Multiple Model Rao-Blackwellized Particle Filter for Manoeuvring Target Tracking

Particle filters can become quite inefficient when applied to a high-dimensional state space since a prohibitively large number of samples may be required to approximate the underlying density functions with desired accuracy. In this paper, a novel multiple model Rao-Blackwellized particle filter (MMRBPF)-based algorithm has been proposed for manoeuvring target tracking in a cluttered environment. The advantage of the proposed approach is that the Rao-Blackwellization allows the algorithm to be partitioned into target tracking and model selection sub-problems, where the target tracking can be solved by the probabilistic data association filter, and the model selection by sequential importance sampling. The analytical relationship between target state and model is exploited to improve the efficiency and accuracy of the proposed algorithm. Moreover, to reduce the particle-degeneracy problem, the resampling approach is selectively carried out. Finally, experiment results, show that the proposed algorithm, has advantages over the conventional IMM-PDAF algorithm in terms of robust and  efficiency.Defence Science Journal, 2009, 59(3), pp.197-204, DOI:http://dx.doi.org/10.14429/dsj.59.151

A particle filtering approach for joint detection/estimation of multipath effects on GPS measurements

Multipath propagation causes major impairments to Global Positioning System (GPS) based navigation. Multipath results in biased GPS measurements, hence inaccurate position estimates. In this work, multipath effects are considered as abrupt changes affecting the navigation system. A multiple model formulation is proposed whereby the changes are represented by a discrete valued process. The detection of the errors induced by multipath is handled by a Rao-Blackwellized particle filter (RBPF). The RBPF estimates the indicator process jointly with the navigation states and multipath biases. The interest of this approach is its ability to integrate a priori constraints about the propagation environment. The detection is improved by using information from near future GPS measurements at the particle filter (PF) sampling step. A computationally modest delayed sampling is developed, which is based on a minimal duration assumption for multipath effects. Finally, the standard PF resampling stage is modified to include an hypothesis test based decision step