Bayesian Optimization for Fine-Tuning EKF Parameters in UAV Attitude and Heading Reference System Estimation

Abstract

In various applications, the extended Kalman filter (EKF) has been vital in estimating a vehicle’s translational and angular motion in 3-dimensional (3D) space. It is also essential for the fusion of data from multiple sensors. However, for the EKF to perform effectively, the optimal process noise covariance matrix (Q) and measurement noise covariance matrix (R) must be chosen correctly. The use of EKF has been challenging due to the need for an easy mechanism to select Q and R values. As a result, this research focused on developing an algorithm that can be easily applied to determine Q and R, allowing us to harness the full potential of EKF. Accordingly, an EKF innovation consistency statistics-driven Bayesian optimization algorithm was employed to achieve this goal. Q and R values were tuned until the expected result met the performance requirement for minimum error through improved measurement innovation consistency. The comprehensive results demonstrate that when the optimum Q and R, as tuned by the suggested technique, were used, the performance of the EKF significantly improved.

Keywords

• extended Kalman filter
• covariance tuning
• Bayesian optimization
• attitude and heading reference system
• UAV