Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Batch Nonlinear Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent variable. Our continuous-time prior can be defined by any nonlinear, time-varying stochastic differential equation driven by white noise; this allows the possibility of smoothing our trajectory estimates using a variety of vehicle dynamics models (e.g., `constant-velocity'). We show that this class of prior results in an inverse kernel matrix (i.e., covariance matrix between all pairs of measurement times) that is exactly sparse (block-tridiagonal) and that this can be exploited to carry out GP regression (and interpolation) very efficiently. When the prior is based on a linear, time-varying stochastic differential equation and the measurement model is also linear, this GP approach is equivalent to classical, discrete-time smoothing (at the measurement times); when a nonlinearity is present, we iterate over the whole trajectory to maximize accuracy. We test the approach experimentally on a simultaneous trajectory estimation and mapping problem using a mobile robot dataset.Comment: Submitted to Autonomous Robots on 20 November 2014, manuscript # AURO-D-14-00185, 16 pages, 7 figure

A review of sensor technology and sensor fusion methods for map-based localization of service robot

Service robot is currently gaining traction, particularly in hospitality, geriatric care and healthcare industries. The navigation of service robots requires high adaptability, flexibility and reliability. Hence, map-based navigation is suitable for service robot because of the ease in updating changes in environment and the flexibility in determining a new optimal path. For map-based navigation to be robust, an accurate and precise localization method is necessary. Localization problem can be defined as recognizing the robot’s own position in a given environment and is a crucial step in any navigational process. Major difficulties of localization include dynamic changes of the real world, uncertainties and limited sensor information. This paper presents a comparative review of sensor technology and sensor fusion methods suitable for map-based localization, focusing on service robot applications

Bayesian algorithms for mobile terminal positioning in outdoor wireless environments

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Ibeacon based proximity and indoor localization system

User location can be leveraged to provide a wide range of services in a variety of indoor locations including retails stores, hospitals, airports, museums and libraries etc. The widescale proliferation of user devices such as smart phones and the interconnectivity among different entities, powered by Internet of Things (IoT), makes user device-based localization a viable approach to provide Location Based Services (LBS). Location based services can be broadly classified into 1) Proximity based services that provides services based on a rough estimate of users distance to any entity, and 2) Indoor localization that locates a user\u27s exact location in the indoor environment rather than a rough estimate of the distance. The primary requirements of these services are higher energy efficiency, localization accuracy, wide reception range, low cost and availability. Technologies such as WiFi, Radio Frequency Identification (RFID) and Ultra Wideband (UWB) have been used to provide both indoor localization and proximity based services. Since these technologies are not primarily intended for LBS, they do not fulfill the aforementioned requirements. Bluetooth Low Energy (BLE) enabled beacons that use Apple\u27s proprietary iBeacon protocol are mainly intended to provide proximity based services. iBeacons satisfy the energy efficiency, wide reception range and availability requirements of LBS. However, iBeacons are prone to noise due to their reliance on Received Signal Strength Indicator (RSSI), which drastically fluctuates in indoor environments due to interference from different obstructions. This limits its proximity detection accuracy. In this thesis, we present an iBeacon based proximity and indoor localization system. We present our two server-based algorithms to improve the proximity detection accuracy by reducing the variation in the RSSI and using the RSSI-estimated distance, rather than the RSSI itself, for proximity classification. Our algorithms Server-side Running Average and Server-side Kalman Filter improves the proximity detection accuracy by 29% and 32% respectively in contrast to Apple\u27s current approach of using moving average of RSSI values for proximity classification. We utilize a server-based approach because of the greater computing power of servers. Furthermore, server-based approach helps reduce the energy consumption of user device. We describe our cloud based architecture for iBeacon based proximity detection. We also use iBeacons for indoor localization. iBeacons are not primarily intended for indoor localization as their reliance on RSSI makes them unsuitable for accurate indoor localization. To improve the localization accuracy, we use Bayesian filtering algorithms such as Particle Filter (PF), Kalman Filter (KF), and Extended Kalman Filter (EKF). We show that by cascading Kalman Filter and Extended Kalman Filter with Particle Filter, the indoor localization accuracy can be improved by 28% and 33.94% respectively when compared with only using PF. The PF, KFPF and PFEKF algorithm on the server side have average localization error of 1.441 meters, 1.0351 meters and 0.9519 meters respectively

Practical implementation of a hybrid indoor localization system

Mestrado de dupla diplomação com a UTFPR - Universidade Tecnológica Federal do ParanáIndoor localization systems occupy a significant role to track objects during their life cycle, e.g., related to retail, logistics and mobile robotics. These positioning systems use several techniques and technologies to estimate the position of each object, and face several requirements such as position accuracy, security, coverage range, energy consumption and cost. This master thesis describes a real-world scenario implementation, based on Bluetooth Low Energy (BLE) beacons, evaluating a Hybrid Indoor Positioning System (H-IPS) that combines two RSSI-based approaches: Multilateration (MLT) and Fingerprinting (FP). The objective is to track a target node, assuming that the object follows a linear motion model. It was employed Kalman Filter (KF) to decrease the positioning errors of the MLT and FP techniques. Furthermore a Track-to-Track Fusion (TTF) is performed on the two KF outputs in order to maximize the performance. The results show that the accuracy of H-IPS overcomes the standalone FP in 21%, while the original MLT is outperformed in 52%. Finally, the proposed solution demonstrated a probability of error < 2 m of 80%, while the same probability for the FP and MLT are 56% and 20%, respectively.Os sistemas de localização de ambientes internos desempenham um papel importante na localização de objectos durante o seu ciclo de vida, como por exemplo os relacionados com o varejo, a logística e a robótica móvel. Estes sistemas de localização utilizam várias técnicas e tecnologias para estimar a posição de cada objecto, e possuem alguns critérios tais como precisão, segurança, alcance, consumo de energia e custo. Esta dissertação de mestrado descreve uma implementação num cenário real, baseada em Bluetooth Low Energy (BLE) beacons, avaliando um Sistema Híbrido de Posicionamento para Ambientes Internos (H-IPS, do inglês Hybrid Indoor Positioning System) que combina duas abordagens baseadas no Indicador de Intensidade do Sinal Recebido (RSSI, do inglês Received Signal Strength Indicator): Multilateração (MLT) e Fingerprinting (FP). O objectivo é localizar um nó alvo, assumindo que o objecto segue um modelo de movimento linear. Foi utilizado Filtro de Kalman (FK) para diminuir os erros de posicionamento do MLT e FP, além de aplicar uma fusão de vetores de estado nas duas saídas FK, a fim de maximizar o desempenho. Os resultados mostram que a precisão do H-IPS supera o FP original em 21%, enquanto que o MLT original tem um desempenho superior a 52%. Finalmente, a solução proposta apresentou uma probabilidade de erro de < 2 m de 80%, enquanto a mesma probabilidade para FP e MLT foi de 56% e 20%, respectivamente

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

Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

By restricting to Gaussian distributions, the optimal Bayesian filtering problem can be transformed into an algebraically simple form, which allows for computationally efficient algorithms. Three problem settings are discussed in this thesis: (1) filtering with Gaussians only, (2) Gaussian mixture filtering for strong nonlinearities, (3) Gaussian process filtering for purely data-driven scenarios. For each setting, efficient algorithms are derived and applied to real-world problems