Improved Particle Filter for Integrated Navigation System

2014 ◽  
Vol 543-547 ◽  
pp. 1278-1281 ◽  
Author(s):  
Zhun Jiao ◽  
Rong Zhang
Keyword(s):  
Monte Carlo ◽  
Particle Filter ◽  
Navigation System ◽  
Particle Filtering ◽  
Bayesian Filtering ◽  
Integrated Navigation ◽  
Proposal Distribution ◽  
Gaussian Distributions ◽  
Integrated Navigation System ◽  
Non Gaussian

As a new method for dealing with any nonlinear or non-Gaussian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters (PF) are favored by researchers and widely applied in many fields. Based on particle filtering, an improved particle filter (IPF) proposal distribution is presented. Evaluation of the weights is simplified and other improved techniques including the residual resampling step and Markov Chain Monte Carlo method are introduced for SINS/GPS integrated navigation system. The simulation results confirm that the improved particle filter outperforms the others.

Quasi-Monte Carlo Gaussian Particle Filtering Acceleration Using CUDA

2011 ◽  
Vol 130-134 ◽  
pp. 3311-3315
Author(s):  
Nai Gao Jin ◽  
Fei Mo Li ◽  
Zhao Xing Li
Keyword(s):  
Monte Carlo ◽  
Particle Filter ◽  
Particle Filtering ◽  
Parallel Implementation ◽  
Accurate Estimation ◽  
Quasi Monte Carlo ◽  
Speedup Ratio ◽  
Non Gaussian ◽  
Gpu Implementation ◽  
Number Of Particles

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.

Federated Particle Filter Technology Based on JIDS/SINS/GPS Integrated Navigation System

2013 ◽  
Vol 347-350 ◽  
pp. 1544-1548
Author(s):  
Zi Yu Li ◽  
Yan Liu ◽  
Ping Zhu ◽  
Cheng Ying
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
Integrated System ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Fusion Algorithm ◽  
Integrated Navigation System ◽  
Non Linear ◽  
Federated Kalman Filter

In multi-sensor integrated navigation systems, when sub-systems are non-linear and with Gaussian noise, the federated Kalman filter commonly used generates large error or even failure when estimating the global fusion state. This paper, taking JIDS/SINS/GPS integrated navigation system as example, proposes a federated particle filter technology to solve problems above. This technology, combining the particle filter with the federated Kalman filter, can be applied to non-linear non-Gaussian integrated system. It is proved effective in information fusion algorithm by simulated application, where the navigation information gets well fused.

Kalman/Particle Filter for Integrated Navigation System

2013 ◽  
Vol 756-759 ◽  
pp. 2142-2146 ◽  
Author(s):  
Zhun Jiao ◽  
Rong Zhang
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
The Other ◽  
New Method ◽  
Integrated Navigation ◽  
Computation Complexity ◽  
Integrated Navigation System ◽  
Simulation Results

Particle filter is introduced. Since the particle filter would bring hard computation, a new Kalman/Particle mixed filter used on SINS/GPS integrated navigation system was proposed. The new method divides the system into two sub-models, one is linear, the other one is nonlinear, and then implement Kalman filter and particle filter separately. The simulation results show that their performance is almost equal, but the computation complexity of the Kalman/particle filter is much lower than traditional particle filter.

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