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Fuzzy adaptive Kalman filtering for INS/GPS data fusion

Conference Paper · February 2000

DOI: 10.1109/ISIC.2000.882920 · Source: IEEE Xplore

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 Proceedings of the 15th IEEE International Symposium
on Intelligent Control (ISIC 2000)
Rio. Patras. GREECE 17-19JUIV
2000

FUZZY ADAPTIVE KALMAN FILTERING FOR INSIGPS

DATA FUSION

J.Z. SASIADEK*, Q. WANG** and M.B. ZEREMBA**

Dept. of Mechanical and Aerospace Eng., Carleton University, Ottawa. Ontario, Canada
E-mail :Jsas@.ccs.carleton.ca
* Depanement d’informatique, Universite du Quebec,Hull, Quebec, Canada

-
Abstract This paper presents a novel method for sensor fusion based on Adaptive Fuzzy Kalman
Filtering. The method is applied in fusing position signals from Global Positioning System (GPS)
and Inertial Navigation System (INS) for autonomous mobile vehicles. The presented method has
been validated in a 3-D environment and is of particular importance for guidance. navigation. and
control of flying vehicles. The Extended Kalman Filter (EKF) and the noise characteristics are
modified using the Fuzzy Logic Adaptive System, and compared with the performance of a
regular EKF. I t is demonstrated that the Fuzzy Adaptive Kalman Filter gives better results, in
terms of accuracy, than the EKF.

Key Words: Kalman filtering, fuzzy logic control, GPS/MS, navigation, sensor fusion.

1. INTRODUCTION Kalman filtering is a form of optimal estimation

Navigation and guidance of an autonomous vehicle
require that the position and velocity of the vehicle
must be determined. Global Positioning System (GPS)
is a satellite-based navigation system equipped with
the receiver that provides the user with appropriate and
accurate positioning information anywhere on the
globe [I]. However. several errors are associated with
the GPS measurement. It has superior long-term error
performance, but poor short-term accuracy. For many
vehicle navigation systems, GPS is insufficient as a
stand-alone positioning system. The integration of
GPS and Inertial Navigation System (INS) is ideal for
vehicle navigation systems. In general, short-term
accuracy of INS is good. but long-term accuracy is
poor. In an ideal situation, the disadvantages of GPS
and INS would be cancelled. If the GPS signal is
interrupted, the INS enables the navigation system to
coast along until GPS signal is reestablished [I]. The
requirements for accuracy, availability and robustness
are therefore achieved.
characterized by recursive evaluation. using an
estimated internal model of the dynamics of the
system. The dynamic weighting of incoming evidence
with ongoing expectation produces estimates of the
state of the observed system (21. An extended Kalman
filter (EKF) can be used to fuse measurements from
GPS and INS. In this EKF scheme, the INS data are
used as a reference trajectory, and GPS data are
applied to update and estimate the error states of the
trajectory.
The Kalman filter requires that all the plant dynamics
and noise processes are exactly known. and the noise
processes are zero mean white noise. If the theoretical
behavior of a filter and its actual behavior do not
agree, divergence problems will occur. There are two
kinds of divergence: apparent divergence and m e
divergence [3-4]. In the apparent divergence, the
actual estimate error covariance remains bounded. but
it approaches a larger bound than the predicted error
covariance. In the m e divergence. the actual
estimation covariance eventually becomes infinite.

0-7803-649 1-O/OO/$lO.OO 02000 IEEE - 181 -

The divergence due to modeling errors is critical in
Kalman filter applications. If the Kalman filter is
provided with information that the process behaves a
certain way, whereas, in fact, it behaves a different
way, the filter will continually try to fit a wrong
process signal. When the measurement situation does
not provide enough information to estimate all the
state variables of the system. or, in other words. the
computed estimation error matrix becomes
unrealistically small and the filter disregards the
measurement, then the problem is panicularly severe.
Thus, in order to solve the divergence due to modeling
errors. we can estimate unmodeled states. However, it
adds to the complexity of the filter and one can never
be sure that all the suspected unstable states are indeed
model states [3]. Another possibility is to add process
noise. It makes sure that the Kalman filter is driven by
white noise. and prevents the filter from disregarding
new measurements. In this paper, a fuzzy logic
adaptive controller (FLAC) is used to adjust the
exponential weighting of a weighted EKF and prevent
the Kalman filter from divergence. The funy logic
adaptive controller will continually adjust the noise
strengths in the filter’s internal model, and tune the
filter as well as possible. The FLAC performance is
evaluated by simulating the fuzzy adaptive extended
Kalman filtering scheme as shown in Figure 1.
-
Pseudo-range
& 1
EKF
GPS FLAC
Fig. 1. Fuzzy adaptive extended Kalman filter.
2. MEASUREMENT SYSTEM
The inertial navigation system (INS) consists of a
sensor package, which includes accelerometers and
gyros to measure accelerations and angular rates. By
using these signals as input, the attitude angle and
three-dimensional vectors of velocity and position can
- 182-
be computed [SI.The errors in the force measurements
made by accelerometers and the errors in the
measurement of angular change in orientation with
respect to the inertial space made by gyroscopes are
two fundamental error sources which affect the error
behavior of an inertial system. The inertial system
error response related to position. velocity, and
orientation is divergent with time due to noise [ 6 ] .
There are biases associated with the accelerometers
and gyros. In order to correct the errors of INS. the
GPS measuremen& are used to estimate the inertial
system errors. compare them with the INS outputs.
and then obtain the corrected INS outputs. There is
number of errors in GPS, such as ephemeris errors.
propagation errors. selective availability, multi-path,
and receiver noise. etc. By using differential GPS
(DGPS),most of the errors can be corrected. but the
multi-path and receiver noise cannot be eliminated.
3. WEIGHTED EKF
Both GPS and INS measurement processes are
nonlinear, therefore, linearization is necessary. An
extended Kalman filter is used to fuse the
measurements from the GPS and INS. To prevent
divergence by keeping the filter fTom discounting
measurements for large k. the exponential data
weighting [4] is used.
The models and implementation equations for the
weighted extended Kalman filter are:
Nonlinear dynamic model:
where wh is process noise (Gaussian white noise). Q is
process noise covariance matrix.
Nonlinear measurement model:
zk = h ( x k , k ) + v k (2)
where vk is addictive white measurement noise. R is
measurement noise covariance matrix,
Let us set the model covariance matrices as
 ..

where a 2 1. and mamces Q and R are constant. For a
> I , as time k increases, R and Q decrease. so that the
most recent measurement is given higher weighting. If
a = I , we obtain a regular EKF.
By defining the weighted covariance
P; - = P i a 2k
In equation (9). the term z, - 2, = r is called residual
or innovation vector. It reflects the degree to which the
model fits the data.
4. FUZZY LOGIC ADAPTIVE SYSTEM

It is assumed that both the process noise wk,and the

measurement noise vk are zero-mean white sequences
The Kalman gain can be computed as: with known covariances Q and R in the Kalman filter.
In general, no U priori reliable information of Q is
available. and some errors in GPS, such as multi-path
and selective availability errors, also make the R
changing in different situations. If the Kalman filter is
based on a complete and perfectly tuned model, the
residuals should be a zero-mean white noise process.
If the residuals are not white noise. this is an
The predicted state estimate is: indication of a poor design. and the filter does not
perform optimally [4], either diverging or converging
.- to a large bound. In practice. parameters may be
xk+I = f(i;,k) (7)
known only with some uncertainty, or, in order to
The predicted measurement is: reduce computational effort, we can choose to ignore
some errors. Sometimes those unmodeled errors will
become significant. One can readjust the assumed
noise strengths in the filter internal model, based on
the information obtained in real time from the
The updated estimation on the states can be computed measurements as they become available.
as: Consequently, the filter is continually "tuned. One
good way to verify whether the Kalman filter is
performing as designed is to monitor the residuals.
They can be used to adapt the filter. In fact. the
Computing the a prrori covariance matrix: residuals are the differences between actual
measurements and measurement predictions based on
the filter's internal model. A well-tuned filter is that
where 95% of the. autocorrelation function of
innovation series should fall within the i 2a boundary
[7]. If the filter diverges. the residuals will not be zero
mean and become larger.
The fuzzy logic is a knowledge-based system
operating on linguistic variables. The advantages of
By re-writing (IO) we obtain:
fuzzy logic with respect to more traditional adaptation
schemes are the simplicity of the approach and the
application of knowledge about the controlled system.
Pf+: =a?@,P:@'+Q (12)
In [8], fuzzy logic was used for on-line detection and
correction of divergence in a single-state Kalman
Computing the U posteriori covariance matrix gives
filter. There were three inputs and two outputs to the
fuzzy logic controller (FLC), and 24 rules were used.
Other examples of using fuzzy logic to adapt the
Kalman filter are discussed in [9-IO].The purpose of
our fuzzy logic adaptive controller (FLAC) in this
paper is to detect the bias in the measurements and
prevent divergence of the extended Kalman filter. The
The initial condition is:
filter has been applied in three axes, East (x). North
(y), and Altitude (z) individually. If a filter is
performing optimally, the residual (innovation) is a
Po"- =Po

183 -
zero-mean white noise process. The covariance of
residuals P, relates to Q and R. The covariance of the
residual is given by:
A Takagi - Sugeno fuzzy system is used to detect the
divergence of EKF and adapt the filter.
For the h c t i o n a l fuay system, we use singleton
fuuification, and the if,, MIS0 (Multiple Input Single-.
Output) rule has the form
I f u , i s A l a n d u 2 i s A \ and ...a n d u n isA!,,
then bi = gi(.)
where A! are fuzzy sets, and I = 1.2,...R.
In the fuzzy controller, the covariance of the residuals
and the mean of residuals are used as controller inputs
for all three fuzzy inference engines. The output is a
linear combinations of the input variable. covariance,
and then a is computed as the weighted average of the
output b,
The weights ,ul are computed as
,=I
As an input to FLAC. the covariance of the residuals
and mean values of residuals are used in order to
decide the degree of divergence. By choosing n to
provide statistical smoothing, the mean and covariance
of residuals are
- I
P, = - T r , r :
n ,"-".I
The estimated value k,cm be compared with its
theoretical value P, calculated from EKF. Generally,
when covariance j , is becoming larger than
theoretical value P, and mean value ? is moving
away from zero, the Kalman filter i s becoming
- 184-
unstable. In this case. a large value of a is applied. and
a is proportional to b,. A large a means that process
noises are added and we are giving more credibility to
the recent data by decreasing the noise covariance.
This ensures that all states in the model are sufficiently
excited by the process noise. Generally, R has more
impact on the covariance of residuals. When the
covariance is extremely large and the mean takes
values largely different from zero, there are
presumably problems with GPS measurements.
. . Therefore, the -filter cannot depend on these
measurements anymore, and a smaller a will be used.
By selecting an appropriate a. the fuzzy logic
controller optimally adapts the Kalman filter and tries
to keep the innovation sequence act as a zero-mean
white noise.
XI* small large
0 (2.5)' (5)' P, /R [m']
Fig. 2. Covariance Membership Functions.
z""4"ll
Y 10 Mean [ ]
Fig. 3. Mean Value Membership Functions.
The presented fuzzy logic controller uses 9 rules, such
as:
If the covariance of residuals is zero and the mean
value is zero, then b = -0.03.
If the covariance of residuals is small and the mean
value is zero. then b = a, fa, Iu.
If the covariance of residuals is small and the mean
value IS small, then b = ai ,)+a,lu.
If the covariance of residuals is small and the mean
value is large, then b = a,
where a,,, al.& al., and a,t are constants, as,,< a i , ,
and
(20)
R
5. SIMULATION RESULTS Table 3. Comparison of theoretical and actual error
variance (Z-axis).
MATLAB code has been used to simulate and test the
proposed method.
The state variables used in simulation are: Q R Theory Actual
5Q R 0.834 0.7 19
2Q 2R I . 106 1.015
The states are position and velocity errors of the INS
34 2R 1.227 1.06 1
East, North. Altitude, GPS and receiver clock related
range bias and range drift. The designed covariance of 5Q 4R 2.342 2.582
GPS measurement R is 5 [m']. The sample period is 1
second. Different Q and R were applied. During first
several steps, the FLAC is switched off. After the filter
is almost stable, the FLAC is turned on and tunes the
filter on line. The simulations (Table 1,2,3 and Fig.
4.5) show that the FLAC adjusts the filter well, and
the actual error covariance of the fuzzy logic controller
EKF almost agrees with the theoretical error
covariance. In this simulation, the designed parameters
are Q and R. The SQ, 2R etc. mean that the real-time
parameters are 5 and 2 times as large as the designed
Q and R. In Figures 4 and 5, the upper curves depict
the covariance of the theoretical EKF, and the lower
lines show the covariance of the fuzzy adaptive EKF.

Table I . Comparison of theoretical and actual error

variance (X-axis).

Time(s)

Fig. 4. Actual and theoretical covariance for 3 4 and

ZR

6. CONCLUSIONS

In this paper. a fuzzy adaptive extended Kalman filter

has been developed to detect and prevent the EKF
from divergence. By monitoring the residual
Table 2. Comparison of theoretical and actual error sequences. the FLAC can evaluate the performance of
variance (Y-axis). an EKF. If the filter does not perform well, it will
apply an appropriate weighting factor a to improve the
accuracy of an EKF.
Actual
2.554 2.234
74 2R 3.403 3.286
3Q 2R 3.769 3.1 12
5Q 4R 7.200 7.386

- 185-

Time(s)
Fig. 5 . Actual and theoretical covariance for 2Q
and 3 R
In the fuzzy logic controller, 9 rules are used,
therefore, little computational time is needed. When a
designer lacks sufficient information to develop
complete models or the parameters will slowly change
with time, the fuzzy controller can be used to adjust
the performance of EKF on-line, and it will remain
sensitive to parameter variations by “remembering”
most recent N data samples. FLC can be used to
navigate and guide autonomous vehicles or robots and
achieve a relatively accurate performance.
The fuzzy adaptive Kalman filtering has been
investigated for guidance and navigation of mobile
robots, especially for 3-D environment. The navigation
of flying robots requires fast and accurate on-line
control algorithms. The “classical” Extended Kalman
Filter requires high number of states for accurate
navigation and positioning and is unable to monitor
the parameters changing. The FLAC requires smaller
number of states for the same accuracy and therefore it
would need less computational effort. Alternatively.
the same number of states (as in the “classical” filter)
would allow for more accurate navigation.
13) Gelb. A., Applied Optimal Estimation. The MIT
Press, Boston, 1974.
[4] Lewis, F. L.. Optimal Estimation with an
Introduction to Stochastic Control Theory. John Wiley
& Sons, Inc., 1986.
[ 5 ] Jochen. P., Meyer-Hilberg. W., and Thomas.
Jacob. “High Accuracy Navigation and Landing
System using GPSIlMU System Integration”. Proc.
1994 IEEE Position Location and Navigation
Symposium. pp.298-305. 1994
[6] Kayton , M. and Fried, W. R., Avionics
Navigation Systems. John Wiley & Sons. Inc. 1997.
[7] Cooper, S. and Dunant-Whyte H., “A Kalman
Filter Model for GPS Navigation of Land Vehicles”,
Proc. 1994 IEEE Inf. Conf on Intelligent Robof and
Systems, pp. 157- 163. 1994
[8] Abdelnour, G.. Chand. S., Chiu. S.. and Kido T..
“On-line Detection & Correction of Kalman Filter
Divergence by Fuzzy Logic”, 1993 American Control
Conf.. pp 1835-1 839.
[9] Sasiadek, J. and Wang, Q., “Sensor Fusion Based
on Fuzzy Kalman Filtering for Autonomous Robot
Vehicle” 1999 IEEE Int. Conf. on Robotics and
Automation.
[IO] Jetto, L., Longhi, S. and Vitali, D., “Localization
of a Wheeled Mobile Robot by Sensor Data Fusion
Based on a Fuzzy Logic Adapted Kalman Filter”,
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REFERENCES

[l) Brown. R. G. and Hwang, P. Introduction to

Random Signals and Applied Kalman Filtering. John
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