Joint Parameter Estimation and Tracking in a Multi-Stage Kalman Filter for Vehicle Positioning

In this paper we present a novel vehicle tracking method which is based on multi-stage Kalman filtering of GPS and IMU sensor data. After individual Kalman filtering of GPS and IMU measurements the estimates of the orientation of the vehicle are combined in an optimal manner to improve the robustness towards drift errors. The tracking algorithm incorporates the estimation of time-variant covariance parameters by using an iterative block Expectation-Maximization algorithm to account for time-variant driving conditions and measurement quality. The proposed system is compared to an interacting multiple model approach (IMM) and achieves improved localization accuracy at lower computational complexity. Furthermore we show how the joint parameter estimation and localizaiton can be conducted with streaming input data to be able to track vehicles in a real driving environment.