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

Performances Comparison of Nonlinear Filters for Indoor WLAN Positioning

Indoor WLAN positioning should be modeled as a nonlinear and non-Gaussian dynamic system due to the complex indoor environment, radio propagation and motion behaviour. The aim of this paper is to analyze different filtering strategies for real life indoor WLAN positioning systems. The performance criteria for the comparison are the mean of localization errors and computational complexity. Three nonlinear filters are analyzed: Fourier density approximation (FF), particle filter (PF) and grid-based filter (GF), which are representatives for deterministic and random density approximation approaches. Our experimental results help to choose the appropriate filtering techniques under different resource limitations

Data Analysis and Memory Methods for RSS Bluetooth Low Energy Indoor Positioning

The thesis aims at finding a feasible solution to Bluetooth low energy indoor positioning (BLE-IP) including comprehensive data analysis of the received signal strength indication (RSSI) values. The data analysis of RSSI values was done to understand different factors influencing the RSSI values so as to gain better understanding of data generating process and to improve the data model. The positioning task is accomplished using a methodology called \textit{fingerprinting}. The fingerprinting based positioning involves two phases namely \textit{calibration phase} and \textit{localization phase}. The localization phase utilises the memory methods for positioning. In this thesis, we have used \textit{Gaussian process} for generation of radio maps and for localization we focus on memory methods: \textit{particle filters} and \textit{unscented Kalman filters}. The Gaussian process radio map is used as the measurement model in the Bayesian filtering context. The optimal fingerprinting phase parameters were determined and the filtering methods were evaluated in terms root mean square error

Communication Subsystems for Emerging Wireless Technologies

The paper describes a multi-disciplinary design of modern communication systems. The design starts with the analysis of a system in order to define requirements on its individual components. The design exploits proper models of communication channels to adapt the systems to expected transmission conditions. Input filtering of signals both in the frequency domain and in the spatial domain is ensured by a properly designed antenna. Further signal processing (amplification and further filtering) is done by electronics circuits. Finally, signal processing techniques are applied to yield information about current properties of frequency spectrum and to distribute the transmission over free subcarrier channels

Advanced Particle Filter Methods

This chapter presents a set of algorithmic methods based on particle filter heuristics. We start with an introduction to particle filters, which covers the main motivation and related works. Then, the generic framework for particle filter algorithm is presented, followed by two important use cases regarding indoor positioning and multitarget tracking; for both problems, modified particle filter algorithms are presented followed by experimental results, implementation remarks, and a discussion. Finally, a short list of conclusion and future work are presented

A smartphone localization algorithm using RSSI and inertial sensor measurement fusion

Indoor navigation using the existing wireless infrastructure and mobile devices is a very active research area. The major challenge is to leverage the extensive smartphone sensor suite to achieve location tracking with high accuracy. In this paper, we develop a navigation algorithm which fuses the WiFi received signal strength indicator (RSSI) and smartphone inertial sensor measurements. A sequential Monte Carlo filter is developed for inertial sensor based tracking, and a radiolocation algorithm is developed to infer mobile location based on RSSI measurements. The simulation results show that the proposed algorithm significantly outperforms the extended Kalman filter (EKF), and achieves competitive location accuracy compared with the round trip time (RTT) based ultra-wideband (UWB) system.National Science Foundation (U.S.) (Grant ECCS-0901034)United States. Office of Naval Research (Grant N00014-11-1-0397)Defense University Research Instrumentation Program (U.S.) (Grant N00014-08-1-0826)Massachusetts Institute of Technology. Institute for Soldier Nanotechnologie