In this paper, to reduce the computation load of federated Kalman filters, a simplified federated filtering algorithm for integrated navigation systems is presented. It has been known that the per-cycle computation load grows roughly in proportion to the number of states and measurements for a single centralized Kalman filter. Hence, the states that have poor estimation accuracies are removed from local filters, so that the per-cycle computation load is reduced accordingly. Local filters and master filter of the federated Kalman filter may have different states, so the transition matrices are required to combine the outputs from the local filters and the master filter properly and to reset the global solution into the local filters and the master filter correctly. An experiment demonstrates that the proposed algorithm effectively reduces the computation load, compared with the standard federated Kalman filtering algorithm.
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e-mail: liu88@hit.edu.cn
e-mail: xjian@hit.edu.cn
e-mail: shizuoyan@hit.edu.cn
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January 2011
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Simplified Federated Filtering Algorithm With Different States in Local Filters
Guoliang Liu,
Guoliang Liu
Department of Control Science and Engineering,
e-mail: liu88@hit.edu.cn
Harbin Institute of Technology
, Harbin 150001, China
Search for other works by this author on:
Jian Xie,
Jian Xie
Department of Control Science and Engineering,
e-mail: xjian@hit.edu.cn
Harbin Institute of Technology
, Harbin 150001, China
Search for other works by this author on:
Shizuo Yan,
Shizuo Yan
Department of Control Science and Engineering,
e-mail: shizuoyan@hit.edu.cn
Harbin Institute of Technology
, Harbin 150001, China
Search for other works by this author on:
Wenyi Qiang
Wenyi Qiang
Department of Control Science and Engineering,
e-mail: wyqiang@hit.edu.cn
Harbin Institute of Technology
, Harbin 150001, China
Search for other works by this author on:
Guoliang Liu
Department of Control Science and Engineering,
Harbin Institute of Technology
, Harbin 150001, Chinae-mail: liu88@hit.edu.cn
Jian Xie
Department of Control Science and Engineering,
Harbin Institute of Technology
, Harbin 150001, Chinae-mail: xjian@hit.edu.cn
Shizuo Yan
Department of Control Science and Engineering,
Harbin Institute of Technology
, Harbin 150001, Chinae-mail: shizuoyan@hit.edu.cn
Wenyi Qiang
Department of Control Science and Engineering,
Harbin Institute of Technology
, Harbin 150001, Chinae-mail: wyqiang@hit.edu.cn
J. Dyn. Sys., Meas., Control. Jan 2011, 133(1): 014507 (4 pages)
Published Online: December 22, 2010
Article history
Received:
April 24, 2008
Revised:
June 3, 2010
Online:
December 22, 2010
Published:
December 22, 2010
Citation
Liu, G., Xie, J., Yan, S., and Qiang, W. (December 22, 2010). "Simplified Federated Filtering Algorithm With Different States in Local Filters." ASME. J. Dyn. Sys., Meas., Control. January 2011; 133(1): 014507. https://doi.org/10.1115/1.4002071
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