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 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 Unscented Particle Filter Algorithm Based on Divide-and-Conquer Sampling for Target Tracking

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 2236
Author(s):  
Sichun Du ◽  
Qing Deng
Keyword(s):  
Particle Filter ◽  
State Space ◽  
Adaptive Filtering ◽  
Divide And Conquer ◽  
Particle Swarm Algorithm ◽  
Tracking Accuracy ◽  
Filtering Algorithm ◽  
Maneuvering Target ◽  
Unscented Particle Filter ◽  
Particle Filter Algorithm

Unscented particle filter (UPF) struggles to completely cover the target state space when handling the maneuvering target tracing problem, and the tracking performance can be affected by the low sample diversity and algorithm redundancy. In order to solve this problem, the method of divide-and-conquer sampling is applied to the UPF tracking algorithm. By decomposing the state space, the descending dimension processing of the target maneuver is realized. When dealing with the maneuvering target, particles are sampled separately in each subspace, which directly prevents particles from degeneracy. Experiments and a comparative analysis were carried out to comprehensively analyze the performance of the divide-and-conquer sampling unscented particle filter (DCS-UPF). The simulation result demonstrates that the proposed algorithm can improve the diversity of particles and obtain higher tracking accuracy in less time than the particle swarm algorithm and intelligent adaptive filtering algorithm. This algorithm can be used in complex maneuvering conditions.

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.

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.

Rao-Blackwellized Unscented Particle Filter for a Handheld Unexploded Ordnance Geolocation System using IMU/GPS

2011 ◽  
Vol 64 (2) ◽  
pp. 327-340 ◽  
Author(s):  
Jong Ki Lee ◽  
Christopher Jekeli
Keyword(s):  
Particle Filter ◽  
Discrimination Performance ◽  
Sensor Technology ◽  
Unexploded Ordnance ◽  
Integration Algorithm ◽  
Detection Systems ◽  
Positioning Errors ◽  
Unscented Particle Filter ◽  
Electro Magnetic ◽  
Non Gaussian

The existence of Unexploded Ordnance (UXO) is a serious environmental hazard, especially in areas being converted from military to civilian use. The detection and discrimination performance of UXO detectors depends on the sensor technology as well as on the processing methodology that inverts the data to infer UXO. The detection systems, typically electro-magnetic induction (EMI) devices, require very accurate positioning (or geolocation) in order to discriminate candidate UXO from non-hazardous items. For this paper, a hand-held geolocation system based on a tactical-grade IMU, such as the HG1900, was tested in the laboratory over a small, metre-square area in sweep and swing modes. A camera position system was used to emulate GPS or alternative ground-based external ranging systems that control positioning errors. The proposed integration algorithm is a combination of linear filtering (Extended Kalman Filter) and nonlinear, also non-Gaussian filtering (Unscented Particle Filter) in the form of the Rao-Blackwellized Particle Filter (RBPF). The test results show that the position accuracy was improved by applying nonlinear filter-based smoothing techniques in both the straight and curved sections of the sweep and swing trajectories.

scholarly journals The study of particle filter for satellite angular rate estimation without rate sensor measurement

2018 ◽  
Vol 150 ◽  
pp. 06010
Author(s):  
Nor Hazadura Hamzah ◽  
Sazali Yaacob ◽  
Ahmad Kadri Junoh ◽  
Mohd Zamri Hasan
Keyword(s):  
Particle Filter ◽  
Angular Rate ◽  
Euler Angles ◽  
Algorithm Performance ◽  
Flight Data ◽  
Computational Aspects ◽  
Sensor Measurement ◽  
Particle Filter Algorithm ◽  
Rate Sensor ◽  
Number Of Particles

This paper studies particle filter algorithm to estimate the angular rate of a satellite without the rate sensor measurements. In this work, the performance of the algorithm is studied in terms of capability to estimate the angular rate by using the Euler angles attitude information only. The effects of the number of particles on the algorithm performance are also investigated in terms of accuracy and computational aspects. The performance of the particle filter algorithm is verified using real flight data of Malaysian satellite.

scholarly journals Research on the Particle Filter Single-Station Target Tracking Algorithm Based on Particle Number Optimization

2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Lieping Zhang ◽  
Jinghua Nie ◽  
Shenglan Zhang ◽  
Yanlin Yu ◽  
Yong Liang ◽  
...  
Keyword(s):  
Particle Filter ◽  
Target Tracking ◽  
Real Time ◽  
Particle Number ◽  
Tracking Algorithm ◽  
Tracking Accuracy ◽  
Time Performance ◽  
Single Station ◽  
Tracking Model ◽  
Number Of Particles

Given that the tracking accuracy and real-time performance of the particle filter (PF) target tracking algorithm are greatly affected by the number of sampled particles, a PF target tracking algorithm based on particle number optimization under the single-station environment was proposed in this study. First, a single-station target tracking model was established, and the corresponding PF algorithm was designed. Next, a tracking simulation experiment was carried out on the PF target tracking algorithm under different numbers of particles with the root mean square error (RMSE) and filtering time as the evaluation indexes. On this basis, the optimal number of particles, which could meet the accuracy and real-time performance requirements, was determined and taken as the number of particles of the proposed algorithm. The MATLAB simulation results revealed that compared with the unscented Kalman filter (UKF), the single-station PF target tracking algorithm based on particle number optimization not only was of high tracking accuracy but also could meet the real-time performance requirement.

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