scholarly journals Ship tracking based on the fusion of Kalman filter and particle filter

2021 ◽  
Vol 2113 (1) ◽  
pp. 012017
Author(s):  
Wanjin Xu ◽  
Jiying Li ◽  
Junjie Bai ◽  
Yingying Zhang
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
State Estimation ◽  
Particle Filtering ◽  
Unscented Kalman Filter ◽  
Optimal Estimation ◽  
Estimation Algorithm ◽  
Tracking Accuracy ◽  
Gps Navigation ◽  
Degradation Degree

Abstract Aiming at the problem of low filtering accuracy and even divergence caused by model mismatch when using extended Kalman filter in ship GPS navigation and positioning state estimation, a positioning ship state estimation algorithm based on the fusion of improved unscented Kalman filter and particle filter is proposed. Compared with the traditional particle filtering algorithm, the algorithm has two improvements: first, the algorithm uses untraced Kalman as the main framework, and uses the optimal estimation of particle updating state by particle algorithm; Secondly, in the resampling process, a resampling algorithm based on weight optimization is proposed to increase the diversity of particles. The simulation results show that not only the particle degradation degree of the particle filter is reduced, but also the particle tracking accuracy is improved.

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.

scholarly journals Improved Interacting Multiple Model Particle Filter Algorithm

2018 ◽  
Vol 36 (1) ◽  
pp. 169-175 ◽  
Author(s):  
Qiaoran Liu ◽  
Xun Yang
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Target Tracking ◽  
Unscented Kalman Filter ◽  
Multiple Model ◽  
Tracking Accuracy ◽  
Proposal Distribution ◽  
Model Particle ◽  
Interactive Multiple Model ◽  
Particle Filter Algorithm

For the issue of limited filtering accuracy of interactive multiple model particle filter algorithm caused by the resampling particles don't contain the latest observation information, we made improvements on interactive multiple model particle filter algorithm in this paper based on mixed kalman particle filter algorithm. Interactive multiple model particle filter algorithm is proposed. In addition, the composed methods influence to tracking accuracy are discussed. In the new algorithm the system state estimation is generated with unscented kalman filter (UKF) first and then use the extended kalman filter (EKF) to get the proposal distribution of the particles, taking advantage of the measure information to update the particles' state. We compare and analyze the target tracking performance of the proposed algorithm of IMM-MKPF in this paper, IMM-UPF and IMM-EPF through the simulation experiment. The results show that the tracking accuracy of the proposed algorithm is superior to other two algorithms. Thus, the new method in this paper is effective. The method is of important to improve tracking accuracy further for maneuvering target tracking under the non-linear and non-Gaussian circumstances.

Near Space Pseudolite Navigation System Design and High-Performance Filtering Algorithm

2013 ◽  
Vol 411-414 ◽  
pp. 931-935
Author(s):  
She Sheng Gao ◽  
Wen Hui Wei ◽  
Li Xue
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
Particle Filtering ◽  
Autonomous Navigation ◽  
Unscented Kalman Filter ◽  
Navigation Systems ◽  
Filtering Algorithm ◽  
Near Space ◽  
Autonomous Navigation System

This paper analyzes the defects of satellite navigation systems that exist in positioning and precision-guided weapons and pointes out the advantages and military needs of pseudolite. The autonomous navigation nonlinear mathematical model of Near Space Pseudolite SINS/CNS/SAR autonomous navigation system is established. Based on the merits of fading filter, robust adaptive filtering and particle filter, we propose a fading adaptive Unscented Particle Filtering algorithm. The proposed filtering algorithm is applied to SINS/CNS/SAR autonomous navigation system and conducted simulation calculation with the Unscented Kalman filter and particle filter comparison. The results show that the new algorithm that is proposed meets the needs of pseudolite autonomous navigation, and the navigation accuracy is significantly higher than the Unscented Kalman filter and particle filter algorithm.

scholarly journals Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

Sensors ◽  
2016 ◽  
Vol 16 (9) ◽  
pp. 1530 ◽  
Author(s):  
Xi Liu ◽  
Hua Qu ◽  
Jihong Zhao ◽  
Pengcheng Yue ◽  
Meng Wang
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
Relative State

scholarly journals A New Linear Regression Kalman Filter with Symmetric Samples

Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2139
Author(s):  
Xiuqiong Chen ◽  
Jiayi Kang ◽  
Mina Teicher ◽  
Stephen S.-T. Yau
Keyword(s):  
Kalman Filter ◽  
Linear Regression ◽  
Particle Filter ◽  
Normal Distribution ◽  
Extended Kalman Filter ◽  
Nonlinear Filtering ◽  
Unscented Kalman Filter ◽  
Standard Normal Distribution ◽  
Leibler Divergence ◽  
Standard Normal

Nonlinear filtering is of great significance in industries. In this work, we develop a new linear regression Kalman filter for discrete nonlinear filtering problems. Under the framework of linear regression Kalman filter, the key step is minimizing the Kullback–Leibler divergence between standard normal distribution and its Dirac mixture approximation formed by symmetric samples so that we can obtain a set of samples which can capture the information of reference density. The samples representing the conditional densities evolve in a deterministic way, and therefore we need less samples compared with particle filter, as there is less variance in our method. The numerical results show that the new algorithm is more efficient compared with the widely used extended Kalman filter, unscented Kalman filter and particle filter.

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