A New Variational Bayesian Adaptive Extended Kalman Filter for Cooperative Navigation

作者：Sun, Chengjiao; Zhang, Yonggang^*; Wang, Guoqing; Gao, Wei

来源：Sensors (Switzerland), 2018, 18(8): 2538.

DOI：10.3390/s18082538

• extended Kalman filter (EKF)
• variational Bayesian
• cooperative navigation
• nonlinear filters

To solve the problem of unknown state noises and uncertain measurement noises inherent in underwater cooperative navigation, a new Variational Bayesian (VB)-based Adaptive Extended Kalman Filter (VBAEKF) for master-slave Autonomous Underwater Vehicles (AUV) is proposed in this paper. The Inverse Wishart (IW) distribution is used to model the predicted error covariance and measurement noise covariance matrix. The state, together with the predicted error covariance and measurement noise covariance matrix, can be adaptively estimated based on VB approximation. The performance of the proposed algorithm is demonstrated through a lake trial, which shows the advantage of the proposed algorithm.

• 出版日期2018-8
• 单位哈尔滨工业大学; 哈尔滨工程大学