Nudging the particle filter

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to concentrate in relatively small regions of the state space. The proposed scheme pushes some particles towards specific regions where the likelihood is expected to be high, an operation known as nudging in the geophysics literature. We re-interpret nudging in a form applicable to any particle filtering scheme, as it does not involve any changes in the rest of the algorithm. Since the particles are modified, but the importance weights do not account for this modification, the use of nudging leads to additional bias in the resulting estimators. However, we prove analytically that nudged particle filters can still attain asymptotic convergence with the same error rates as conventional particle methods. Simple analysis also yields an alternative interpretation of the nudging operation that explains its robustness to model errors. Finally, we show numerical results that illustrate the improvements that can be attained using the proposed scheme. In particular, we present nonlinear tracking examples with synthetic data and a model inference example using real-world financial data

A tripartite filter design for seamless pedestrian navigation using recursive 2-means clustering and Tukey update

Mobile devices are desired to guide users seamlessly to diverse destinations indoors and outdoors. The positioning fixing subsystems often provide poor quality measurements with gaps in an urban environment. No single position fixing technology works continuously. Many sensor fusion variations have been previously trialed to overcome this challenge, including the particle filter that is robust and the Kalman filter which is fast. However, a lack exists, of context aware, seamless systems that are able to use the most fit sensors and methods in the correct context. A novel adaptive and modular tripartite navigation filter design is presented to enable seamless navigation. It consists of a sensor subsystem, a context inference and a navigation filter blocks. A foot-mounted inertial measurement unit (IMU), a Global Navigation Satellite System (GNSS) receiver, Bluetooth Low Energy (BLE) and Ultrawideband (UWB) positioning systems were used in the evaluation implementation of this design. A novel recursive 2-means clustering method was developed to track multiple hypotheses when there are gaps in position fixes. The closest hypothesis to a new position fix is selected when the gap ends. Moreover, when the position fix quality measure is not reliable, a fusion approach using a Tukey-style particle filter measurement update is introduced. Results show the successful operation of the design implementation. The Tukey update improves accuracy by 5% and together with the clustering method the system robustness is enhanced

An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models

Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-space models. The purpose of this article is to extend the twisted particle filtering methodology, establish accessible theoretical results which convey its rationale, and provide a demonstration of its practical performance within particle Markov chain Monte Carlo for estimating static model parameters. We derive twisted particle filters that incorporate systematic or multinomial resampling and information from historical particle states, and a transparent proof which identifies the optimal algorithm for marginal likelihood estimation. We demonstrate how to approximate the optimal algorithm for nonlinear state-space models with Gaussian noise and we apply such approximations to two examples: a range and bearing tracking problem and an indoor positioning problem with Bluetooth signal strength measurements. We demonstrate improvements over standard algorithms in terms of variance of marginal likelihood estimates and Markov chain autocorrelation for given CPU time, and improved tracking performance using estimated parameters.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Effiziente Lokalisierung von Nutzern und Geräten in Smarten Umgebungen

The thesis considers determination of location of sensors and users in smart environments using measurements of Received Signal Strength (RSS). The first part of the thesis focuses on localization in Wireless Sensor Networks and contributes two fully distributed algorithms which address the Sensor Selection Problem and provide the best trade-off between energy consumption and localization accuracy among the algorithms considered. Furthermore, the thesis contributes to Device Free Localization an indoor localization concept providing scalable and highly accurate location estimates (prototype: 0.36m² MSE) while using a COTS passive RFID-System and not relying on user-carried sensors

A Review of Radio Frequency Based Localization for Aerial and Ground Robots with 5G Future Perspectives

Efficient localization plays a vital role in many modern applications of Unmanned Ground Vehicles (UGV) and Unmanned aerial vehicles (UAVs), which would contribute to improved control, safety, power economy, etc. The ubiquitous 5G NR (New Radio) cellular network will provide new opportunities for enhancing localization of UAVs and UGVs. In this paper, we review the radio frequency (RF) based approaches for localization. We review the RF features that can be utilized for localization and investigate the current methods suitable for Unmanned vehicles under two general categories: range-based and fingerprinting. The existing state-of-the-art literature on RF-based localization for both UAVs and UGVs is examined, and the envisioned 5G NR for localization enhancement, and the future research direction are explored

Infrastructure Wi-Fi for connected autonomous vehicle positioning : a review of the state-of-the-art

In order to realize intelligent vehicular transport networks and self driving cars, connected autonomous vehicles (CAVs) are required to be able to estimate their position to the nearest centimeter. Traditional positioning in CAVs is realized by using a global navigation satellite system (GNSS) such as global positioning system (GPS) or by fusing weighted location parameters from a GNSS with an inertial navigation systems (INSs). In urban environments where Wi-Fi coverage is ubiquitous and GNSS signals experience signal blockage, multipath or non line-of-sight (NLOS) propagation, enterprise or carrier-grade Wi-Fi networks can be opportunistically used for localization or “fused” with GNSS to improve the localization accuracy and precision. While GNSS-free localization systems are in the literature, a survey of vehicle localization from the perspective of a Wi-Fi anchor/infrastructure is limited. Consequently, this review seeks to investigate recent technological advances relating to positioning techniques between an ego vehicle and a vehicular network infrastructure. Also discussed in this paper is an analysis of the location accuracy, complexity and applicability of surveyed literature with respect to intelligent transportation system requirements for CAVs. It is envisaged that hybrid vehicular localization systems will enable pervasive localization services for CAVs as they travel through urban canyons, dense foliage or multi-story car parks