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Penetrator plays an important role in the exploration of Moon and Mars. The navigation method is a key technology during the development of penetrator. To meet the high accuracy requirements of Moon penetrator, this paper aims to propose two kinds of navigation systems.

The line of sight of vision sensor between the penetrator and Moon orbiter could be utilized as the measurement during the navigation system design. However, the analysis of observability shows that the navigation system cannot estimate the position and velocity of penetrator, when the line of sight measurement is the only resource of information. Therefore, the Doppler measurement due to the relative motion between penetrator and the orbiter is used as the supplement. The other option is the relative range measurement between penetrator and the orbiter. The sigma-point Kalman Filtering is implemented to fuse the information from the vision sensor and Doppler or rangefinder. The observability of two navigation system is analyzed.

The sigma-point Kalman filtering could be used based on vision sensor and Doppler radar or laser rangefinder to give an accurate estimation of Moon penetrator position and velocity without increasing the payload of Moon penetrator or decreasing the estimation accuracy. However, the simulation result shows that the last method is better. The observability analysis also proves this conclusion.

Two navigation systems are proposed, and the simulations show that both systems can provide accurate estimation of states of penetrator.

Two navigation methods are proposed, and the observability of these navigation systems is analyzed. The sigma-point Kalman filtering is first introduced to the vision-based navigation system for Moon penetrator to provide precision navigation during the descent phase of Moon penetrator.

The sensorless external force estimation of robot manipulator can be helpful for reducing the cost and complexity of the robot system. However, the complex friction phenomenon of the robot joint and uncertainty of robot model and signal noise significantly decrease the estimation accuracy. This study aims to investigate the friction modeling and the noise rejection of the external force estimation.

A LuGre-linear-hybrid (LuGre-L) friction model that combines the dynamic friction characteristics of the robot joint and static friction of the drive motor is proposed to improve the modeling accuracy of robot friction. The square root cubature Kalman filter (SCKF) is improved by integrating a Sage Window outer layer and a nonlinear disturbance observer (NDOB) inner layer. In the outer layer, Sage Window is integrated in the square root Kalman filter (W-SCKF) to dynamically adjust noise statistics. NDOB is applied as the inner layer of W-SCKF (NDOB-WSCKF) to obtain the uncertain state variables of the state model.

A peg-in-hole contact experiment conducted on a real robot demonstrates that the average accuracy of the estimated joint torque based on LuGre-L is improved by 4.9% in contrast to the LuGre model. Based on the proposed NDOB-WSCKF, the average estimation accuracy of the external joint torque can reach up to 92.1%, which is improved by 4%–15.3% in contrast to other estimation methods (SCKF and NDOB).

A LuGre-L friction model is proposed to handle the coupling of static and dynamic friction characteristics for the robot manipulator. An improved SCKF is applied to estimate the external force of the robot manipulator. To improve the noise rejection ability of the estimation method and make it more resistant to unmodeled state variable, SCKF is improved by integrating a Sage Window and NDOB, and a NDOB-WSCKF external force estimator is developed. Validation results demonstrate that the accuracy of the robot dynamics model and the estimated external force is improved by the proposed method.

To propose an improved algorithm for the state estimation of distribution networks based on the unscented Kalman filter (IUKF). The performance comparison of unscented Kalman filter (UKF) and newly developed algorithm, termed Improved unscented Kalman Filter (IUKF) for IEEE-30, 33 and 69-bus radial distribution networks for load variations and bad data for two measurement noise scenarios, i.e. 30 and 50 per cent are shown.

State estimation (SE) plays an instrumental role in realizing smart grid features like distribution automation (DA), enhanced distribution generation (DG) penetration and demand response (DR). Implementation of DA requires robust, accurate and computationally efficient dynamic SE techniques that can capture the fast changing dynamics of distribution systems more effectively. In this paper, the UKF is improved by changing the way the state covariance matrix is calculated, to enhance its robustness and accuracy under noisy measurement conditions. UKF and proposed IUKF are compared under the cummulative effect of load variations and bad data based on various statistical metrics such as Maximum Absolute Deviation (MAD), Maximum Absolute Per cent Error (MAPE), Root Mean Square Error (RMSE) and Overall Performance Index (J) for three radial distribution networks. All the simulations are performed in MATLAB 2014b environment running on an hp core i5 laptop with 4GB memory and 2.6 GHz processor.

An Improved Unscented Kalman Filter Algorithm (IUKF) is developed for distribution network state estimation. The developed IUKF is used to predict network states (voltage magnitude and angle at all buses) and measurements (source voltage magnitude, line power flows and bus injections) in the presence of load variations and bad data. The statistical performance of the coventional UKF and the proposed IUKF is carried out for a variety of simulation scenarios for IEEE-30, 33 and 69 bus radial distribution systems. The IUKF demonstrated superiority in terms of: RMSE; MAD; MAPE; and overall performance index J for two measurement noise scenarios (30 and 50 per cent). Moreover, it is shown that for a measurement noise of 50 per cent and above, UKF fails while IUKF performs.

UKF shows degraded performance under high measurement noise and fails in some cases. The proposed IUKF is shown to outperform the UKF in all the simulated scenarios. Moreover, this work is novel and has justified improvement in the robustness of the conventional UKF algorithm.

The purpose of this paper is to examine the possibility of creating hedge funds “clones” using liquid exchange traded instruments.

Authors analyze the performance of fixed weight and extended Kalman filter generated clone portfolios (EKF) for 14 hedge fund strategies from February 2004 to September 2009. EKF approach does not indeed impose any normality constraints on the error terms which allow the filter to find the optimal recursive process by itself. Such models could adjust even faster to sudden shifts in market conditions vs a standard Kalman filter.

For five strategies out of 14, this work finds that EKF clones outperform their corresponding indices. Thus, for certain strategies, the possibility of cloning hedge fund returns is indeed real. Results should be however considered with caution.

This paper suggests that the most important benefits of clones are to serve as benchmarks and to help investors to better understand the various risk factors that impact hedge fund returns.

Rather than using fixed‐weight and rolling windows approaches (as Hasanhodzic and Lo), this work considers an extended version of the Kalman filter, a computational algorithm that better captures the time changing dynamics of hedge fund returns. Also, in order to be practical, this research considers investable factors and that the models themselves could not be constant over time.

This paper aims to address a mobile robot localization system that avoids using a dedicated laser scanner, making it possible to reduce implementation costs and the robot’s size. The system has enough precision and robustness to meet the requirements of industrial environments.

Using an algorithm for artificial beacon detection combined with a Kalman Filter and an outlier rejection method, it was possible to enhance the precision and robustness of the overall localization system.

Usually, industrial automatic guide vehicles feature two kinds of lasers: one for navigation placed on top of the robot and another for obstacle detection (security lasers). Recently, security lasers extended their output data with obstacle distance (contours) and reflectivity. These new features made it possible to develop a novel localization system based on a security laser.

Once the proposed methodology is completely validated, in the future, a scheme for global localization and failure detection should be addressed.

This paper presents a comparison between the presented approach and a commercial localization system for industry. The proposed algorithms were tested in an industrial application under realistic working conditions.

The presented methodology represents a gain in the effective cost of the mobile robot platform, as it discards the need for a dedicated laser for localization purposes.

This paper presents a novel approach that benefits from the presence of a security laser on mobile robots (mandatory sensor when considering industrial applications), using it simultaneously with other sensors, not only to guarantee safety conditions during operation but also to locate the robot in the environment. This paper is also valuable because of the comparison made with a commercialized system, as well as the tests conducted in real industrial environments, which prove that the approach presented is suitable for working under these demanding conditions.

This paper aims to develop a wearable-based human-manipulator interface which integrates the interval Kalman filter (IKF), unscented Kalman filter (UKF), over damping method (ODM) and adaptive multispace transformation (AMT) to perform immersive human-manipulator interaction by interacting the natural and continuous motion of the human operator’s hand with the robot manipulator.

The interface requires that a wearable watch is tightly worn on the operator’s hand to track the continuous movements of the operator’s hand. Nevertheless, the measurement errors generated by the sensor error and tracking failure signicantly occur several times, which means that the measurement is not determined with sufficient accuracy. Due to this fact, IKF and UKF are used to compensate for the noisy and incomplete measurements, and ODM is established to eliminate the influence of the error signals like data jitter. Furthermore, to be subject to the inherent perceptive limitations of the human operator and the motor, AMT that focuses on a secondary treatment is also introduced.

Experimental studies on the GOOGOL GRB3016 robot show that such a wearable-based interface that incorporates the feedback mechanism and hybrid filters can operate the robot manipulator more flexibly and advantageously even if the operator is nonprofessional; the feedback mechanism introduced here can successfully assist in improving the performance of the interface.

The interface uses one wearable watch to simultaneously track the orientation and position of the operator’s hand; it is not only avoids problems of occlusion, identification and limited operating space, but also realizes a kind of two-way human-manipulator interaction, a feedback mechanism can be triggered in the watch to reflect the system states in real time. Furthermore, the interface gets rid of the synchronization question in posture estimation, as hybrid filters work independently to compensate the noisy measurements respectively.

This paper aims to analyze the sensitivity of different external factors to the returns of the precious metals of gold, silver, platinum and palladium. The goal is to find similarities and differences between the dependencies of every factor to each metal in a time-varying framework.

A brief co-integration test for the precious metals is conducted followed by a Kalman smoother approach to study the different sensitivities to the price changes of precious metals. A dynamic time warping (DTW) approach finally compares sensitivities for pairs of precious metals to a specific factor.

Results point to strong time-dependencies of the sensitivities, such as a declining relationship of gold to equity volatility. Consistent strong relationships are rare and can be identified for the consumer price index and the dollar. the DTW approach finds higher similarities between platinum and palladium compared to other pairs.

The similarities and differences of the precious metals can be used by investors and risk managers in portfolio construction processes and risk analyses.

The focus of the research is put on a broader context of precious metals with different external factors instead of focusing on a single factor, enabling a comparison of differences and similarities of the sensitivities. The analysis via a Kalman Rauch–Tung–Striebel smoother together with a DTW approach has not been conducted before in this way and is able to characterize the dependencies by a single number.

A full-order multi-objective anti-disturbance robust filter for SINS/GPS navigation systems with multiple disturbances is designed. Generally, the unmodeled dynamics, the external environmental disturbance and the inertial apparatus random drift may exist simultaneously in an integrated navigation system, which can be classified into three type of disturbances, that is, the Gaussian noise, the norm bounded noise and the time correlated noise. In most classical studies, the disturbances in integrated navigation systems are classified as Gaussian noises or norm bounded noises, where the Kalman filtering or robust filtering can be employed, respectively. While it is not true actually, such assumptions may lead to conservative results. The paper aims to discuss these issues.

The Gaussian noises, the norm bounded noises and the time correlated noises in the integrated navigation system are considered simultaneously in this contribution. As a result, the time correlated noises are augmented as a part of system state of the integrated navigation system error model, the relative integrated navigation problem can be transformed into a full-order multi-objective robust filter design problem for systems with Gaussian noises and norm bounded disturbances. Certainly, the errors of the time correlated noises are estimated and compensated for high precision navigation purpose. Sufficient conditions for the existence of the proposed filter are presented in terms of linear matrix inequalities (LMIs) such that the system stability is guaranteed and the disturbance attenuation performance is achieved.

Simulations for SINS/GPS integrated navigation system given show that the proposed full-order multi-objective anti-disturbance filter, has stronger robustness and better precision when multiple disturbances exist, that is, the present algorithm not only can suppression the effect of white noises and norm bounded disturbance but also can estimate and compensate the modeled disturbance.

The proposed algorithm has stronger anti-disturbance ability for integrated navigation with multiple disturbances. In fact, there exist multiple disturbances in integrated navigation system, so the proposed scheme has important significance in applications.

At present, smartphones are embedded with accelerometers, gyroscopes, magnetometers and WiFi sensors. Most researchers have delved into the use of these sensors for localization. However, there are still many problems in reducing fingerprint mismatching and fusing these positioning data. The purpose of this paper is to improve positioning accuracy by reducing fingerprint mismatching and designing a weighted fusion algorithm.

For the problem of magnetic mismatching caused by singularity fingerprint, derivative Euclidean distance uses adjacent fingerprints to eliminate the influence of singularity fingerprint. To improve the positioning accuracy and robustness of the indoor navigation system, a weighted extended Kalman filter uses a weighted factor to fuse multisensor data.

The scenes of the teaching building, study room and office building are selected to collect data to test the algorithm’s performance. Experiments show that the average positioning accuracies of the teaching building, study room and office building are 1.41 m, 1.17 m, and 1.77 m, respectively.

The algorithm proposed in this paper effectively reduces fingerprint mismatching and improve positioning accuracy by adding a weighted factor. It provides a feasible solution for indoor positioning.

A novel vision-based relative navigation system (VBRNS) plays an important role in aeronautics and astronautics fields, and the filter is the core of VBRNS. However, most of the existing filtering algorithms used in VBRNS are derived based on Gaussian assumption and disregard the non-Gaussianity of VBRNS. Therefore, a novel robust filtering named as cubature Huber-based filtering (CHF) is proposed and applied to VBRNS to improve the navigation accuracy in non-Gaussian noise case.

Under the Bayesian filter framework, the third-degree cubature rule is used to compute the cubature points which are propagated through state equation, and then the predicted mean and the associated covariance are taken. A combined minimum l₁ and l₂-norm estimation method referred as Huber’s criterion is used to design the measurement update. After that, the vision-based relative navigation model is presented and the CHF is used to integrate the line-of-sight measurements from vision camera with inertial measurement of the follower to estimate the precise relative position, velocity and attitude between two unmanned aerial vehicles. During the design of relative navigation filter, the quaternions are used to represent the attitude and the generalized Rodrigues parameters are used to represent the attitude error. The simulation is conducted to demonstrate the effectiveness of the algorithm.

By this means, the VBRNS could perform better than traditional VBRNS whose filter is designed by Gaussian filtering algorithms. And the simulation results demonstrate that the CHF could exhibit robustness when the system is non-Gaussian. Moreover, the CHF has more accurate estimation and faster rate of convergence than extended Kalman Filtering (EKF) in face of inaccurate initial conditions.

A novel robust nonlinear filtering algorithm named as CHF is proposed and applied to VBRNS based on cubature Kalman filtering (CKF) and Huber’s technique. The CHF could adapt to the non-Gaussian system effectively and perform better than traditional Gaussian filtering such as EKF.