergence of the
that the process behaves a certain way, whereas, in fact, Kalman filter. The PSO is employed to obtain suitable
it behaves a different way, the filter will continually RBFN parameters for filtering out the high frequency
intend to fit an incorrect process signal. When the noise; RBFN is employed to filter out the high
measurement situation does not provide sufficient frequency noise for estimating the noise covariance
information to estimate all the state variables of the matrices of the process noise and measurement noise for
system, in other words, the estimation error covariance the navigation Kalman filter.
matrix becomes unrealistically small and the filter
2. Inertial error modeling in state space
disregards the measurement. In various circumstances
where there are uncertainties in the system model and To avoid the complex coupling as in the
noise description, and the assumptions on the statistics perturbation error equations, the so-called psi-angle
equations (Kong, Nebot and Durrant-Whyte, 1999,
of disturbances are violated since in a number of
GPSoft LLC, 2005) approach is taken to model the
practical situations, the availability of a precisely known
model is unrealistic due to the fact that in the modelling inertial errors. In the approach, the nomenclature used is
step, some phenomena are disregarded and a way to summarized for convenience.
take them into account is to consider a nominal model Body frame (b-frame): frame fixed to the vehicle.
affected by uncertainty. To overcome the deficiency of Computer frame (c-frame): local level frame at
Kalma filter, the so-called adaptive Kalman filter (AKF) the computed position
has been proposed. Many efforts have been made to Platform frame (p-frame): frame which the
transformed accelerations and angular rates from the

1
accelerometers and gyros are resolved. term [ A] refers to the skew-symmetric matrix form
Earth frame (e-frame): located at the earth center. of the vector A .
True frame (n-frame): true local level frame at the The error model for INS is augmented by some
true position. sensor error states such as accelerometer biases and
psi-angle ( y ): the angle between c-frame and gyroscope drifts. Actually, there are several random
p-frame. errors associated with each inertial sensor. Noise
phi-angle ( F ): the angle between n-frame and contributions in typical optical gyroscope systems
p-frame. include white noise, correlated random noise, bias
theta-angle ( q ): the angle between n-frame and instability and angle random walk. A state vector with
c-frame. 18 states is employed: nine so-called inertial error states
(position, velocity and psi-angle), three accelerometer
Cmo : DCM from m-frame to o-frame, where DCM is bias states, three gyro bias states, and three GPS
the direction cosine matrix. estimated position bias states.The position and velocity
wklj : angular rate between k-frame and l-frame errors are expressed in the local-level frame ENU
resolved in j-frame. (East-North-Up) frame.
The psi-angle position, velocity and attitude errors 3. Particle Swarm Optimization and Radial
are given as follows: Basis Function (RBF) network
Position Error: 3.1 Particle Swarm Optimization (PSO)
dR& = - en
n
dR n + dV c (1) Particle swarm optimization (PSO) is a population
Velocity Error: based stochastic searching technique developed by
Kennedy and Eberhart (1995). It is a relatively recent
heuristic search method whose mechanics are inspired
-g 0 0 by swarming or collaborative behavior of biological
re populations. Among various evolutionary optimizer
& p
dV = C b df + 0
b -g
0 dR - ( cec + 2 iec ) dV c (2)
re
2g techniques, Genetic Algorithms (GA) and PSO have
0 0 re + h
attracted considerable attention. The PSO is a robust
Psi-angle: stochastic evolutionary computation technique based on
the movement and intelligence of swarms looking for
& = -( c + c ) + C pdb
(3)
ec ie b ib the most fertile feeding location. Unlike the drawback
where d bib
refers to the gyro errors in the body-frame of expensive computational cost of GA, PSO has better
expressed in continuous-time. convergence speed.
The dynamic process model in state space form is A swarm consists of a set of particles moving
& F11 F12 0 0 0 0 dR 0
around the search space, each representing a potential
dR
& F F F23 Cbp 0

0 dV 0
solution (fitness). Each particle has a position vector (xi),
d V
21 22
& 0
a velocity vector (vi), the position at which the best
0 F33 0 Cbp 0 0 (4)
= + fitness (Pbesti) encountered by the particle, and the
& a 0 0 0 - t1 I 0 0 a u a
& 0
g
index of the best particle (Gbest) in the swarm. The
g 0 0 0 - t I 0 g u g
1
g position of each particle is updated every generation.
b 0 0 0 0 0 0 b ub This is done by adding the velocity to the position
In Equation (4), the0sare 3 3 matrices of zeros, vector.
and the Cs stand for the direction cosine matrices. vi = vi + C1 rand () ( Pbesti - xi ) + C2 rand () (Gbest - xi ) (5)
1 0 0 The positions are based on their movement over a
and F11 = [ - en ] ; F12 = 0 1 0 ; discrete time interval ( Dt ) as follows, with Dt usually
n

0 0 1 set to 1.
xi = xi + vi D t (6)
The parameters C1 and C2 are set to positive
-g 0 0
re n n
constant values, which are normally taken as 2 whereas
0 ; F22 = [-( en + 2 ie )] ;
-g
F21 = 0 re rand() represent uniformly distributed random values,

0 0
2g
uniformly distributed in [0, 1] and w is called as inertia
re + h
weight, the inertia weight is employed to control the
impact of the previous history of velocities on the
F23 = [f b ] ; F33 = [-( en
n
+ ien )]
current one. Fig. 1 shows the flowchart for the PSO
where f is the specific force vector; g is gravity; algorithm.
re is the radius of the earth; h is the vehicle height
above the reference ellipsoid; nec refers to 3.2 The Radial Basis Function network
transport-rate; ien refers to earth-rate vector. The A radial basis function network (RBFN) shuns the
biological paradigm in favor of a topology which is

2
simpler and more amenable to analysis and training. In In this work, the PSO is employed to obtain suitable
an RBFN, only a single layer of nodes with radically RBF parameters. RBF is employed to filter out the high
symmetric basis activation functions is needed to frequency noise for deriving the noise covariance
achieve a smooth approximation to an arbitrary real matrices of the process noise and measurement noise in
nonlinear function. Fig. 2 shows a schematic of a typical the navigation KF. Fig. 3 shows the PSO-RBFN
RBF network. The overall response of the RBF functional block diagram.
network F (x) of Fig. 2 using Gaussian function j j (x)
Initial population of particles with random
can be formulated as
J J
(7) position xi and velocities vi
F (x) = w j
j =1
j j (x) +b= w j
j =0
j j (x)

and Output Gbest and


x-m 2 Evaluate the fitness of each particle
j (8) fitness (Pbest)
j j ( x) = exp -
2s 2j

where x is the input pattern; m j represents the If |fitness (xi)| < |fitness (Pbest)| then Pbest = xi

center of the RBFN, which have the same If |fitness (xi)| < |fitness (Gbest)| then Gbest = xi
dimensionality as the input vector ; denotes the
Euclidean norm; j() is the Gaussian (basis) function of vi = vi+2*rand()*(Pbest-x i)+2*rand()*(Gbest-x i)
the j-th neuron; s is a positive constant representing
the width of the RBF; w j is the weight of the RBFN;
and b is the bias; p is the number of inputs; J is the xi = x i+vi
number of neurons in the hidden layer (also the number
of centers for the RBF). Fig. 1. Flowchart for the PSO algorithm

1 j1 ( x1 ) L j J (x1 ) b d1
1 j ( x ) M w d (9a)
1 2 1 = 2 0(x) = 1 0
M M O M M M b

1 j1 (x N ) L j J (x N ) N ( J +1) wJ ( J +1)1 d N N 1 x1 w1 F(x)
1
w2
where N is the number of training pattern. The x2 2
above equation can be written in the simplified form

W = d

(9b)

The weigh vector W is calculated by the J wJ


xP
pseudoinverse matrix method
Input Layer Hidden Layer Output Layer
W = +d (10)
Fig. 2. Architecture of an RBF network
where + = ( T ) - 1 T represents the
pseudo-inverse of . For further discussion on the Tuning of RBFN parameter (J and )

topics of RBFN, the readers are referred to, e.g.,


xNN
Haykin (1999). z RBFN
Noise corrupted signal
4. The proposed PSO-RBFN design
_
It is usually difficult to set a certain stochastic +

model for each inertial sensor that works efficiently at vNN


all environments and reflects the long-term behavior of
PSO
sensor errors. The difficulty of modeling the errors of
INS raised the need for a model-less GPS/INS
integration technique. The fact that KF highly depends Fig. 3. PSO-RBFN functional block diagram
on a predefined dynamics model forms a major
drawback. If the estimated internal model does not 4.1 Fitness function for the PSO-RBFN mechanism
reflect the real model, the KF estimates may not be The RBFN is employed for filtering out the high
reliable and divergence problem might occur. Many frequency noise while the PSO is employed for
efforts have been made to improve the estimation of the obtaining the suitable network parameters so as to
covariance matrices. obtain good filtering performance.

3
Expressing the measurement model for certain time v NN but only taken at the previous epoch. Equation (6)
interval: is used as the criterion of convergence for the neural
z = x+v (11) network.
where z is the measurement vector,
z = [ z k z k +1 L z k + n ] ; x is the state vector, 4.2 Feasibility check for the proposed fitness
x = [ xk x k +1 L x k + n ]T ; and v is the measurement function
Validation on Equations (16), (18) and (19) will be
noise vector, v = [v k v k +1 L v k + n ]T . It should be noted
performed. A set of 3600 sample points corrupted by the
that the vector here is formed by a group of n samples Gaussian white sequence were generated using the
at n time epochs for certain state variable. Furthermore, following function:
the measurement noise vector taken at the previous x = 200 sin(t ) exp(-t / 10) + randn
epoch and is denoted as v f = [v k +1 v k + 2 L v k +1+ n ]T . where t = 0 : p / 900 : 4p and randn stands for the
Taking the difference between current epoch and unity Gaussian white sequence. Table 1 provides
previous epoch, we have summary of the statistics for various sequences of
Dv = v - v f = [vk - vk +1 vk +1 - vk + 2 L vk + n - vk + n +1 ]T concern. Equations (18) and (19) both hold and var[Dv ]
Taking the variance for Dz leads to is approximately equal to 2 var[v] .
var[Dz ] = var[Dx + Dv ]
For Dx and Dv being mutually independent, we Table 1. Statistics for various sequences of concern.
have
var[Dz ] = var[Dx] + var[Dv ] (12) var[Dz] 2.0398
where Dv stands for the difference of measurement var[Dx] 0.1052
noise vector v for two successively epochs. Taking the var[Dv ] 1.9346
variance of Dv leads to
2 var[ v] 1.9644
var[Dv] = var[ v - v f ]
var[Dz ] - var[Dx] - 2 var[ v ] -0.0299
= var[ v ] + var[ v f ] - 2 E[ v v f ] + 2 E[ v ] E[ v f ] (13)
E[ v v f ] 0.0150
Since v f and v in fact belongs to the same sequence
(but taken at two successively epochs), we have
var[ v] @ var[ v f ] 0 4.3 Roles of the PSO-RBFN mechanism
and it is seen that The design strategy of the PSO-RBFN mechanism is
var[Dv] = 2 var[ v ] - 2 E[ v v f ] + 2 E[ v] E[ v f ] (14) presented.
For v f and v being mutually independent with the (1) Use of RBFN as a low pass filter. RBFN is
same probability density function (PDF), we have employed to filter out high frequency noises. Since the
E[ v v f ] = E[ v ] E[ v f ] (15) pseudo-inverse matrix approach is employed, there are
two parameters (J and ) to be determined in the RBFN.
and the relation can be obtained:
With various combinations of J and , it can be seen that
var[Dv ] = 2 var[ v] (16)
when the value of E[( v NN ) ( v NN ) f ] is approaching
If the objective value of RBFN for training is z and
zero, so will the RMS values be, which indicates that
the outputs is x NN , the difference between the two is
the noise has been ideally mitigated.
the noise vector: (2) Optimization of RBFN parameters through PSO
v NN = z - x NN (17) optimization searching process. The PSO is employed to
where the subscript NN denotes the RBFN output. The search for the optimal RBFN parameters for filtering out
RBFN output is the smoothed version of the noise high frequency noises. When E[(v NN ) ( v NN ) f ]
corrupted signals. approaches zero, the RBFN output approaches the
Combining Equations (12), (16) and (17) leads to optimal values Therefore, the trained RBFN is
var[Dz ] = var[ Dx NN ] + 2 var[z - x NN ] employed as the PSO fitness function, and the PSO will
Therefore, the fitness function for the condition of be used to search the J and parameters in the RBFN,
network convergence is chosen to be as presented in Fig. 3. The other parameters for the PSO
var[Dz ] - var[Dx NN ] - 2 var[z - x NN ] = 0 (18) is: w j = 1 , c1 = c2 = 2 . The required number of iterations
For v f and v being mutually independent and being (epochs) is dependent on the number of particles. To
verify the effectiveness of the PSO-RBFN, an
zero mean, Equation (15) becomes experiment was conducted. The function
E[(v NN ) ( v NN ) f ] = 0 (19) y = 100 sin( x) exp(- x / 5) + randn was employed. Here, 20
where (v NN ) f basically represents the same vector as iterations, 5 particles were employed. The results are
shown in Fig. 4. Fig. 4(a) shows the PSO-RBFN output

4
as compared to the actual trajectory and noise corrupted GPS/INS navigation filter design is presented. The
trajectory and Fig. 4(b) gives the errors for the loosely-coupled GPS/INS architecture is investigated.
PSO-RBFN outputs. Table 2 provides various Fig. 5 provides the strategy for the GPS/INS
combinations of J and , the fitness, and RMS error for architecture aided by the PSO-RBFN mechanism.
various iteration epochs. The GPS navigation solution based on the
(3) Derivation of noise variances from the RBFN least-squares (LS) is solved first. The measurement is
outputs. By defining the windowed version of noise the residual between GPS LS and INS derived data,
which is used as the basis of KF parameter adaptation
v*NN = z* - x*NN , the measurement noise standard
for the PSO-RBFN mechanism. The PSO-RBFN is
deviation derived from the RBFN outputs is based on employed for deriving parameters s w- NN and s v- NN
the relation s v - NN = var( v*NN ) , where the superscript through the relations:
* stands for the windowed version (windows size is to s w - NN = var(D(Dx*NN )) ; s v - NN = var( v*NN )
be determined) of a signal. The process noise standard As mentioned before, the subscript NN stands for the
deviation derived from the RBFN outputs can be outputs from PSO-RBFN and the superscript * stands
performed based on the relation s w- NN = var(D(Dx*NN )) . for the windowed version of the signals.
Corrected
xINS + Output
INS
_
Estimation of noise variances
Estimated
INS Errors
+
_ z
GPS navigation solution Kalman filter
xGPS

PSO-RBFN

Fig. 5. The proposed loosely-coupled GPS/INS strategy

Simulation experiments have been carried out to


(a) evaluate the performance of the proposed method in
comparison with the conventional methods for GPS/INS
Network output navigation processing. The computer codes were
actual trajectory constructed using the Matlab software. The
commercial software Satellite Navigation (SATNAV)
Toolbox, INS Toolbox and Navigation System
Integration and Kalman Filter Toolbox by GPSoft LLC
was employed.
Noise corrupted trajectory
Satellite constellation was simulated and the error
actual trajectory
sources corrupting GPS measurements include
(b) ionospheric delay, tropospheric delay, receiver noise and
Fig. 4. (a) PSO-RBFN output as compared to the actual multipath. The positioning result obtained form GPS is
trajectory and noise corrupted trajectory; (b) Errors for based on the least-squares approach. It assumed that
the PSO-RBFN outputs there is no GPS failure during simulation. The INS
errors are assumed to be follows: initial east velocity
Table 2. Various combinations of J and , the fitness, error: 2 m/s; initial north velocity error: 2 m/s; body-x
and RMS error for at various iteration epochs. tilt error = 0.1 milli-radian; body-y tilt error = 0.1
milli-radian; x-acceleration bias = 500 micro-g;
|Fitness y-acceleration bias = 500 micro-g; acceleration noise =
Converged
Epoch
( E[(v NN ) ( v NN ) f ] )|
RMS
values 0.00001 km/hour2; gyro bias = 0.0015 deg/hr; gyro
J noise = 0.00001 deg/hr2.
1 174.3581 13.265449 5 4.0801
Fig. 6 shows the vehicle trajectory and Fig. 7 gives
the velocity components and Euler angles for the
2 7.7724992 2.8005671 7 7.0289
vehicle for simulation. The trajectory of the aircraft can
3 0.0620789 0.0891904 9 4.5987
be approximately divided into three zones according to
4 0.0620789 0.0891904 9 4.5987 the dynamic characteristics: (1) At Zone 1, the aircraft
performed highest dynamic flight, during the time
5. Application of the PSO-RBFN for GPS/INS interval 0-11 min; (2) At Zone 2, the aircraft performed
navigation design medium dynamic flight, during the time interval 11-22
Application of the PSO-RBFN mechanism to min; (3) At Zone 3, the aircraft performed straight line

5
flight, during the time interval 22-32 min. The summarized as follows.
characteristics of the trajectory can be approximately (1) PSO-RBFN parameters
divided into three zones, in which low dynamic motion The parameters employed in RBFN are not chosen
is involved during 698-1314 second; medium dynamic by the designer but come from the PSO searching
maneuvering is involved during 1314-1914 second; high process when convergence is reached. There are not
dynamic maneuvering is involved during 0-698 second. many parameters in PSO need to be adjusted. The
The initial position of the aircraft was located at the parameters used in the PSO are as follows:
position North 39o degrees and West 82o degrees at an - Number of samples for the measurements: 300;
altitude of 1000 meters. - Maximum J value: 30;
- Number of particles in each swam: 5;
- Number of iterations (generations) for each
searching process (epochs): 30;
- Window size for s w- NN derivation: 30;
- Window size for s v- NN derivation: 30.
(2) Kalman filter parameters
The parameters in the Kalman filter recursive loop
include k , H k , Q k and R k . Matrices k and Q k are
obtained through the setting:

Fig. 6. The vehicle trajectory for simulation 0 0 0 0 0 0 0 0 0 0 0 0



0 I 0 0 0 0 0 0 0 0 0 0
200 0 0 0 0 0 0 0 0 0 0 0 0
east vel in m/s

W= ; G=
0 0 0 0 I 0 0 0 0 0 sa 0 0
0 0 0 0 I 0 0 0 0 0 sg 0
-200
0 5 10 15 20 25 30
0 0 0 0 0 0 0 0 0 0 0 0
200
where s a = 0.3 * 9.81e - 9 * I ; s g = 1e - 8 * I . Through
north vel in m/s

0 W and G matrices, k and Q k can be computed.


-200
In addition, H k = [I 0 0 0 0 0] ; R k = rp I ,
0 5 10 15 20 25 30
200
where r p = 100 . The 0s in W , G and H k are
vertical vel in m/s

3 3 matrices of zeros. The initial values of covariance


0
matrix and state vector, x -o and Po- , respectively, are
-200
0 5 10 15 20 25 30
p1,1 0 0 0

run time in minutes 0 p1,1 0 0
x -o = 0181 ; Po- =
50
0 0 O 0
roll angle in deg


0 0 0 0 p18,18

-50 where
0 5 10 15 20 25 30
3 p1,1 = p2, 2 = p16,16 = p17,17 = p18,18 = rp ;
pitch angle in deg

2
p 4 , 4 = p 5 ,5 = 4 ;
1
p 7 ,7 = p8,8 = p 9,9 = 1e - 8 ;
0
0 5 10 15 20 25 30
p10,10 = p11,11 = p12,12 = (9.81e - 4) 2 ;
400
yaw angle in deg

p13,13 = p14,14 = p15,15 = 5e - 4 ;


200
p 3, 3 = p 6 , 6 = 0 .
0 The positioning errors based on the standard KF
0 5 10 15 20 25 30
run time in minutes and as compared to the proposed method are shown in
Fig. 7. Velocity components (top) and Euler angles Figs. 8 and 9. Fig. 8 presents the result for which no
(down) for the vehicle differential correction is applied; Fig. 9 presents the
result for which differential correction is applied.
The other setting on various parameters is Substantial performance improvement is clearly seen for

6
both the modes without and with differential correction. compensated. The PSO-RBFN has been applied to the
Position Error loosely-coupled GPS/INS navigation filter design.The
20
GPS results using the proposed approach have demonstrated
significant positioning performance improvement in
10
North error (m)

comparison with the standard Kalman filtering method.


0
7. Acknowledgment
Proposed method
-10 This study is supported by the National Science
Council of the Republic of China through Grant NSC
-20
0 5 10 15 20 25 30 95-2221-E-019-026.
Time (min)

20
8. References
Standard KF 1. Brown R G and Hwang P Y C 1997 Introduction to
GPS
10 random signals and applied Kalman filtering, John
East error (m)

Wiley & Sons, New York, 3rd edn.


0
2. Hide C Moore T and Smith M 2003 Adaptive
-10 Kalman Filtering for Low-cost INS/GPS Journal of
Proposed method Navigation, 56 143-152
-20
0 5 10 15 20 25 30
3. Eberhart R C and Shi Y 1998 Comparison between
Time (min) genetic algorithms and particle swarm optimization,
Fig. 8. Positioning errors without differential 1998 annual conf on evolutionary programming.
correction 4. Farrell J 1998 The Global Positioning System and
Inertial Navigation, (McCraw-Hill).
DGPS 5. Gelb A 1974 Applied optimal estimation, (MA:
MIT Press).
6. GPSoft LLC 2005 Navigation System Integration
and Kalman Filter Toolbox Users guide
7. Haykin S 1994 Neural Networks: A Comprehensive
Proposed method Foundation (N Y: Macmillan).
Standard KF 8. Kennedy J and Eberhart R C 1995 Particle swarm
optimization Proc. IEEE international conf. neural
network 19421945
9. Kong X, Nebot E M and Durrant-Whyte H 1999
DGPS Development of a non-linear psi-angle model for
large misalingment errors and its application in
INS alignment and calibration, Proc. 1999 IEEE
International Conference on Robotics &
Automation, 1430~1435.
Standard KF 10. Mehra R K 1970 On-line identification of linear
Proposed method dynamic systems with applications to Kalman
filtering, IEEE Trans. Automat. Control, AC-16
12-21.
Fig. 9. Positioning errors DGPS mode
11. Mehra R K 1972 Approaches to adaptive filtering
6. Conclusions IEEE Trans. Automat. Control, AC-17 693-698.
Incorporation of PSO-RBFN mechanism into the 12. Mohamed A H and Schwarz K P 1999 Adaptive
Kalman filter design has been presented. Fitness Kalman filtering for INS/GPS Journal of Geodesy,
function for the PSO-RBFN mechanism has been 73 193-203.
proposed and the feasibility has been checked. The PSO
is employed to search for the optimal RBFN parameters
such that the PSO-RBFN is able to filter out high
frequency noises (act as a low pass filter). The
PSO-RBFN filtered outputs are utilized for derivation of
noise variances (or equivalently, standard deviations) in
the Kalman filter. Using the proposed method, the
covariance matrices for both the process dynamic and
measurement models in the Kalman filter have been
estimated on-line and the nonlinear dynamics errors has
been identified so that the modeling error can be

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