Robust particle filter for state estimation using measurements with different types of gross errors

2017 ◽  
Vol 69 ◽  
pp. 281-295 ◽  
Author(s):  
Zhiliang Zhu ◽  
Zhiqiang Meng ◽  
Zhengjiang Zhang ◽  
Junghui Chen ◽  
Yuxing Dai
Keyword(s):  
Particle Filter ◽  
State Estimation ◽  
Different Types

scholarly journals Effect of Resampling on the Performance and Execution Speed of Adaptive Marginalized Particle Filter

2019 ◽  
Vol 8 (3) ◽  
pp. 4005-4012
Keyword(s):  
Particle Filter ◽  
State Estimation ◽  
Execution Time ◽  
Adaptive Filters ◽  
Mean Square ◽  
Different Types ◽  
Execution Speed ◽  
And Performance ◽  
Major Factors ◽  
Degeneracy Problem

One of the major factors that affects the performance of adaptive filters like Particle Filter (PF), Marginalized Particle Filter (MPF) and Adaptive Marginalized Particle Filter (AMPF) is sample degeneracy. Sample degeneracy occurs when the weights associated with particles converges to zero making them useless in state estimation. Resampling is the most common method used to avoid sample degeneracy problem, in which a new set of particles are generated and weights are assigned. Performance and execution time of these filter depends a lot on what type of resampling technique is employed. AMPF is the modified version of MPF which is typically faster than PF and MPF. The main aim of this paper is to find the effect of different types of resampling on the performance and execution time of AMPF. For this, a typical target tracking problem is simulated using MATLAB. AMPF with different types of resampling techniques is used for state estimation for the above-mentioned problem and the best in terms of performance and execution speed will be found out. From the simulation, it will be clear that AMPF with systematic resampling is found to be best in terms of execution speed and performance i.e. minimum Root Mean Square Error.

scholarly journals Constrained Unscented Particle Filter for SINS/GNSS/ADS Integrated Airship Navigation in the Presence of Wind Field Disturbance

Sensors ◽  
2019 ◽  
Vol 19 (3) ◽  
pp. 471 ◽  
Author(s):  
Zhaohui Gao ◽  
Dejun Mu ◽  
Yongmin Zhong ◽  
Chengfan Gu
Keyword(s):  
Wind Speed ◽  
Particle Filter ◽  
State Estimation ◽  
Wind Field ◽  
Satellite System ◽  
Integrated Navigation ◽  
Unscented Particle Filter ◽  
Field Disturbance ◽  
Global Navigation Satellite ◽  
Optimal State Estimation

Due to the disturbance of wind field, it is difficult to achieve precise airship positioning and navigation in the stratosphere. This paper presents a new constrained unscented particle filter (UPF) for SINS/GNSS/ADS (inertial navigation system/global navigation satellite system/atmosphere data system) integrated airship navigation. This approach constructs a wind speed model to describe the relationship between airship velocity and wind speed using the information output from ADS, and further establishes a mathematical model for SINS/GNSS/ADS integrated navigation. Based on these models, it also develops a constrained UPF to obtain system state estimation for SINS/GNSS/ADS integration. The proposed constrained UPF uses the wind speed model to constrain the UPF filtering process to effectively resist the influence of wind field on the navigation solution. Simulations and comparison analysis demonstrate that the proposed approach can achieve optimal state estimation for SINS/GNSS/ADS integrated airship navigation in the presence of wind field disturbance.

scholarly journals Iterative Truncated Unscented Particle Filter

Information ◽  
2020 ◽  
Vol 11 (4) ◽  
pp. 214
Author(s):  
Yanbo Wang ◽  
Fasheng Wang ◽  
Jianjun He ◽  
Fuming Sun
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Process Models ◽  
Filter Method ◽  
Proposal Distribution ◽  
Truncation Method ◽  
Unscented Particle Filter

The particle filter method is a basic tool for inference on nonlinear partially observed Markov process models. Recently, it has been applied to solve constrained nonlinear filtering problems. Incorporating constraints could improve the state estimation performance compared to unconstrained state estimation. This paper introduces an iterative truncated unscented particle filter, which provides a state estimation method with inequality constraints. In this method, the proposal distribution is generated by an iterative unscented Kalman filter that is supplemented with a designed truncation method to satisfy the constraints. The detailed iterative unscented Kalman filter and truncation method is provided and incorporated into the particle filter framework. Experimental results show that the proposed algorithm is superior to other similar algorithms.

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