Unscented particle filter using student-t distribution with non-Gaussian measurement noise

Author(s):  
Nesrine Amor ◽  
Seif Kahlaoui ◽  
Souad Chebbi
Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3611
Author(s):  
Yang Gong ◽  
Chen Cui

In multi-target tracking, the sequential Monte Carlo probability hypothesis density (SMC-PHD) filter is a practical algorithm. Influenced by outliers under unknown heavy-tailed measurement noise, the SMC-PHD filter suffers severe performance degradation. In this paper, a robust SMC-PHD (RSMC-PHD) filter is proposed. In the proposed filter, Student-t distribution is introduced to describe the unknown heavy-tailed measurement noise where the degrees of freedom (DOF) and the scale matrix of the Student-t distribution are respectively modeled as a Gamma distribution and an inverse Wishart distribution. Furthermore, the variational Bayesian (VB) technique is employed to infer the unknown DOF and scale matrix parameters while the recursion estimation framework of the RSMC-PHD filter is derived. In addition, considering that the introduced Student- t distribution might lead to an overestimation of the target number, a strategy is applied to modify the updated weight of each particle. Simulation results demonstrate that the proposed filter is effective with unknown heavy-tailed measurement noise.


2011 ◽  
Vol 64 (2) ◽  
pp. 327-340 ◽  
Author(s):  
Jong Ki Lee ◽  
Christopher Jekeli

The existence of Unexploded Ordnance (UXO) is a serious environmental hazard, especially in areas being converted from military to civilian use. The detection and discrimination performance of UXO detectors depends on the sensor technology as well as on the processing methodology that inverts the data to infer UXO. The detection systems, typically electro-magnetic induction (EMI) devices, require very accurate positioning (or geolocation) in order to discriminate candidate UXO from non-hazardous items. For this paper, a hand-held geolocation system based on a tactical-grade IMU, such as the HG1900, was tested in the laboratory over a small, metre-square area in sweep and swing modes. A camera position system was used to emulate GPS or alternative ground-based external ranging systems that control positioning errors. The proposed integration algorithm is a combination of linear filtering (Extended Kalman Filter) and nonlinear, also non-Gaussian filtering (Unscented Particle Filter) in the form of the Rao-Blackwellized Particle Filter (RBPF). The test results show that the position accuracy was improved by applying nonlinear filter-based smoothing techniques in both the straight and curved sections of the sweep and swing trajectories.


2013 ◽  
Vol 658 ◽  
pp. 569-573
Author(s):  
Wen Tao Yu ◽  
Jun Peng ◽  
Xiao Yong Zhang

Unscented particle filter (UPF) has high accuracy of state estimation for nonlinear system with non-Gaussian noise. While the computation of traditional unscented particle filter is huge and this depends on the particle number. In this paper we propose a new adaptive unscented particle filter algorithm AUPF through improved relative entropy which can adaptively adjust the particle number during filtering. Firstly the relative entropy is used to measure the distance between the posterior probability density and the importance proposal and the least number of particles for the next time step is decided according to the relative entropy. Then the least number is adjusted to offset the difference between the importance proposal and the true distribution. This algorithm can effectively reduce unnecessary particles meanwhile reduce the computation. The simulation results show the effectiveness of AUPF.


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Wentao Yu ◽  
Jun Peng ◽  
Xiaoyong Zhang ◽  
Shuo Li ◽  
Weirong Liu

Self-localization is a basic skill for mobile robots in the dynamic environments. It is usually modeled as a state estimation problem for nonlinear system with non-Gaussian noise and needs the real-time processing. Unscented particle filter (UPF) can handle the state estimation problem for nonlinear system with non-Gaussian noise; however the computation of UPF is very high. In order to reduce the computation cost of UPF and meanwhile maintain the accuracy, we propose an adaptive unscented particle filter (AUPF) algorithm through relative entropy. AUPF can adaptively adjust the number of particles during filtering to reduce the necessary computation and hence improve the real-time capability of UPF. In AUPF, the relative entropy is used to measure the distance between the empirical distribution and the true posterior distribution. The least number of particles for the next step is then decided according to the relative entropy. In order to offset the difference between the proposal distribution, and the true distribution the least number is adjusted thereafter. The ideal performance of AUPF in real robot self-localization is demonstrated.


2015 ◽  
Vol 764-765 ◽  
pp. 565-569
Author(s):  
Dah Jing Jwo ◽  
Chia Sheng Hsu

In this paper, an unscented particles filter (UPF) based DLL tracking loop with multipath parameter estimation and mitigation capability is proposed for the Global Positioning System (GPS). The I (in-phase) and Q (quadrature) accumulator outputs from the GPS correlators are used as the observational measurements of UPF to estimate the multipath parameters such as amplitude, code delay, phase, and carrier Doppler. The particle filter (PF) possesses superior performance as compared to EKF and UKF as an alternative estimator for dealing with the nonlinear, non-Gaussian system. To handle the problem of heavy-tailed probability distribution, one of the strategies is to incorporate the UKF into the PF as the proposal distribution, leading to the unscented particle filter (UPF). The results show that the tracking loop using the proposed design can effectively estimate the multipath parameters and has demonstrated substantial estimation accuracy improvement as compared to that of the conventional EKF and UKF approaches.


2009 ◽  
Vol 62 (3) ◽  
pp. 365-382 ◽  
Author(s):  
Jong Ki Lee ◽  
Christopher Jekeli

Efficient and precise geolocation can be achieved by integrating a ranging system, such as GPS, with inertial sensors in order to bridge short outages, enhance accuracy degradation, and increase the temporal resolution in the ranging system. Optimal integration depends on appropriate filter methods that can accommodate the particular short-term dynamics experienced by platforms, such as UXO ground-based detection systems. The traditional extended Kalman filter was designed to integrate data from a linearized system excited by Gaussian noise. We compared this filter to modern filters that obviate these prerequisites, including the unscented Kalman filter, the particle filter, and adaptive variations thereof, using simulated IMU/ranging systems that follow a typical trajectory with both straight and curved segments. The unscented filter performed significantly better than the extended Kalman filter, particularly over the curved segments, yielding up to 50% improvement in the position accuracy using medium-grade inertial measurement units. Similar improvement was obtained for the unscented particle filter, and its adaptive variant, over the unscented Kalman filter (which performed comparably to the extended Kalman filter) when the statistical distribution of the IMU noise was non-symmetric (i.e., essentially non-Gaussian). While the few-centimetre geolocation accuracy goal for highly dynamic UXO characterization applications remains a challenge if tactical grade IMUs are integrated with a significantly degraded ranging system, using filters appropriate to the inherent nonlinear dynamics and potential non-Gaussian nature of the sensor noise tend to reduce overall errors compared to the traditional filter.


2013 ◽  
Vol 380-384 ◽  
pp. 1323-1326
Author(s):  
Zhang Kai ◽  
Gan Lin Shan

To resolve the nonlinear non-Gaussian tracking problem effectively, a novel filtering algorithm based on Cubature Kalman Filter (CKF) and Particle Filters (PF) is proposed, which is called Cubature Kalman Particle Filter (CPF). CKF is used to generate the importance density function for PF. It linearizes the nonlinear functions using statistical linear regression method through a set of Gaussian cubature points. It need not compute the Jacobian matrix. Moreover, it makes efficient use of the latest observation information into system state transition density, thus greatly improving the filter performance. The simulation results show that CPF has higher estimation accuracy and less computational load comparing against the widely used Unscented Particle Filter (UPF).


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