Adaptive Kalman filter with LSTM network assistance for abnormal measurements

Abstract A classic state estimation method, the Kalman filter integrates prior information, system dynamics models, and measurement data to achieve posterior state estimations. However, measurements often encounter various unknown disturbances, leading to abnormal or inaccurate measurements and subsequently impacting the performance of Kalman filtering. In response to this challenge, this paper introduces a novel adaptive Kalman filter approach aided by posterior state estimations using the Long short-term memory (LSTM) networks. The proposed method begins by utilizing prior residuals to construct a chi-square distribution model, which facilitates the detection of abnormal measurements within data. Upon identifying abnormal measurements, an LSTM network is employed to generate alternative predictive measurements, replacing the original inaccurate measurement. This approach enhances the model’s capability to handle complex relationship and measurement uncertainties and improves filtering estimation accuracy. A noise covariance adjustment method is introduced in extreme cases where alternative predictive measurements alone are insufficient for filter requirements. This method mitigates the adverse effects of abnormal measurements on posterior estimation. Throughout the entire adaptive assistance process involving the LSTM network, deep learning maintains a stable structure of the filter while enhancing adaptability. This strategy ensures the filter’s resilience in dynamic environments with unknown factors by providing predicted measurements conforming to the chi-square distribution and corresponding measurement noise covariance. Ultimately, the efficacy of the proposed algorithm is validated through simulations and experiments involving vehicle positioning with inertial sensors.