Map-Based Indoor Pedestrian Navigation Using an Auxiliary Particle Filter.

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.

Tracking a maneuvering target weakens the performance of predictive-model-based Bayesian state estimators (Kalman Filter). Therefore, the particle is used to track maneuverable targets instead of Kalman filter and its extensions. The particle filter proved more efficiency compared to Kalman filter and its extensions, e.g. Extended Kalman Filter (EKF) and Interacting Multiple Model (IMM). Unfortunately, due to the highly uncertainty and incompleteness of the information in a highly-maneuverable target-tracking problem, the advantage of the particle filter is weakened. Both auxiliary and smoothing particle filter were proposed to overcome this problem. In this paper, we compare the performance of both auxiliary and smoothing particle filter in tracking a highly maneuverable target. We applied both algorithms to track a maneuverable target in a multiple-sensors network. Monte Carlo simulation showed that the smoothing particle filter has a better performance when compared to auxiliary particle filter in tracking a maneuvering target.

The particle filter has attracted considerable attention in visual tracking due to its relaxation of the linear and Gaussian restrictions in the state space model. It is thus more flexible than the Kalman filter. However, the conventional particle filter uses system transition as the proposal distribution, leading to poor sampling efficiency and poor performance in visual tracking. It is not a trivial task to design satisfactory proposal distributions for the particle filter. In this paper, we introduce an improved particle filtering framework into visual tracking, which combines the unscented Kalman filter and the auxiliary particle filter. The efficient unscented auxiliary particle filter (UAPF) uses the unscented transformation to predict one-step ahead likelihood and produces more reasonable proposal distributions, thus reducing the number of particles required and substantially improving the tracking performance. Experiments on real video sequences demonstrate that the UAPF is computationally efficient and outperforms the conventional particle filter and the auxiliary particle filter.KeywordsParticle FilterImportance SamplingObservation ModelVisual TrackingUnscented Kalman FilterThese 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.

This paper proposes two new particle filters, namely, the auxiliary extended Kalman particle filter (AEKPF) and the auxiliary unscented Kalman particle filter (AUKPF). The theory governing the newly proposed filtering techniques is developed and the algorithms are described and contrasted. Next, a series of tests is presented in which the new filters are compared against the extended Kalman filter (EKF), the unscented Kalman filter (UKF), and several existing particle filters. The test results are from simulations with synthetic mathematical models that incorporate elements that are nonlinear, non-stationary, and stochastic. Performance results are presented for various degrees of model nonlinearity including first, second, and third order systems. Furthermore, experimental results are also reported comparing the filters performances with different signal to noise ratios and noise models, including Gaussian, Cauchy, and Gamma distributions. Various metrics are used to compare the filters performances and to make conclusions about future work. It is shown to be advantageous to use certain particle filters depending on the noise distribution of the system of interest. In particular, the AUKPF and the AEKPF outperform existing particle filters in many cases.

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 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.

This paper provides a solution for the multiple changepoint detection problems in financial time series prediction without knowing the number and location of changepoints. The proposed approach is a Sequential Monte Carlo (SMC) method for estimating GARCH based volatility models which are subject to an unknown number of changepoints. Recent Auxiliary Particle Filtering (APF) techniques are used to calculate the posterior densities and forecasts in real-time. This approach also automatically deals with the common path dependence problem of these type volatility models. We studied on simulated volatility data using GARCH model and have shown that the proposed approach works well with the generated data. For the non-linearity multiple changepoint detection problem, APF is investigated over the simulated volatility to model the switching regimes. In this study, a full structural changepoint specification is defined in which all parameters of the conditional variance of GARCH are subject to change respectively.

Sampling density design for particle filters

The procedure of determining the initial values of the attitude angles (pitch, roll, and heading) is known as the alignment. Also, it is essential to align an inertial system before the start of navigation. Unless the inertial system is not aligned with the vehicle, the information provided by MEMS (microelectromechanical system) sensors is not useful for navigating the vehicle. At the moment MEMS gyroscopes have poor characteristics and it’s necessary to develop specific algorithms in order to obtain the attitude information of the object. Most of the standard algorithms for the attitude estimation are not suitable when using MEMS inertial sensors. The wavelet technique, the Kalman filter, and the quaternion are not new in navigation data processing. But the joint use of those techniques for MEMS sensor data processing can give some new results. In this paper the performance of a developed algorithm for the attitude estimation using MEMS IMU (inertial measurement unit) is tested. The obtained results are compared with the attitude output of another commercial GPS/IMU device by Xsens. The impact of MEMS sensor measurement noises on an alignment process is analysed. Some recommendations for the Kalman filter algorithm tuning to decrease standard deviation of the attitude estimation are given.

Electronic interference poses a significant challenge to Unmanned Aerial Vehicle (UAV) tracking systems, compromising navigation accuracy and operational safety in critical applications such as surveillance, disaster response, and infrastructure inspection. This study introduces a novel application of the Auxiliary Particle Filter (APF) for robust UAV tracking under interference conditions, focusing on fixed-reference scenarios. The APF incorporates adaptive proposal distributions and robust weight updates to effectively mitigate interference-induced measurement errors. Through comprehensive simulation that evaluates performance under varying interference and sensor degradation scenarios, the APF demonstrates superior accuracy, achieving a mean Root Mean Square Error (RMSE) of 4.82 meters with low variability (m). This significantly outperforms traditional filters, including the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). Notably, the APF maintains stable performance even under severe interference conditions, where conventional approaches exhibit substantial degradation. Statistical validation confirms these improvements across all test scenarios (p < 0.001). The detailed implementation guidelines provided in this study enable adoption across diverse operational contexts. These findings establish the APF as a robust and reliable solution for interference-prone environments and lay the groundwork for its adaptation to more dynamic tracking scenarios in autonomous UAV operations.

Estimating wind speed and direction in outdoor areas with high precision and resolution requires a large number of anemometers distributed in different locations. Compared with others conventional sensors, the micro electro mechanical system (MEMS) sensors are lighter and smaller, therefore, they can be integrated in large numbers. Moreover, due to their batch production, MEMS sensors are relatively low cost. Their main drawbacks are the dependence on the air temperature and the inability of detecting the flow direction. This paper deals with the design of a cylindrical-shaped probe equipped with two dual MEMS hot-film sensor chips calibrated in a wind tunnel. With the obtained results, a model based on artificial neural network is developed and implemented on Arduino board. This model is assigned to calculate the corresponding values of wind speed and direction with correcting the effect of temperature drift. Finally, outdoor tests are carried out at wind monitoring points measured by an opto-electronic anemometer and an opto-electronic wind vane. The obtained results are accurate and agree well.

In this work, we propose a new ground moving target indicator (GMTI) radar based ground vehicle tracking method which exploits domain knowledge. Multiple state models are considered and a Monte-Carlo sampling based algorithm is preferred due to the manoeuvring of the ground vehicle and the non-linearity of the GMTI measurement model. Unlike the commonly used algorithms such as the interacting multiple model particle filter (IMMPF) and bootstrap multiple model particle filter (BS-MMPF), we propose a new algorithm integrating the more efficient auxiliary particle filter (APF) into a Bayesian framework. Moreover, since the movement of the ground vehicle is likely to be constrained by the road, this information is taken as the domain knowledge and applied together with the tracking algorithm for improving the tracking performance. Simulations are presented to show the advantages of both the new algorithm and incorporation of the road information by evaluating the root mean square error (RMSE).

The lack of a parameterized observation model in robot localization using occupancy grids requires the application of sampling-based methods, or particle filters. This work addresses the problem of optimal Bayesian filtering for dynamic systems with observation models that cannot be approximated properly as any parameterized distribution, which includes localization and SLAM with occupancy grids. By integrating ideas from previous works on adaptive sample size, auxiliary particle filters, and rejection sampling, we derive a new particle filter algorithm that enables the usage of the optimal proposal distribution to estimate the true posterior density of a non-parametric dynamic system. Our solution avoids approximations adopted in previous approaches at the cost of a higher computational burden. We present simulations and experimental results for a real robot showing the suitability of the method for localization.

A note on auxiliary particle filters

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