Adaptive Kalman-Informed Transformer
- URL: http://arxiv.org/abs/2401.09987v2
- Date: Fri, 07 Mar 2025 19:48:55 GMT
- Title: Adaptive Kalman-Informed Transformer
- Authors: Nadav Cohen, Itzik Klein,
- Abstract summary: The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications.<n>We derive an adaptive Kalman-informed transformer (A-KIT) designed to learn the varying process noise covariance online.<n>We show that A-KIT outperforms the conventional EKF by more than 49.5% and model-based adaptive EKF by an average of 35.4% in terms of position accuracy.
- Score: 13.221163846643607
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While common EKF implementation assumes a constant process noise, in real-world scenarios, the process noise varies, leading to inaccuracies in the estimated state and potentially causing the filter to diverge. Model-based adaptive EKF methods were proposed and demonstrated performance improvements to cope with such situations, highlighting the need for a robust adaptive approach. In this paper, we derive an adaptive Kalman-informed transformer (A-KIT) designed to learn the varying process noise covariance online. Built upon the foundations of the EKF, A-KIT utilizes the well-known capabilities of set transformers, including inherent noise reduction and the ability to capture nonlinear behavior in the data. This approach is suitable for any application involving the EKF. In a case study, we demonstrate the effectiveness of A-KIT in nonlinear fusion between a Doppler velocity log and inertial sensors. This is accomplished using real data recorded from sensors mounted on an autonomous underwater vehicle operating in the Mediterranean Sea. We show that A-KIT outperforms the conventional EKF by more than 49.5% and model-based adaptive EKF by an average of 35.4% in terms of position accuracy.
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