An efficient particle filter with variable number of particles for bearings-only tracking

Author(s):  
Xu Linzhou ◽  
Zhang Xin-hua ◽  
Yang Shao-qing ◽  
Fan Wen-tao
2011 ◽  
Vol 130-134 ◽  
pp. 3311-3315
Author(s):  
Nai Gao Jin ◽  
Fei Mo Li ◽  
Zhao Xing Li

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.


2005 ◽  
Vol 42 (4) ◽  
pp. 1053-1068 ◽  
Author(s):  
Anastasia Papavasiliou

Particle filters are Monte Carlo methods that aim to approximate the optimal filter of a partially observed Markov chain. In this paper, we study the case in which the transition kernel of the Markov chain depends on unknown parameters: we construct a particle filter for the simultaneous estimation of the parameter and the partially observed Markov chain (adaptive estimation) and we prove the convergence of this filter to the correct optimal filter, as time and the number of particles go to infinity. The filter presented here generalizes Del Moral's Monte Carlo particle filter.


2018 ◽  
Vol 150 ◽  
pp. 06010
Author(s):  
Nor Hazadura Hamzah ◽  
Sazali Yaacob ◽  
Ahmad Kadri Junoh ◽  
Mohd Zamri Hasan

This paper studies particle filter algorithm to estimate the angular rate of a satellite without the rate sensor measurements. In this work, the performance of the algorithm is studied in terms of capability to estimate the angular rate by using the Euler angles attitude information only. The effects of the number of particles on the algorithm performance are also investigated in terms of accuracy and computational aspects. The performance of the particle filter algorithm is verified using real flight data of Malaysian satellite.


2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Lieping Zhang ◽  
Jinghua Nie ◽  
Shenglan Zhang ◽  
Yanlin Yu ◽  
Yong Liang ◽  
...  

Given that the tracking accuracy and real-time performance of the particle filter (PF) target tracking algorithm are greatly affected by the number of sampled particles, a PF target tracking algorithm based on particle number optimization under the single-station environment was proposed in this study. First, a single-station target tracking model was established, and the corresponding PF algorithm was designed. Next, a tracking simulation experiment was carried out on the PF target tracking algorithm under different numbers of particles with the root mean square error (RMSE) and filtering time as the evaluation indexes. On this basis, the optimal number of particles, which could meet the accuracy and real-time performance requirements, was determined and taken as the number of particles of the proposed algorithm. The MATLAB simulation results revealed that compared with the unscented Kalman filter (UKF), the single-station PF target tracking algorithm based on particle number optimization not only was of high tracking accuracy but also could meet the real-time performance requirement.


Author(s):  
Nils Dalarsson ◽  
Mariana Dalarsson ◽  
Leonardo Golubović

2012 ◽  
Vol 65 (4) ◽  
pp. 717-747 ◽  
Author(s):  
Dah-Jing Jwo ◽  
Chi-Fan Yang ◽  
Chih-Hsun Chuang ◽  
Kun-Chieh Lin

This paper presents a sensor fusion method for the Ultra-Tightly Coupled (UTC) Global Positioning System (GPS)/Inertial Navigation System (INS) integrated navigation. The UTC structure, also known as the deep integration, exhibits many advantages, e.g., disturbance and multipath rejection capability, improved tracking capability for dynamic scenarios and weak signals, and reduction of acquisition time. This architecture involves the integration of I (in-phase) and Q (quadrature) components from the correlator of a GPS receiver with the INS data. The Particle Filter (PF) exhibits superior performance as compared to an Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) in state estimation for 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 combination of an adaptive UPF and Fuzzy Logic Adaptive System (FLAS) is adopted for reducing the number of particles with sufficiently good results. The GPS tracking loops may lose lock due to the signals being weak, subjected to excessive dynamics or completely blocked. One of the principal advantages of the UTC structure is that a Doppler frequency derived from the INS is integrated with the tracking loops to improve the receiver tracking capability. The Doppler frequency shift is calculated and fed to the GPS tracking loops for elimination of the effect of stochastic errors caused by the Doppler frequency. In this paper, several nonlinear filtering approaches, including EKF, UKF, UPF and ‘FLAS assisted UPF’ (FUPF), are adopted for performance comparison for ultra-tight integration of GPS and INS. It is assumed that no outage occurs such that the inertial sensor errors can be properly corrected and accordingly the aiding information is working well. Two examples are provided for performance assessment for the various data fusion methods. The FUPF algorithm with Doppler velocity aiding demonstrates remarkable improvement, especially in the high dynamic environments, in navigation estimation accuracy with reduction of number of particles.


1964 ◽  
Vol 12 (2) ◽  
pp. 139-141 ◽  
Author(s):  
A.A. Logunov ◽  
Nguyen Van Hieu ◽  
L.T. Todorov

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