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A constrained extended Kalman filter based on LS-VCE formulated by condition equations with prediction of cross-covariances / Vahid Mahboub in Survey review, Vol 53 n° 380 (September 2021)  

Public [article]  inSurvey review > Vol 53 n° 380 (September 2021) . - pp 422 - 435 Titre : A constrained extended Kalman filter based on LS-VCE formulated by condition equations with prediction of cross-covariances Type de document : Article/Communication Auteurs : Vahid Mahboub, Auteur ; Narges Fatholahi, Auteur Année de publication : 2021 Article en page(s) : pp 422 - 435 Note générale : bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Géodésie spatiale [Termes IGN] algorithme de filtrage [Termes IGN] analyse de variance [Termes IGN] filtre adaptatif [Termes IGN] filtre de Kalman [Termes IGN] matrice de covariance [Termes IGN] méthode des moindres carrés [Termes IGN] modèle non linéaire [Termes IGN] modèle stochastique Résumé : (auteur) A constrained extended Kalman filter (CEKF) based on least-squares variance component estimation (LS-VCE) is generally developed by condition equations since the proper prediction of dispersion matrices is one of the main bottlenecks in the KF algorithms. Here we investigate four problems which have not been simultaneously considered yet. These problems are examination of non-linearty of dynamic model, VCE, general non-linear state constraints and fairly general stochastic model. Although a few contributions proposed some adaptive KF in particular based on Helmert’s VCE method, they developed their filters for special problems with some restrictive conditions such as independence of all variables and/or linearity of the dynamic model. Also some of these filters did not apply VCE methods to all parts of the dynamic model. In this contribution, we try to overcome all of these restrictions. Moreover, LS-VCE method gives some added advantages over other VCE methods. First the new formulation of CEKF is developed by condition equations with prediction of all possible cross-covariances as algorithm 1. Then the LS-VCE method is applied to it after some modifications which results in an adaptive constrained extended Kalman filter (ACEKF) as the second algorithm. Numéro de notice : A2021-636 Affiliation des auteurs : non IGN Thématique : POSITIONNEMENT Nature : Article nature-HAL : ArtAvecCL-RevueIntern DOI : 10.1080/00396265.2020.1814030 Date de publication en ligne : 07/09/2020 En ligne : https://doi.org/10.1080/00396265.2020.1814030 Format de la ressource électronique : URL article Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=98300 [article]

On constrained integrated total Kalman filter for integrated direct geo-referencing / Vahid Mahboub in Survey review, vol 51 n° 364 (January 2019)  

Public [article]  inSurvey review > vol 51 n° 364 (January 2019) . - pp 26 - 34 Titre : On constrained integrated total Kalman filter for integrated direct geo-referencing Type de document : Article/Communication Auteurs : Vahid Mahboub, Auteur ; Mohammad Saadatseresht, Auteur ; Alireza A. Ardalan, Auteur Année de publication : 2019 Article en page(s) : pp 26 - 34 Note générale : Bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Traitement du signal [Termes IGN] filtrage du bruit [Termes IGN] filtre de Kalman [Termes IGN] géoréférencement direct [Termes IGN] GPS-INS [Termes IGN] invariant [Termes IGN] matrice de covariance [Termes IGN] modèle dynamique Résumé : (Auteur) A constrained integrated total Kalman filter algorithm is developed. It considers a quadratic constraint which may appear in some problems of integrated direct geo-referencing in particular when INS data is used as system equations of a Kalman filter algorithm. In such a case one encounters with a dynamic errors-in-variables (DEIV) model for system equations, although DEIV model has been already considered for equations of the Kalman filter algorithm and a solution namely integrated total Kalman filter (ITKF) has been given to it. Also this algorithm can be simplified to unconstraint case which is useful for some problems. It considers DEIV model for both observation equations and system equations of the Kalman filter algorithm. The predicted residuals for all variables including the random noise at the first epoch, the observational noise, the random system noise and the corresponding noise of two coefficient matrixes (in the system equations and the observation equations) besides the variance matrix of the unknown parameters are obtained. In two numerical examples, integrated direct geo-referencing problem is solved for a GPS-INS system. Numéro de notice : A2019-186 Affiliation des auteurs : non IGN Thématique : POSITIONNEMENT Nature : Article nature-HAL : ArtAvecCL-RevueIntern DOI : 10.1080/00396265.2017.1341736 Date de publication en ligne : 30/06/2017 En ligne : https://doi.org/10.1080/00396265.2017.1341736 Format de la ressource électronique : URL Article Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=92617 [article]

On weighted total least-squares with linear and quadratic constraints / Vahid Mahboub in Journal of geodesy, vol 87 n° 3 (March 2013)  

Public [article]  inJournal of geodesy > vol 87 n° 3 (March 2013) . - pp 279 - 286 Titre : On weighted total least-squares with linear and quadratic constraints Type de document : Article/Communication Auteurs : Vahid Mahboub, Auteur ; Mohammad Ali Sharifi, Auteur Année de publication : 2013 Article en page(s) : pp 279 - 286 Note générale : Bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Mathématique [Termes IGN] méthode des moindres carrés [Termes IGN] pondération [Termes IGN] programmation par contraintes Résumé : (Auteur) A weighted total least-squares (WTLS) approach with linear and quadratic constraints is developed. This method is according to the traditional Lagrange approach to optimize the target function of this problem. The WTLS and constrained total least-squares (CTLS) approach had been distinctively investigated, however, these two problems have not been simultaneously considered yet; furthermore, among the contributions on the CTLS problem, only Schaffrin and Felus considered linear and quadratic constraints together; nevertheless, in many practical examples, some elements of the design/coefficient matrix are fixed and should not be modified and this approach cannot deal with these cases. The main necessity of this research appears after the desirable property of the WTLS approach in preserving the structure of the design matrix was proven by Mahboub. In other words, currently, the WTLS approach is one of the most efficient methods for solving the so-called errors-in-variables model and an attempt for equipping it with constraints seems necessary. Also it is demonstrated that the additional constraints have a ’regularization role’ for ill-conditioned problems and the unconstrained solution suffers from ill-conditioning effects which give it an added advantage over the unconstrained WTLS algorithm. Four geodetic applications indicate the significant of this problem in the presence of colored and white noise in the data. Numéro de notice : A2013-119 Affiliation des auteurs : non IGN Thématique : MATHEMATIQUE Nature : Article nature-HAL : ArtAvecCL-RevueIntern DOI : 10.1007/s00190-012-0598-8 Date de publication en ligne : 30/10/2012 En ligne : https://doi.org/10.1007/s00190-012-0598-8 Format de la ressource électronique : URL article Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=32257 [article]

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