scholarly journals Multilevel Ensemble Transform Particle Filtering

2016 ◽  
Vol 38 (3) ◽  
pp. A1317-A1338 ◽  
Author(s):  
A. Gregory ◽  
C. J. Cotter ◽  
S. Reich
2016 ◽  
Vol 144 (1) ◽  
pp. 409-427 ◽  
Author(s):  
Julian Tödter ◽  
Paul Kirchgessner ◽  
Lars Nerger ◽  
Bodo Ahrens

Abstract This work assesses the large-scale applicability of the recently proposed nonlinear ensemble transform filter (NETF) in data assimilation experiments with the NEMO ocean general circulation model. The new filter constitutes a second-order exact approximation to fully nonlinear particle filtering. Thus, it relaxes the Gaussian assumption contained in ensemble Kalman filters. The NETF applies an update step similar to the local ensemble transform Kalman filter (LETKF), which allows for efficient and simple implementation. Here, simulated observations are assimilated into a simplified ocean configuration that exhibits globally high-dimensional dynamics with a chaotic mesoscale flow. The model climatology is used to initialize an ensemble of 120 members. The number of observations in each local filter update is of the same order resulting from the use of a realistic oceanic observation scenario. Here, an importance sampling particle filter (PF) would require at least 106 members. Despite the relatively small ensemble size, the NETF remains stable and converges to the truth. In this setup, the NETF achieves at least the performance of the LETKF. However, it requires a longer spinup period because the algorithm only relies on the particle weights at the analysis time. These findings show that the NETF can successfully deal with a large-scale assimilation problem in which the local observation dimension is of the same order as the ensemble size. Thus, the second-order exact NETF does not suffer from the PF’s curse of dimensionality, even in a deterministic system.


Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1090
Author(s):  
Wenxu Wang ◽  
Damián Marelli ◽  
Minyue Fu

A popular approach for solving the indoor dynamic localization problem based on WiFi measurements consists of using particle filtering. However, a drawback of this approach is that a very large number of particles are needed to achieve accurate results in real environments. The reason for this drawback is that, in this particular application, classical particle filtering wastes many unnecessary particles. To remedy this, we propose a novel particle filtering method which we call maximum likelihood particle filter (MLPF). The essential idea consists of combining the particle prediction and update steps into a single one in which all particles are efficiently used. This drastically reduces the number of particles, leading to numerically feasible algorithms with high accuracy. We provide experimental results, using real data, confirming our claim.


Author(s):  
Stephan Schlupkothen ◽  
Gerd Ascheid

Abstract The localization of multiple wireless agents via, for example, distance and/or bearing measurements is challenging, particularly if relying on beacon-to-agent measurements alone is insufficient to guarantee accurate localization. In these cases, agent-to-agent measurements also need to be considered to improve the localization quality. In the context of particle filtering, the computational complexity of tracking many wireless agents is high when relying on conventional schemes. This is because in such schemes, all agents’ states are estimated simultaneously using a single filter. To overcome this problem, the concept of multiple particle filtering (MPF), in which an individual filter is used for each agent, has been proposed in the literature. However, due to the necessity of considering agent-to-agent measurements, additional effort is required to derive information on each individual filter from the available likelihoods. This is necessary because the distance and bearing measurements naturally depend on the states of two agents, which, in MPF, are estimated by two separate filters. Because the required likelihood cannot be analytically derived in general, an approximation is needed. To this end, this work extends current state-of-the-art likelihood approximation techniques based on Gaussian approximation under the assumption that the number of agents to be tracked is fixed and known. Moreover, a novel likelihood approximation method is proposed that enables efficient and accurate tracking. The simulations show that the proposed method achieves up to 22% higher accuracy with the same computational complexity as that of existing methods. Thus, efficient and accurate tracking of wireless agents is achieved.


Sensors ◽  
2021 ◽  
Vol 21 (2) ◽  
pp. 473
Author(s):  
Haifeng Guo ◽  
Aidong Xu ◽  
Kai Wang ◽  
Yue Sun ◽  
Xiaojia Han ◽  
...  

Electromagnetic coils are one of the key components of many systems. Their insulation failure can have severe effects on the systems in which coils are used. This paper focuses on insulation degradation monitoring and remaining useful life (RUL) prediction of electromagnetic coils. First, insulation degradation characteristics are extracted from coil high-frequency electrical parameters. Second, health indicator is defined based on insulation degradation characteristics to indicate the health degree of coil insulation. Finally, an insulation degradation model is constructed, and coil insulation RUL prediction is performed by particle filtering. Thermal accelerated degradation experiments are performed to validate the RUL prediction performance. The proposed method presents opportunities for predictive maintenance of systems that incorporate coils.


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