Tag Archives: Adaptive Filtering

A possibly interesting paper on the estimation and adaptation of EKF-SLAM to actual models of the system and the noise that I have been unable to read due to its painful syntax

Yingzhong Tian, Heru Suwoyo, Wenbin Wang, Dziki Mbemba, Long Li, An AEKF-SLAM Algorithm with Recursive Noise Statistic Based on MLE and EM, Journal of Intelligent & Robotic Systems (2020) 97:339–355, DOI: 10.1007/s10846-019-01044-8.

Extended Kalman Filter (EKF) has been popularly utilized for solving Simultaneous Localization and Mapping (SLAM)
problem. Essentially, it requires the accurate system model and known noise statistic. Nevertheless, this condition can
be satisfied in simulation case. Hence, EKF has to be enhanced when it is applied in the real-application. Mainly, this
improvement is known as adaptive-based approach. In many different cases, it is indicated by some manners of estimating
for either part or full noise statistic. This paper present a proposed method based on the adaptive-based solution used for
improving classical EKF namely An Adaptive Extended Kalman Filter. Initially, the classical EKF was improved based on
Maximum Likelihood Estimation (MLE) and Expectation-Maximization (EM) Creation. It aims to equips the conventional
EKF with ability of approximating noise statistic and its covariance matrices recursively. Moreover, EKF was modified and
improved to tune the estimated values given by MLE and EM creation. Besides that, the recursive noise statistic estimators
were also estimated based on the unbiased estimation. Although it results high quality solution but it is followed with some
risks of non-positive definite matrices of the process and measurement noise statistic covariances. Thus, an addition of
Innovation Covariance Estimation (ICE) was also utilized to depress this possibilities. The proposed method is applied for
solving SLAM problem of autonomous wheeled mobile robot. Henceforth, it is termed as AEKF-SLAM Algorithm. In order
to validate the effectiveness of proposed method, some different SLAM-Based algorithm were compared and analyzed.
The different simulation has been showing that the proposed method has better stability and accuracy compared to the
conventional filter in term of Root Mean Square Error (RMSE) of Estimated Map Coordinate (EMC) and Estimated Path
Coordinate (EPC).