scholarly journals An Improved Unscented Particle Filter with Global Sampling Strategy

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Yi-zheng Zhao
Keyword(s):  
Particle Filter ◽  
Unscented Kalman Filter ◽  
Sampling Strategy ◽  
Computation Complexity ◽  
Proposal Distribution ◽  
Time Step ◽  
Unscented Particle Filter ◽  
New Strategy ◽  
The Mean ◽  
Improved Algorithm

Particle filter (PF) has many variations and one of the most popular is the unscented particle filter (UPF). UPF uses the unscented Kalman filter (UKF) to generate particles in the PF framework and has a better performance than the standard PF. However, UPF suffers from its high computation complexity because it has to execute UKF to each particle to obtain proposal distribution. This paper gives an improved UPF aiming at reducing the computation complexity of the algorithm. In comparison to the standard UPF, the new strategy generates proposal distribution from the mean and covariance value of the whole particles instead of from each particle. Thus the improved algorithm utilizes the characteristics of the whole particles and only needs to perform UKF algorithm once to get the proposal distribution at each time step. Experimental results show that, compared to standard UPF, the improved algorithm reduces the time consumption greatly almost without performance degradation.

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.

INS/GPS Tightly-coupled Integration using Adaptive Unscented Particle Filter

2010 ◽  
Vol 63 (3) ◽  
pp. 491-511 ◽  
Author(s):  
Junchuan Zhou ◽  
Stefan Knedlik ◽  
Otmar Loffeld
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Unscented Kalman Filter ◽  
Estimation Accuracy ◽  
Proposal Distribution ◽  
Sampling Step ◽  
Computational Burden ◽  
Monte Carlo Experiments ◽  
Unscented Particle Filter ◽  
Tightly Coupled

With the rapid developments in computer technology, the particle filter (PF) is becoming more attractive in navigation applications. However, its large computational burden still limits its widespread use. One approach for reducing the computational burden without degrading the system estimation accuracy is to combine the PF with other filters, i.e., the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). In this paper, the a posteriori estimates from an adaptive unscented Kalman filter (AUKF) are used to specify the PF importance density function for generating particles. Unlike the sequential importance sampling re-sampling (SISR) PF, the re-sampling step is not required in the algorithm, because the filter does not reuse the particles. Hence, the filter computational complexity can be reduced. Besides, the latest measurements are used to improve the proposal distribution for generating particles more intelligently. Simulations are conducted on the basis of a field-collected 3D UAV trajectory. GPS and IMU data are simulated under the assumption that a NovAtel DL-4plus GPS receiver and a Landmark™ 20 MEMS-based IMU are used. Navigation under benign and highly reflective signal environments are considered. Monte Carlo experiments are made. Numerical results show that the AUPF with 100 particles can present improved system estimation accuracy with an affordable computational burden when compared with the AEKF and AUKF 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.

A New Adaptive UPF Algorithm through Improved Relative Entropy

2013 ◽  
Vol 658 ◽  
pp. 569-573
Author(s):  
Wen Tao Yu ◽  
Jun Peng ◽  
Xiao Yong Zhang
Keyword(s):  
Particle Filter ◽  
Relative Entropy ◽  
Particle Number ◽  
Time Step ◽  
Unscented Particle Filter ◽  
Posterior Probability Density ◽  
The Difference ◽  
Particle Filter Algorithm ◽  
Non Gaussian ◽  
Number Of Particles

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.

scholarly journals Integration of GPS Precise Point Positioning and MEMS-Based INS Using Unscented Particle Filter

2021 ◽  
Author(s):  
Mahmoud Abd Rabbou ◽  
Ahmed El-Rabbany
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
Precise Point Positioning ◽  
Unscented Kalman Filter ◽  
Inertial Sensor ◽  
Measurement Models ◽  
Unscented Particle Filter ◽  
Tightly Coupled ◽  
Point Positioning

Integration of Global Positioning System (GPS) and Inertial Navigation System (INS) integrated system involves nonlinear motion state and measurement models. However, the extended Kalman filter (EKF) is commonly used as the estimation filter, which might lead to solution divergence. This is usually encountered during GPS outages, when low-cost micro-electro-mechanical sensors (MEMS) inertial sensors are used. To enhance the navigation system performance, alternatives to the standard EKF should be considered. Particle filtering (PF) is commonly considered as a nonlinear estimation technique to accommodate severe MEMS inertial sensor biases and noise behavior. However, the computation burden of PF limits its use. In this study, an improved version of PF, the unscented particle filter (UPF), is utilized, which combines the unscented Kalman filter (UKF) and PF for the integration of GPS precise point positioning and MEMS-based inertial systems. The proposed filter is examined and compared with traditional estimation filters, namely EKF, UKF and PF. Tightly coupled mechanization is adopted, which is developed in the raw GPS and INS measurement domain. Un-differenced ionosphere-free linear combinations of pseudorange and carrier-phase measurements are used for PPP. The performance of the UPF is analyzed using a real test scenario in downtown Kingston, Ontario. It is shown that the use of UPF reduces the number of samples needed to produce an accurate solution, in comparison with the traditional PF, which in turn reduces the processing time. In addition, UPF enhances the positioning accuracy by up to 15% during GPS outages, in comparison with EKF. However, all filters produce comparable results when the GPS measurement updates are available. Keywords: GPS; PPP; INS; EKF; UKF; UPF; tightly coupled

scholarly journals A Quaternion-Based Robust Adaptive Spherical Simplex Unscented Particle Filter for MINS/VNS/GNS Integrated Navigation System

2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Ke Jia ◽  
Yifei Pei ◽  
Zhaohui Gao ◽  
Yongmin Zhong ◽  
Shesheng Gao ◽  
...  
Keyword(s):  
Particle Filter ◽  
Navigation System ◽  
Unscented Kalman Filter ◽  
Model Simulation ◽  
Adaptive Estimation ◽  
Integrated Navigation ◽  
Integrated Navigation System ◽  
Unscented Particle Filter ◽  
Spherical Simplex ◽  
Robust Adaptive

An improved filtering algorithm-robust adaptive spherical simplex unscented particle filter (RASSUPF) is proposed to achieve high accuracy, induce the amount of computation, and resist the influence of abnormal interference for the MINS/VNS/GNS integrated navigation system. This algorithm adopts spherical simplex unscented transformation (SSUT) to approximate the probability distribution, employs the spherical simplex unscented Kalman filter (SSUKF) to generate the importance sampling density of particle filter, and applies robust and adaptive estimation to control the influence of the abnormal information on the state model and the observation model. Simulation results demonstrate the proposed algorithm can effectively reduce the navigation error, improve the navigation positioning precision, and decrease the computation cost.

scholarly journals Integration of GPS Precise Point Positioning and MEMS-Based INS Using Unscented Particle Filter

2021 ◽  
Author(s):  
Mahmoud Abd Rabbou ◽  
Ahmed El-Rabbany
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
Precise Point Positioning ◽  
Unscented Kalman Filter ◽  
Inertial Sensor ◽  
Measurement Models ◽  
Unscented Particle Filter ◽  
Tightly Coupled ◽  
Point Positioning

Integration of Global Positioning System (GPS) and Inertial Navigation System (INS) integrated system involves nonlinear motion state and measurement models. However, the extended Kalman filter (EKF) is commonly used as the estimation filter, which might lead to solution divergence. This is usually encountered during GPS outages, when low-cost micro-electro-mechanical sensors (MEMS) inertial sensors are used. To enhance the navigation system performance, alternatives to the standard EKF should be considered. Particle filtering (PF) is commonly considered as a nonlinear estimation technique to accommodate severe MEMS inertial sensor biases and noise behavior. However, the computation burden of PF limits its use. In this study, an improved version of PF, the unscented particle filter (UPF), is utilized, which combines the unscented Kalman filter (UKF) and PF for the integration of GPS precise point positioning and MEMS-based inertial systems. The proposed filter is examined and compared with traditional estimation filters, namely EKF, UKF and PF. Tightly coupled mechanization is adopted, which is developed in the raw GPS and INS measurement domain. Un-differenced ionosphere-free linear combinations of pseudorange and carrier-phase measurements are used for PPP. The performance of the UPF is analyzed using a real test scenario in downtown Kingston, Ontario. It is shown that the use of UPF reduces the number of samples needed to produce an accurate solution, in comparison with the traditional PF, which in turn reduces the processing time. In addition, UPF enhances the positioning accuracy by up to 15% during GPS outages, in comparison with EKF. However, all filters produce comparable results when the GPS measurement updates are available. Keywords: GPS; PPP; INS; EKF; UKF; UPF; tightly coupled

Training Multi-Layer Perceptrons with the Unscented Kalman Particle Filter

2012 ◽  
Vol 542-543 ◽  
pp. 745-748
Author(s):  
Yan Hui Xi ◽  
Hui Peng
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Extended Kalman Filter ◽  
Unscented Kalman Filter ◽  
Parameters Optimization ◽  
Learning Approaches ◽  
Neural Network Models ◽  
Proposal Distribution ◽  
Sequential Approach ◽  
Dimensional Parameter

Many Bayesian learning approaches to multi-layer perceptrons (MLPs) parameters optimization have been proposed such as the extended Kalman filter (EKF). In this paper, a sequential approach is applied to train the MLPs. Based on the particle filter, the approach named unscented Kalman particle filter (UPF) uses the unscented Kalman filter as proposal distribution to generate the importance sampling density. The UPF are devised to deal with the high dimensional parameter space that is inherent to neural network models. Simulation results show that the new algorithm performs better than traditional optimization methods such as the extended Kalman filter.

scholarly journals Adaptive Sample-Size Unscented Particle Filter with Partitioned Sampling for Three-Dimensional High-Maneuvering Target Tracking

2019 ◽  
Vol 9 (20) ◽  
pp. 4278 ◽  
Author(s):  
Qi Deng ◽  
Gang Chen ◽  
Huaxiang Lu
Keyword(s):  
Particle Filter ◽  
Sample Size ◽  
Target Tracking ◽  
Dimensional Space ◽  
Three Dimensional ◽  
Maneuvering Target Tracking ◽  
Time Step ◽  
Maneuvering Target ◽  
Unscented Particle Filter ◽  
Partitioned Sampling

High-maneuvering target tracking is a focused application area in radar positioning and military defense systems, especially in three-dimensional space. However, using a traditional motion model and techniques expanded from general two-dimensional maneuvering target tracking may be inaccurate and impractical in some mission-critical systems. This paper proposes an adaptive sample-size unscented particle filter with partitioned sampling (PS-AUPF), which is used to track a three-dimensional, high-maneuvering target, combined with the CS-jerk model. In PS-AUPF, the partitioned sampling is introduced to improve the resampling and predicting process by decomposing motion space. At the same time, the adaptive sample size strategy is used to adjust the sample size adaptively in the tracking process, according to the initial parameters and the estimated state variance of each time step. Finally, the effectiveness of this method is validated by simulations, in which the sample size of each algorithm is set to the minimum required for the optimal accuracy, thus ensuring the reliability of the tracking results. The results have shown that the proposed PS-AUPF, with higher accuracy and lower computational complexity, performs better than other existing tracking methods in three-dimensional high-maneuvering target tracking scenarios.

A Novel Hybrid Unscented Particle Filter based on Firefly Algorithm for Tightly-Coupled Stereo Visual-Inertial Vehicle Positioning

2019 ◽  
Vol 73 (3) ◽  
pp. 613-627
Author(s):  
Xiuyuan Li ◽  
Wenxue Gao ◽  
Jiashu Zhang
Keyword(s):  
Kalman Filter ◽  
Computational Complexity ◽  
Particle Filter ◽  
Firefly Algorithm ◽  
Unscented Kalman Filter ◽  
Estimation Accuracy ◽  
Positioning Systems ◽  
Unscented Particle Filter ◽  
Tightly Coupled ◽  
Vehicle Positioning

This paper presents a hybrid unscented particle filter (UPF) based on the firefly algorithm for tightly-coupled stereo visual-inertial vehicle positioning systems (VIVPS). Compared with standard UPF, this novel approach can achieve similar estimation accuracy with much less computational complexity. To reduce the computational complexity, the time updating of the hybrid unscented Kalman filter is conducted via the formula of standard linear Kalman filter on the basis of the constructed linear/nonlinear mixed filter model. The particle updating of the particle filter is optimised by modified firefly algorithm to reduce the number of particles needed by means of moving particles towards high likelihood regions via the attraction and movement of fireflies, leading to a significant reduction of computational complexity. Experimental results show the average execution time of the proposed approach is 23·8% that of the standard UPF with similar accuracy, indicating the designed method for tightly-coupled stereo VIVPS can better satisfy the real-time requirement of the system.

Sign in / Sign up

Export Citation Format

Share Document