A Two-Stage Bayesian Optimisation for Automatic Tuning of an Unscented Kalman Filter for Vehicle Sideslip Angle Estimation
This paper presents a novel methodology to auto-tune an Unscented Kalman Filter (UKF). It involves using a Two-Stage Bayesian Optimisation (TSBO), based on a t-Student Process to optimise the process noise parameters of a UKF for vehicle sideslip angle estimation. Our method minimises performance metrics, given by the average sum of the states' and measurement' estimation error for various vehicle manoeuvres covering a wide range of vehicle behaviour. The predefined cost function is minimised through a TSBO which aims to find a location in the feasible region that maximises the probability of improving the current best solution. Results on an experimental dataset show the capability to tune the UKF in 79.9 overall capacity to improve the estimation performance in an experimental test dataset of 9.9
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