scholarly journals A Zero-Velocity Update Method for Adaptive Particle Filtering

2020 ◽  
Vol 38 (2) ◽  
pp. 427-433
Author(s):  
Yuyang Guo ◽  
Xiangbo Xu ◽  
Miaoxin Ji
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Particle Filtering ◽  
State Space Model ◽  
Classical Particle ◽  
Measurement Unit ◽  
Correction Algorithm ◽  
Zero Velocity ◽  
Non Gaussian ◽  
Navigation Errors

Aiming at the low precision of Kalman filter in dealing with non-linear and non-Gaussian models and the serious particle degradation in standard particle filter, a zero-velocity correction algorithm of adaptive particle filter is proposed in this paper. In order to improve the efficiency of resampling, the adaptive threshold is combined with particle filter. In the process of resampling, the degradation co-efficient is introduced to judge the degree of particle degradation, and the particles are re-sampled to ensure the diversity of particles. In order to verify the effectiveness and feasibility of the proposed algorithm, a hardware platform based on the inertial measurement unit (IMU) is built, and the state space model of the system is established by using the data collected by IMU, and experiments are carried out. The experimental results show that, compared with Kalman filter and classical particle filter, the positioning accuracy of adaptive particle filter in zero-velocity range is improved by 40.6% and 19.4% respectively. The adaptive particle filter (APF) can correct navigation errors better and improve pedestrian trajectory accuracy.

Dynamic Target Tracking Based on Particle Filter in Actual Environment

2013 ◽  
Vol 683 ◽  
pp. 824-827
Author(s):  
Tian Ding Chen ◽  
Chao Lu ◽  
Jian Hu
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Target Tracking ◽  
Monitoring System ◽  
Filter Method ◽  
Complex Scene ◽  
Actual Environment ◽  
Dynamic Target ◽  
Gaussian System ◽  
Non Gaussian

With the development of science and technology, target tracking was applied to many aspects of people's life, such as missile navigation, tanks localization, the plot monitoring system, robot field operation. Particle filter method dealing with the nonlinear and non-Gaussian system was widely used due to the complexity of the actual environment. This paper uses the resampling technology to reduce the particle degradation appeared in our test. Meanwhile, it compared particle filter with Kalman filter to observe their accuracy .The experiment results show that particle filter is more suitable for complex scene, so particle filter is more practical and feasible on target tracking.

scholarly journals Variational Bayesian-Based Improved Maximum Mixture Correntropy Kalman Filter for Non-Gaussian Noise

Entropy ◽  
2022 ◽  
Vol 24 (1) ◽  
pp. 117
Author(s):  
Xuyou Li ◽  
Yanda Guo ◽  
Qingwen Meng
Keyword(s):  
Kalman Filter ◽  
Gaussian Noise ◽  
State Space Model ◽  
Performance Evaluations ◽  
Gaussian State ◽  
Variational Bayesian ◽  
Space Model ◽  
Bandwidth Parameter ◽  
Non Gaussian ◽  
Filtering Problem

The maximum correntropy Kalman filter (MCKF) is an effective algorithm that was proposed to solve the non-Gaussian filtering problem for linear systems. Compared with the original Kalman filter (KF), the MCKF is a sub-optimal filter with Gaussian correntropy objective function, which has been demonstrated to have excellent robustness to non-Gaussian noise. However, the performance of MCKF is affected by its kernel bandwidth parameter, and a constant kernel bandwidth may lead to severe accuracy degradation in non-stationary noises. In order to solve this problem, the mixture correntropy method is further explored in this work, and an improved maximum mixture correntropy KF (IMMCKF) is proposed. By derivation, the random variables that obey Beta-Bernoulli distribution are taken as intermediate parameters, and a new hierarchical Gaussian state-space model was established. Finally, the unknown mixing probability and state estimation vector at each moment are inferred via a variational Bayesian approach, which provides an effective solution to improve the applicability of MCKFs in non-stationary noises. Performance evaluations demonstrate that the proposed filter significantly improves the existing MCKFs in non-stationary noises.

scholarly journals Opportunistic In-Flight INS Alignment Using LEO Satellites and a Rotatory IMU Platform

Aerospace ◽  
2021 ◽  
Vol 8 (10) ◽  
pp. 280
Author(s):  
Farzan Farhangian ◽  
Hamza Benzerrouk ◽  
Rene Landry
Keyword(s):  
Kalman Filter ◽  
State Space Model ◽  
Flight Test ◽  
Satellite System ◽  
Low Earth Orbit ◽  
Measurement Unit ◽  
Starting Point ◽  
Leo Satellites ◽  
Positioning Method ◽  
Global Navigation Satellite

With the emergence of numerous low Earth orbit (LEO) satellite constellations such as Iridium-Next, Globalstar, Orbcomm, Starlink, and OneWeb, the idea of considering their downlink signals as a source of pseudorange and pseudorange rate measurements has become incredibly attractive to the community. LEO satellites could be a reliable alternative for environments or situations in which the global navigation satellite system (GNSS) is blocked or inaccessible. In this article, we present a novel in-flight alignment method for a strapdown inertial navigation system (SINS) using Doppler shift measurements obtained from single or multi-constellation LEO satellites and a rotation technique applied on the inertial measurement unit (IMU). Firstly, a regular Doppler positioning algorithm based on the extended Kalman filter (EKF) calculates states of the receiver. This system is considered as a slave block. In parallel, a master INS estimates the position, velocity, and attitude of the system. Secondly, the linearized state space model of the INS errors is formulated. The alignment model accounts for obtaining the errors of the INS by a Kalman filter. The measurements of this system are the difference in the outputs from the master and slave systems. Thirdly, as the observability rank of the system is not sufficient for estimating all the parameters, a discrete dual-axis IMU rotation sequence was simulated. By increasing the observability rank of the system, all the states were estimated. Two experiments were performed with different overhead satellites and numbers of constellations: one for a ground vehicle and another for a small flight vehicle. Finally, the results showed a significant improvement compared to stand-alone INS and the regular Doppler positioning method. The error of the ground test reached around 26 m. This error for the flight test was demonstrated in different time intervals from the starting point of the trajectory. The proposed method showed a 180% accuracy improvement compared to the Doppler positioning method for up to 4.5 min after blocking the GNSS.

Quasi-Monte Carlo Gaussian Particle Filtering Acceleration Using CUDA

2011 ◽  
Vol 130-134 ◽  
pp. 3311-3315
Author(s):  
Nai Gao Jin ◽  
Fei Mo Li ◽  
Zhao Xing Li
Keyword(s):  
Monte Carlo ◽  
Particle Filter ◽  
Particle Filtering ◽  
Parallel Implementation ◽  
Accurate Estimation ◽  
Quasi Monte Carlo ◽  
Speedup Ratio ◽  
Non Gaussian ◽  
Gpu Implementation ◽  
Number Of Particles

A CUDA accelerated Quasi-Monte Carlo Gaussian particle filter (QMC-GPF) is proposed to deal with real-time non-linear non-Gaussian problems. GPF is especially suitable for parallel implementation as a result of the elimination of resampling step. QMC-GPF is an efficient counterpart of GPF using QMC sampling method instead of MC. Since particles generated by QMC method provides the best-possible distribution in the sampling space, QMC-GPF can make more accurate estimation with the same number of particles compared with traditional particle filter. Experimental results show that our GPU implementation of QMC-GPF can achieve the maximum speedup ratio of 95 on NVIDIA GeForce GTX 460.

scholarly journals Review article: Comparison of local particle filters and new implementations

2018 ◽  
Vol 25 (4) ◽  
pp. 765-807 ◽  
Author(s):  
Alban Farchi ◽  
Marc Bocquet
Keyword(s):  
Data Assimilation ◽  
Particle Filter ◽  
Particle Filtering ◽  
Transport Theory ◽  
Optimal Transport ◽  
Curse Of Dimensionality ◽  
Local Analysis ◽  
Problem Size ◽  
Yield Data ◽  
Non Gaussian

Abstract. Particle filtering is a generic weighted ensemble data assimilation method based on sequential importance sampling, suited for nonlinear and non-Gaussian filtering problems. Unless the number of ensemble members scales exponentially with the problem size, particle filter (PF) algorithms experience weight degeneracy. This phenomenon is a manifestation of the curse of dimensionality that prevents the use of PF methods for high-dimensional data assimilation. The use of local analyses to counteract the curse of dimensionality was suggested early in the development of PF algorithms. However, implementing localisation in the PF is a challenge, because there is no simple and yet consistent way of gluing together locally updated particles across domains. In this article, we review the ideas related to localisation and the PF in the geosciences. We introduce a generic and theoretical classification of local particle filter (LPF) algorithms, with an emphasis on the advantages and drawbacks of each category. Alongside the classification, we suggest practical solutions to the difficulties of local particle filtering, which lead to new implementations and improvements in the design of LPF algorithms. The LPF algorithms are systematically tested and compared using twin experiments with the one-dimensional Lorenz 40-variables model and with a two-dimensional barotropic vorticity model. The results illustrate the advantages of using the optimal transport theory to design the local analysis. With reasonable ensemble sizes, the best LPF algorithms yield data assimilation scores comparable to those of typical ensemble Kalman filter algorithms, even for a mildly nonlinear system.

scholarly journals Obstacles to High-Dimensional Particle Filtering

2008 ◽  
Vol 136 (12) ◽  
pp. 4629-4640 ◽  
Author(s):  
Chris Snyder ◽  
Thomas Bengtsson ◽  
Peter Bickel ◽  
Jeff Anderson
Keyword(s):  
Particle Filter ◽  
Particle Filtering ◽  
The State ◽  
Ensemble Size ◽  
Problem Size ◽  
Asymptotic Results ◽  
Gaussian Analysis ◽  
Non Gaussian ◽  
State Component ◽  
Size Scales

Abstract Particle filters are ensemble-based assimilation schemes that, unlike the ensemble Kalman filter, employ a fully nonlinear and non-Gaussian analysis step to compute the probability distribution function (pdf) of a system’s state conditioned on a set of observations. Evidence is provided that the ensemble size required for a successful particle filter scales exponentially with the problem size. For the simple example in which each component of the state vector is independent, Gaussian, and of unit variance and the observations are of each state component separately with independent, Gaussian errors, simulations indicate that the required ensemble size scales exponentially with the state dimension. In this example, the particle filter requires at least 1011 members when applied to a 200-dimensional state. Asymptotic results, following the work of Bengtsson, Bickel, and collaborators, are provided for two cases: one in which each prior state component is independent and identically distributed, and one in which both the prior pdf and the observation errors are Gaussian. The asymptotic theory reveals that, in both cases, the required ensemble size scales exponentially with the variance of the observation log likelihood rather than with the state dimension per se.

Improved Particle Filter for Integrated Navigation System

2014 ◽  
Vol 543-547 ◽  
pp. 1278-1281 ◽  
Author(s):  
Zhun Jiao ◽  
Rong Zhang
Keyword(s):  
Monte Carlo ◽  
Particle Filter ◽  
Navigation System ◽  
Particle Filtering ◽  
Bayesian Filtering ◽  
Integrated Navigation ◽  
Proposal Distribution ◽  
Gaussian Distributions ◽  
Integrated Navigation System ◽  
Non Gaussian

As a new method for dealing with any nonlinear or non-Gaussian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters (PF) are favored by researchers and widely applied in many fields. Based on particle filtering, an improved particle filter (IPF) proposal distribution is presented. Evaluation of the weights is simplified and other improved techniques including the residual resampling step and Markov Chain Monte Carlo method are introduced for SINS/GPS integrated navigation system. The simulation results confirm that the improved particle filter outperforms the others.

scholarly journals A Multi-Model-Particle Filtering-Based Prognostic Approach to Consider Uncertainties in RUL Predictions

Machines ◽  
2021 ◽  
Vol 9 (10) ◽  
pp. 210
Author(s):  
Amelie Bender
Keyword(s):  
Particle Filter ◽  
Condition Monitoring ◽  
Particle Filtering ◽  
Classical Particle ◽  
Use Case ◽  
Performance Indices ◽  
Model Particle ◽  
Complex Technical Systems ◽  
Technical Systems ◽  
Useful Lifetime

While increasing digitalization enables multiple advantages for a reliable operation of technical systems, a remaining challenge in the context of condition monitoring is seen in suitable consideration of uncertainties affecting the monitored system. Therefore, a suitable prognostic approach to predict the remaining useful lifetime of complex technical systems is required. To handle different kinds of uncertainties, a novel Multi-Model-Particle Filtering-based prognostic approach is developed and evaluated by the use case of rubber-metal-elements. These elements are maintained preventively due to the strong influence of uncertainties on their behavior. In this paper, two measurement quantities are compared concerning their ability to establish a prediction of the remaining useful lifetime of the monitored elements and the influence of present uncertainties. Based on three performance indices, the results are evaluated. A comparison with predictions of a classical Particle Filter underlines the superiority of the developed Multi-Model-Particle Filter. Finally, the value of the developed method for enabling condition monitoring of technical systems related to uncertainties is given exemplary by a comparison between the preventive and the predictive maintenance strategy for the use case.

scholarly journals State estimation and prediction using clustered particle filters

2016 ◽  
Vol 113 (51) ◽  
pp. 14609-14614 ◽  
Author(s):  
Yoonsang Lee ◽  
Andrew J. Majda
Keyword(s):  
Particle Filter ◽  
Particle Filtering ◽  
Particle Filters ◽  
Forecast Model ◽  
Coarse Grained ◽  
State Variables ◽  
High Quality ◽  
Gaussian Statistics ◽  
Non Gaussian ◽  
True Signal

Particle filtering is an essential tool to improve uncertain model predictions by incorporating noisy observational data from complex systems including non-Gaussian features. A class of particle filters, clustered particle filters, is introduced for high-dimensional nonlinear systems, which uses relatively few particles compared with the standard particle filter. The clustered particle filter captures non-Gaussian features of the true signal, which are typical in complex nonlinear dynamical systems such as geophysical systems. The method is also robust in the difficult regime of high-quality sparse and infrequent observations. The key features of the clustered particle filtering are coarse-grained localization through the clustering of the state variables and particle adjustment to stabilize the method; each observation affects only neighbor state variables through clustering and particles are adjusted to prevent particle collapse due to high-quality observations. The clustered particle filter is tested for the 40-dimensional Lorenz 96 model with several dynamical regimes including strongly non-Gaussian statistics. The clustered particle filter shows robust skill in both achieving accurate filter results and capturing non-Gaussian statistics of the true signal. It is further extended to multiscale data assimilation, which provides the large-scale estimation by combining a cheap reduced-order forecast model and mixed observations of the large- and small-scale variables. This approach enables the use of a larger number of particles due to the computational savings in the forecast model. The multiscale clustered particle filter is tested for one-dimensional dispersive wave turbulence using a forecast model with model errors.

scholarly journals A hybrid particle-ensemble Kalman filter for problems with medium nonlinearity

PLoS ONE ◽  
2021 ◽  
Vol 16 (3) ◽  
pp. e0248266
Author(s):  
Ian Grooms ◽  
Gregor Robinson
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Ensemble Kalman Filter ◽  
Orthogonal Transformation ◽  
Hybrid Filter ◽  
Hybrid Particle ◽  
Particle Ensemble ◽  
Non Gaussian ◽  
Two Stages ◽  
Lorenz 96

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear dynamics produce a non-Gaussian forecast but a tight Gaussian likelihood leads to a nearly-Gaussian posterior. The hybrid filter starts by factoring the likelihood. First the particle filter assimilates the observations with one factor of the likelihood to produce an intermediate prior that is close to Gaussian, and then the ensemble Kalman filter completes the assimilation with the remaining factor. How the likelihood gets split between the two stages is determined in such a way to ensure that the particle filter avoids collapse, and particle degeneracy is broken by a mean-preserving random orthogonal transformation. The hybrid is tested in a simple two-dimensional (2D) problem and a multiscale system of ODEs motivated by the Lorenz-‘96 model. In the 2D problem it outperforms both a pure particle filter and a pure ensemble Kalman filter, and in the multiscale Lorenz-‘96 model it is shown to outperform a pure ensemble Kalman filter, provided that the ensemble size is large enough.

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