scholarly journals Simplified partial resampling method for state estimation usingparticle filter

2018 ◽  
Vol 7 (2.7) ◽  
pp. 243
Author(s):  
M Tirumala Reddy ◽  
Y Sri Ganesh ◽  
Ch Lakshmi Gayathri ◽  
T Megha Shyam ◽  
S Koteswar Rao ◽  
...  
Keyword(s):  
Particle Filter ◽  
State Estimation ◽  
Gaussian Noise ◽  
The State ◽  
Resampling Methods ◽  
Simple Pendulum ◽  
Filter Methods ◽  
Resampling Method ◽  
Paper Work ◽  
Non Gaussian

Particle filter methods are used in the estimation and tracking of the objects for non-linear and non-gaussian noise conditions. In this paper work the object estimation using partial resampling methods are discussed. On using partial resampling method resampling becomes faster. The performance of particle filter with partial resampling scheme is analyzed using the state estima-tion of a simple pendulum.

scholarly journals An Adaptive Unscented Particle Filter Algorithm through Relative Entropy for Mobile Robot Self-Localization

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Wentao Yu ◽  
Jun Peng ◽  
Xiaoyong Zhang ◽  
Shuo Li ◽  
Weirong Liu
Keyword(s):  
Nonlinear System ◽  
Particle Filter ◽  
State Estimation ◽  
Real Time ◽  
Relative Entropy ◽  
Gaussian Noise ◽  
The Real ◽  
Unscented Particle Filter ◽  
Non Gaussian ◽  
Number Of Particles

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.

scholarly journals IMM Iterated Extended Particle Filter Algorithm

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Yang Wan ◽  
Shouyong Wang ◽  
Xing Qin
Keyword(s):  
Particle Filter ◽  
Density Function ◽  
The State ◽  
Arbitrary Distribution ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Maneuvering Target ◽  
Particle Filter Algorithm ◽  
Non Gaussian ◽  
Importance Density Function

In order to solve the tracking problem of radar maneuvering target in nonlinear system model and non-Gaussian noise background, this paper puts forward one interacting multiple model (IMM) iterated extended particle filter algorithm (IMM-IEHPF). The algorithm makes use of multiple modes to model the target motion form to track any maneuvering target and each mode uses iterated extended particle filter (IEHPF) to deal with the state estimation problem of nonlinear non-Gaussian system. IEHPF is an improved particle filter algorithm, which utilizes iterated extended filter (IEHF) to obtain the mean value and covariance of each particle and describes importance density function as a combination of Gaussian distribution. Then according to the function, draw particles to approximate the state posteriori density of each mode. Due to the high filter accuracy of IEHF and the adaptation of system noise with arbitrary distribution as well as strong robustness, the importance density function generated by this method is more approximate to the true sate posteriori density. Finally, a numerical example is included to illustrate the effectiveness of the proposed methods.

A Novel Filtering Method for the Random Drift of MEMS Gyroscope

2014 ◽  
Vol 901 ◽  
pp. 73-79 ◽  
Author(s):  
Yu Wang ◽  
Yun Xu ◽  
Xin Hua Zhu
Keyword(s):  
Particle Filter ◽  
Gaussian Noise ◽  
Engineering Application ◽  
Random Drift ◽  
Unscented Transformation ◽  
Mems Gyroscope ◽  
Starting State ◽  
Nonlinearity Effect ◽  
Non Gaussian ◽  
Environment Noise

In engineering application, the nonlinearity effect of the environment noise is inconsistent with the successive starting state of MEMS gyroscope which will induce the random drifts. It manifests as the weak nonlinearity, non stability and slow time varying which cannot be compensated by the conventional method. In order to overcome the problems of the great random drift error model established based on the time series for MEMS gyroscope and the non Gaussian noise, the method of Iteration Unscented Kalman Particle Filter (IUKPF) is proposed in this paper. This method is based on the Particle Filter combing the Unscented Transformation (UT) with Iteration Kalman Filter (IKF), and it solved the instability of the precision for the conventional filtering methods and the degradation for the weight of the particle filter. The filtering result shows that the method of IUKPF can effectively restrain the random drift error under nonlinear and non Gaussian noise. The standard deviation for the output noise of MEMS gyroscope has decreased 81.9% by IUKPF which verifies the efficiency and superiority of this method.

scholarly journals Particle filter in power system state estimation – bad measurement data and branch disconnection

2015 ◽  
Vol 64 (2) ◽  
pp. 237-248
Author(s):  
Piotr Kozierski ◽  
Marcin Lis ◽  
Adam Owczarkowski ◽  
Dariusz Horla
Keyword(s):  
Power System ◽  
Particle Filter ◽  
State Estimation ◽  
Measurement Data ◽  
The State ◽  
Filter Method ◽  
System State ◽  
State Variables ◽  
Zero Bias ◽  
Power System State Estimation

Abstract An approach to power system state estimation using a particle filter has been proposed in the paper. Two problems have been taken into account during research, namely bad measurements data and a network structure modification with rapid changes of the state variables. For each case the modification of the algorithm has been proposed. It has also been observed that anti-zero bias modification has a very positive influence on the obtained results (few orders of magnitude, in comparison to the standard particle filter), and additional calculations are quite symbolic. In the second problem, used modification also improved estimation quality of the state variables. The obtained results have been compared to the extended Kalman filter method

scholarly journals Estimation Of State Variables And Model Parameters For The Evolution Of COVID-19 In The City Of Rio de Janeiro

2020 ◽  
Author(s):  
Helcio R.B. Orlande ◽  
Marcelo Colaco ◽  
George S. Dulikravich ◽  
Luiz F.S. Ferreira
Keyword(s):  
Particle Filter ◽  
State Estimation ◽  
Rio De Janeiro ◽  
Reproduction Number ◽  
The State ◽  
Estimation Problem ◽  
Evolution Model ◽  
Model Parameters ◽  
State Variables ◽  
The City

Evolution model is based on that used by Hernandez et al., which considers the following groups: Susceptible, Incubating, Asymptomatic, Symptomatic, Hospitalized, Recovered and Accumulated deaths. Evolution model considers the possibility of infections from asymptomatic, symptomatic and hospitalized individuals. Evolution model considers the possibility that individuals who have recovered from the disease become symptomatic again. Observation model accounts for underreport of cases and deaths. Observation model accounts for delays in reporting cases and deaths. Model parameters were initially estimated with the Markov Chain Monte Carlo (MCMC) method, by using the data of the city of Rio de Janeiro from February 28, 2020 to April 29, 2020. These estimations were used as initial input values for the solution of the state estimation problem for the city of Rio de Janeiro. Algorithm of Liu & West for the Particle Filter was used for the solution of the state estimation problem because it allows the simultaneous estimation of state variables and model parameters. State estimation problem was solved with the data of the city of Rio de Janeiro, from February 28, 2020 to May 05, 2020. Monte Carlo simulations were run for 20 future days, considering uncertainties in the model parameters and state variables. Initial conditions were given by the state variables and corresponding distributions estimated with the particle filter on May 05, 2020. Distributions of the model parameters were also given by the estimations obtained for this date. Data of the city of Rio de Janeiro, from May 06, 2020 to May 15, 2020, were used for the validation of the solution of the state estimation problem. The present model, with the parameters obtained with the Particle Filter, accurately fits the number of reported cases and the number of reported deaths, for 10 days ahead of the period used for the solution of the state estimation problem. The Ratio of Infected Individuals per Reported Cases was around 15 on May 05, 2020. The Indexes of Under-Reported Cases and Deaths were around 12 and 2, respectively, on May 05, 2020. The Effective Reproduction Number was around 1.6 on February 28, 2020 and dropped to around 0.9 on May 05, 2020. However, uncertainties related to this parameter are large and the effective reproduction number is between 0.3 and 1.5, at the 95% credibility level. The particle filter must be used to periodically update the estimation of state variables and model parameters, so that future predictions can be made. Day 0 is February 28, 2020.

scholarly journals Positioning Techniques in Indoor Environments Based on Stochastic Modeling of UWB Round Trip Time Measurements

2021 ◽  
Author(s):  
Paolo Carbone
Keyword(s):  
Particle Filter ◽  
Gaussian Noise ◽  
Additive White Gaussian Noise ◽  
Least Square ◽  
Indoor Environments ◽  
Round Trip Time ◽  
Round Trip ◽  
Positioning Systems ◽  
Trip Time ◽  
Non Gaussian

<div><div><div><p>In this paper, a technique for modeling propagation of Ultra Wide Band (UWB) signals in indoor or outdoor environments is proposed, supporting the design of a positioning systems based on Round Trip Time (RTT) measurements and on a particle filter. By assuming that nonlinear pulses are transmitted in an Additive White Gaussian Noise Channel, and detected using a threshold based receiver, it is shown that RTT measurements may be affected by a non-Gaussian noise. RTT noise properties are analyzed, and the effects of non-Gaussian noise on the performance of a RTT based positioning system are investigated. To this aim, a classical Least Square, an extended Kalman Filter and a Particle Filter are compared when used to detect a slowly moving target in presence of the modeled noise. It is shown that, in a realistic indoor environment, the Particle Filter solution may be a competitive solution, at a price of increased computational complexity. Experimental verifications validate the presented approach.</p></div></div></div>

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