Chapters authored
Unscented Kalman Filter for State and Parameter Estimation in Vehicle Dynamics
Automotive research and development passed through a vast evolution during past decades. Many passive and active driver assistance systems were developed, increasing the passengers’ safety and comfort. This ongoing process is a main focus in current research and offers great potential for further systems, especially focusing on the task of autonomous and cooperative driving in the future. For that reason, information about the current stability in terms of dynamic behavior and vehicle environment are necessary for the systems to perform properly. Thus, model-based online state and parameter estimation have become important throughout the last years using a detailed vehicle model and standard sensors, gathering this information. In this chapter, state and parameter estimation in vehicle dynamics utilizing the unscented Kalman filter is presented. The estimation runs in real time based on a detailed vehicle model and standard measurements taken within the car. The results are validated using a Volkswagen Golf GTE Plug-In Hybrid for various dynamic test maneuvers and a Genesys Automotive Dynamic Motion Analyzer (ADMA) measurement unit for high-precision measurements of the vehicle’s states. Online parameter estimation is shown for friction coefficient estimation performing maneuvers on different road surfaces.
Part of the book: Kalman Filters
Sensitivity-Based Adaptive SRUKF for State, Parameter, and Covariance Estimation on Mechatronic Systems
Since the initial developments in the state-space theory in the 1950s and 1960s, the state estimation has become an extensively researched and applied discipline. All systems that can be modelled mathematically are candidates for state estimators. The state estimators reconstruct the states that represent internal conditions and status of a system at a specific instant of time using a mathematical model and the information received from the system sensors. Moreover, the estimator can be extended for system parameter estimation. The resulting Kalman filter (KF) derivatives for state and parameter estimation also require knowledge about the noise statistics of measurements and the uncertainties of the system model. These are often unknown, and an inaccurate parameterization may lead to decreased filter performance or even divergence. Additionally, insufficient system excitation can cause parameter estimation drifts. In this chapter, a sensitivity-based adaptive square-root unscented KF (SRUKF) is presented. This filter combines a SRUKF and the recursive prediction-error method to estimate system states, parameters and covariances online. Moreover, local sensitivity analysis is performed to prevent parameter estimation drifts, while the system is not sufficiently excited. The filter is evaluated on two testbeds based on an axis serial mechanism and compared with the joint state and parameter UKF.
Part of the book: Kalman Filters