W. S. Chaar, R. Bishop, Joydeep Ghosh. IEEE Transactions on Aerospace and Electronic Systems.
A modular and flexible approach to adaptive Kalman filtering has recently been introduced using the framework of a mixture-of-experts regulated by a gating network. Each expert is a Kalman filter modeled with a different realization of the unknown system parameters. The unknown or uncertain parameters can include elements of the state transition matrix, observation mapping matrix, process noise covariance matrix, and measurement noise covariance matrix. The gating network performs on-line adaptation of the weights given to individual filters based on performance. The mixture-of-experts approach is extended here to a hierarchical architecture which involves multiple levels of gating. The proposed architecture provides a multilevel hypothesis testing capability. The utility of the hierarchical architecture is illustrated via the problem of interplanetary navigation (Mars Pathfinder) using simulated radiometric data. It serves as a useful tool for assisting navigation teams in the process of selecting the parameters of the navigational filter over various operating regimes. It is shown that the scheme has the capability of detecting changes in the system parameters and switching filters appropriately for optimal performance. Furthermore, the expectation-maximization (EM) algorithm is shown to be applicable in the proposed framework.