An optimal filtering algorithm for non-parametric observation models in robot localization

In the application of particle filter algorithm for target tracking in wireless sensor networks, an Auxiliary particle filter (APF) and Gaussian particle filter (GPF) are discussed to solve the particle degradation problem of Particle Filter (PF). By introducing an auxiliary variable and two rounds weighted processes, APF makes the particle weights stable and relaxes particle degradation. GPF uses a Gaussian density function to approximately estimate posterior probability distribution. It doesn’t require re-sampling, and there is no particle degradation. Therefore, three algorithm are applied to single-target tracking in wireless sensor networks. Finally, the comparison of three algorithm’s performance in target tracking is presented and the simulation results are also given. From these results we can see that APF has better accuracy than PF algorithm and GPF has better accuracy and real-time performance than PF algorithm.

The application of the auxiliary particle filter to the robot localization problem is considered. The auxiliary particle filter (APF) is an enhancement of the generic particle filter. However, APF suffers from the impoverishment problem and needs a large number of particles to represent the system posterior probability density function. An evolutionary computing method, the genetic algorithm is introduced into APF to remove early convergence yet improves the quality of potential solutions. Experiment results show that the evolutionary APF algorithm needs fewer particles and is more precise and robust for mobile robot localization in dynamic environment.KeywordsMobile RobotParticle FilterGenetic AlgoRobot LocalizationAverage Localization ErrorThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

In this paper, a novel methodology is proposed to solve the simultaneous localization and mapping (SLAM) problem of mobile robot with particle filter (PF) algorithm. Compared with Kalman filter (KF) and extended Kalman filter (EKF), PF has a better performance in non-linear non-Gaussian environments. A close-loop updating scheme is developed in which positions of the robot and landmarks are updated with particle filtering and a weighted averaging algorithm respectively, and are linked through an additional feedback and correction process. An adaptive re-sampling method is used to reduce the computational load. The results of the simulation indicate that the PF-SLAM algorithm can localize the robot and landmarks accurately, and the error of landmarks' estimation converges better than general SLAM algorithms.

This paper proposes a novel particle filter, namely, the auxiliary iterated extended Kalman particle filter (AIEKPF). To generate the importance density, based on the auxiliary particle filtering (APF) technique the proposed filter uses the iterated extended Kalman filter (IEKF) to integrate the latest measurements into state transition density. This new filter can match the posterior density well, because of the robustness of the APF and the importance density generated by the IEKF. The performance of the presented particle filter is evaluated by two different estimation problems with the noise of Gaussian distribution and Gamma distribution, respectively. The experimental results illustrate that the AIEKPF is superior to the extended Kalman filter and some existing particle filters, such as the standard particle filter (PF), the extended Kalman particle filter, the unscented Kalman particle filter (UKPF) and the auxiliary extended Kalman particle filter, where the number of particles is relatively small, such as 200 and 1,000. However, with an increase of particles, the superiority of the proposed method may decline compared with the PF and APF as showed in the experiments. Also, the AIEKPF has less running time than the UKPF under the same conditions, and from the viewpoint of the average effective sample sizes, it is clear that the AIEKPF has the slightest degeneracy in all filters presented in the experiments.

The underwater target tracking environment usually has the characteristics of strong nonlinearity and non-Gaussian. The target tracking problem usually uses the nonlinear filtering algorithm, which combines the nonlinear measurement model with the linear system dynamics. The primary goal of target tracking is to extract accurate information about the real-time state of the target from the noise nonlinear observation obtained by the sensor. A new Gaussian Hermitt Kalman particle filter algorithm (GHKF-PF) is used to improve the tracking accuracy of the particle filter algorithm (PF). GHKF-PF uses the GHKF sampling method to sample particles from the posterior distribution of the target, calculates the mean and covariance for each particle, and uses the mean and variance to guide sampling. In the simulation experiment, the uniform linear motion model of underwater 3D target in the environment of Gaussian mixture noise (GMN) is established, and the application of GHKF-PF algorithm in 3D space is realized, and the accuracy is higher than that of PF. In order to further verify the effectiveness of the algorithm, a six-dimensional uniform acceleration motion model is established and compared with the extended particle filter (EPF) algorithm and the unscented particle filter (UPF) algorithm. The simulation results show that the performance of the GHKF-PF algorithm is similar to that of the UPF algorithm and better than the EPF algorithm.

To deal with the problem of ballistic reentry target trajectory tracking, a novel particle filter algorithm is proposed to mitigate the particle degeneracy. It can eliminate the inefficient particles by judging the degree of particle degradation at each time and generates new particles based on the estimation state values and their covariance according to the degeneracy ratio of particles. Compared with Standard Particle Filter (SPF) algorithm and Unscented Particle Filter (UPF) algorithm, simulation results show that the proposed algorithm can achieve better tracking performance with lower computational burden for the trajectory reentry target tracking model. Especially in the case of ballistic target maneuver, the performance stability of the proposed algorithm is even more significant.

Aiming to solve the problem of unknown parameters estimation in nonlinear and/or non-Gaussian dynamic system, Extension Particle Filtering(EPF) algorithm was proposed. EPF algorithm modeled unknown parameters by Gaussian random walk process, regarded unknown parameters in dynamic system as a part of state variations, and then estimated the state variations in extension nonlinear dynamic system by particle filtering algorithm. In order to improve the estimate precision of unknown parameters by utilizing observable information effectively, a new important density was purposed to instead of Bootstrap filter, further more, it avoided transformation about covariance. In order to solve the problem that covariance augmented infinitely with time in Gaussian random walk model, and Kernel smooth factor restrained covariance excessively so as to the values of estimate parameters could not access the values of true parameters sufficiently, the Gradually Reduce(GR) factor was purposed to instead of Kernel factor. At the end of this paper, the effectiveness and availability of purposed algorithm was validated by an exemplum.

In this research, a non-infrastructure-based and low-cost indoor navigation method is proposed through the integration of smartphone built-in microelectromechanical systems (MEMS) sensors and indoor map information using an auxiliary particle filter (APF). A cascade structure Kalman particle filter algorithm is designed to reduce the computational burden and improve the estimation speed of the APF by decreasing its update frequency and the number of particles used in this research. In the lower filter (Kalman filter), zero velocity update and non-holonomic constraints are used to correct the error of the inertial navigation-derived solutions. The innovation of the design lies in the combination of upper filter (particle filter) map-matching and map-aiding methods to further constrain the navigation solutions. This proposed navigation method simplifies indoor positioning and makes it accessible to individual and group users, while guaranteeing the system’s accuracy. The availability and accuracy of the proposed algorithm are tested and validated through experiments in various practical scenarios.

Sampling density design for particle filters

Most of the countries have paid great attention to flood water level monitoring and tracking because flood may damages people's life and property. Since flood water level fluctuate highly nonlinear, it is very difficult to predict the flood water level. The particle filter algorithm is well known as a very effective solution for handling nonlinear problems. Thus, in this paper, this algorithm is applied to predict the flood water level. There are many variations of particle filter. This paper proposes Sequential Importance Sampling (SIS) particle filter to solve the above mentioned problem. SIS is the basic particle filter. However, the problems with SIS particle filter are the particle degeneration phenomenon, when after a few iterations only a few particles have nonzero weight. So, Sampling Importance Resampling (SIR) particle filter is also introduced as the improved particle filter. From the simulation results using Matlab, SIR particle filter outperforms SIS particle filter by comparing the Root Mean Square Error (RMSE) value.

liuyujiao2005@126.com Abstract Aiming at a nonlinear/non-Gaussian filter problem, the data processing of a single-yarn strength testing system, a filtering method based on the particle filter algorithm is put forward. This paper expounds the principle, and the working process and the procedures of particle filter. It discusses in detail the application of particle filter in the single-yarn strength testing, the modeling of testing system state equation, and the implementation of this algorithm in a project. It also indicates that particle filter algorithm used to process single-yarn strength test data achieves a good effect and satisfactory filtering precision by simulated tests. Finally, this paper predicts that particle filter will play an important role in general data processing and analyzing. The detection of the yarn quality is very important for cotton production. Yarn strength is the reflection of inner quality of yarn and is the necessary condition of yarn's processing performance and end-use. The unit of single-yarn strength is Newton (N) per centimeter (CN). By stretching testing with a single-yarn strength tester, the yarn's characteristic parameters will be obtained, and the physical index of breaking strength, breaking elongation, fracture strength, fracture time and strength tensile curves can be determined, so the quality of yarn will be ascertained (1) . This paper majors in the research of the parameter of the single-yarn strength of yarn. The strength of yarn will increase with increasing within a certain twist; however the strength of yarn will decrease when the twist exceeds the critical value. The relationship between yarn elongation and tension is often nonlinear. When the yarn quality is tested by single-yarn strength tester, the interference noise of test environment in the industrial field is non-Gaussian. So the processing of single-yarn strength testing data is a typical nonlinear and non-Gaussian filtering problem. The traditional digital filtering methods normally only filter out the caused by single reason and can't achieve satisfactory results for complex noise. In order to solve this problem, a large number of nonlinear recursive filtering algorithm such as extended Kalman filtering (EKF), the modified gain Kalman filter (MGEKF), U Kalman filter (UKF) algorithm come forth in recent years, and these filters are based on particular assumption to ensure the optimality. The actual data is usually very complex, and contains many factors such as non-Gaussian, nonlinear, high dimensional and noise; in this case, the Kalman filter generally can't get the analytical solution. This is a common problem and appears in many different kinds of fields (2-11) . Now, a new sequential Monte Carlo particle filter algorithm based on Bayesian principles has been paid more attention. The particle filter technology realize the recursive Bayesian filter with non- parametric Monte Carlo simulation method, which can fit to any state space model and the nonlinear systems which can't be expressed by traditional Kalman filter, and its accuracy approach the accuracy of optimal estimation (12) . This paper places emphasis on introducing the principle and method of the particle filter, and the application of the nonlinear data processing.

We present the parallel particle filtering (PPF) software library, which enables hybrid shared-memory/distributedmemory parallelization of particle filtering (PF) algorithms combining the Message Passing Interface (MPI) with multithreading for multi-level parallelism. The library is implemented in Java and relies on OpenMPI's Java bindings for inter-process communication. It includes dynamic load balancing, multi-thread balancing, and several algorithmic improvements for PF, such as input-space domain decomposition. The PPF library hides the difficulties of efficient parallel programming of PF algorithms and provides application developers with a tool for parallel implementation of PF methods. We demonstrate the capabilities of the PPF library using two distributed PF algorithms in two scenarios with different numbers of particles. The PPF library runs a 38 million particle problem, corresponding to more than 1.86 TB of particle data, on 192 cores with 67% parallel efficiency.

A key problem of mobile robots is that of the positioning capability in order to detect their locations in the operating environment. A promising technology used in indoor localization recently is Visible Light Communication (VLC). In this paper, an integrated Angle of Arrival-Received Signal Strength (AOA-RSS) localization method using the VLC, which could get high accuracy with simple hardware, is proposed. In addition, the Extended Kalman Filter (EKF) and Particle Filter (PF) algorithms are combined with the proposed AOA-RSS localization method in order to achieve higher accuracy of the mobile robot positioning. By computer simulation, the performance of the proposed AOA-RSS localization method combined with the EKF and PF algorithms are compared. The combination scheme outperforms the individual VLC localization with small error approximation of a few centimetres.

Visual tracking is one of the key tasks in computer vision. The particle filter algorithm has been extensively used to tackle this problem due to its flexibility. However the conventional particle filter uses system transition as the proposal distribution, frequently resulting in poor priors for the filtering step. The main reason is that it is difficult, if not impossible, to accurately model the target's motion. Such a proposal distribution does not take into account the current observations. It is not a trivial task to devise a satisfactory proposal distribution for the particle filter. In this paper we advance a general augmented particle filtering framework for designing the optimal proposal distribution. The essential idea is to augment a second filter's estimate into the proposal distribution design. We then show that several existing improved particle filters can be rationalised within this general framework. Based on this framework we further propose variant algorithms for robust and efficient visual tracking. Experiments indicate that the augmented particle filters are more efficient and robust than the conventional particle filter.

Data assimilation is the process of estimating the state of dynamic systems (linear or nonlinear, Gaussian or non-Gaussian) as accurately as possible from noisy observational data. Although the Three Dimensional Variational (3D-VAR) methods, Four Dimensional Variational (4D-VAR) methods and Ensemble Kalman filter (EnKF) methods are widely used and effective for linear and Gaussian dynamics, new methods of data assimilation are required for the general situation, that is, nonlinear non-Gaussian dynamics. General Bayesian recursive estimation theory is reviewed in this thesis. The Bayesian estimation approach provides a rather general and powerful framework for handling nonlinear, non-Gaussian, as well as linear, Gaussian estimation problems. Despite a general solution to the nonlinear estimation problem, there is no closed-form solution in the general case. Therefore, approximate techniques have to be employed. In this thesis, the sequential Monte Carlo (SMC) methods, commonly referred to as the particle filter, is presented to tackle non-linear, non-Gaussian estimation problems. In this thesis, we use the SMC methods only for the nonlinear state estimation problem, however, it can also be used for the nonlinear parameter estimation problem. In order to demonstrate the new methods in the general nonlinear non-Gaussian case, we compare Sequential Monte Carlo (SMC) methods with the Ensemble Kalman Filter (EnKF) by performing data assimilation in nonlinear and non-Gaussian dynamic systems. The models used in this study are referred to as state-space models. The Lorenz 1963 and 1966 models serve as test beds for examining the properties of these assimilation methods when used in highly nonlinear dynamics. The application of Sequential Monte Carlo methods to different fixed parameters in dynamic models is considered. Four different scenarios in the Lorenz 1063 [sic] model and three different scenarios in the Lorenz 1996 model are designed in this study for both the SMC methods and EnKF method with different filter siz