Square Root Cubature Particle Filter

2011 ◽  
Vol 219-220 ◽  
pp. 727-731 ◽  
Author(s):  
Jing Mu ◽  
Yuan Li Cai ◽  
Jun Min Zhang
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
State Estimation ◽  
Numerical Stability ◽  
Current Measurement ◽  
Square Root ◽  
Proposal Distribution ◽  
Unscented Particle Filter ◽  
Cubature Kalman Filter ◽  
Simulation Results

The square root cubature particle filter (SRCPF) uses the square root cubature Kalman filter (SRCKF) for generating the proposal distribution. The SRCPF algorithm is easy to be implemented and has numerical stability. Moreover, the SRCKF based proposal distribution approximates the optimal importance distribution by incorporating the current measurement. Simulation results demonstrate that the SRCPF algorithm has the better performance for state estimation than the generic particle filter (GPF), extended particle filter (EPF) and unscented particle filter (UPF), and its calculation cost decreases largely.

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.

A Strong Tracking Cubature Kalman Filter for Nonlinear Estimation

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Scaling Factor ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Novel Method ◽  
Simulation Results ◽  
Tracking Filter ◽  
Nonlinear State

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.

Iterated Cubature Kalman Filter for State Estimation of Maneuver Reentry Vehicle

2012 ◽  
Vol 466-467 ◽  
pp. 1329-1333
Author(s):  
Jing Mu ◽  
Chang Yuan Wang
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
High Accuracy ◽  
Estimation Accuracy ◽  
Reentry Vehicle ◽  
Vehicle Simulation ◽  
Cubature Kalman Filter ◽  
Simulation Results ◽  
Iterate Process

We present the new filters named iterated cubature Kalman filter (ICKF). The ICKF is implemented easily and involves the iterate process for fully exploiting the latest measurement in the measurement update so as to achieve the high accuracy of state estimation We apply the ICKF to state estimation for maneuver reentry vehicle. Simulation results indicate ICKF outperforms over the unscented Kalman filter and square root cubature Kalman filter in state estimation accuracy.

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.

Robust Square-Root Cubature FastSLAM with Genetic Operators

Robotica ◽  
2020 ◽  
pp. 1-21
Author(s):  
Ramazan Havangi
Keyword(s):  
Experimental Data ◽  
Kalman Filter ◽  
A Priori ◽  
A Priori Knowledge ◽  
Square Root ◽  
Genetic Operators ◽  
Proposal Distribution ◽  
Cubature Kalman Filter ◽  
Noise Statistics ◽  
Better Than

SUMMARY An improved FastSLAM based on the robust square-root cubature Kalman filter (RSRCKF) with partial genetic resampling is proposed in this paper. In the proposed method, RSRCKF is used to design the proposal distribution of FastSLAM and to estimate environment landmarks. The proposed method does not require a priori knowledge of the noise statistics. In addition, to increase diversity, it uses the genetic operators-based strategy to further improve the particle diversity. In fact, a partial genetic resampling operation is carried out to maintain the diversity of particles. The proposed method is compared with other methods via simulation and experimental data. It can be seen from the results that the proposed method provides significantly more accurate and robust estimation results compared with other methods even with fewer particles and unknown a priori. In addition, the consistency of the proposed method is better than that of other methods.

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