The existing indoor fusion positioning methods based on Pedestrian Dead Reckoning(PDR)and geomagnetic technology have the problems of large initial position error,low sensor accuracy,and geomagnetic mismatch.In this s...The existing indoor fusion positioning methods based on Pedestrian Dead Reckoning(PDR)and geomagnetic technology have the problems of large initial position error,low sensor accuracy,and geomagnetic mismatch.In this study,a novel indoor fusion positioning approach based on the improved particle filter algorithm by geomagnetic iterative matching is proposed,where Wi-Fi,PDR,and geomagnetic signals are integrated to improve indoor positioning performances.One important contribution is that geomagnetic iterative matching is firstly proposed based on the particle filter algorithm.During the positioning process,an iterative window and a constraint window are introduced to limit the particle generation range and the geomagnetic matching range respectively.The position is corrected several times based on geomagnetic iterative matching in the location correction stage when the pedestrian movement is detected,which made up for the shortage of only one time of geomagnetic correction in the existing particle filter algorithm.In addition,this study also proposes a real-time step detection algorithm based on multi-threshold constraints to judge whether pedestrians are moving,which satisfies the real-time requirement of our fusion positioning approach.Through experimental verification,the average positioning accuracy of the proposed approach reaches 1.59 m,which improves 33.2%compared with the existing particle filter fusion positioning algorithms.展开更多
As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduce...As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduced by the resampling step, together with the high computational burden problem, may lead to performance degradation and restrain the use of SMC-PHD filter in practical applications. In this work, a novel SMC-PHD filter based on particle compensation is proposed to solve above problems. Firstly, according to a comprehensive analysis on the particle impoverishment problem, a new particle generating mechanism is developed to compensate the particles. Then, all the particles are integrated into the SMC-PHD filter framework. Simulation results demonstrate that, in comparison with the SMC-PHD filter, proposed PC-SMC-PHD filter is capable of overcoming the particle impoverishment problem, as well as improving the processing rate for a certain tracking accuracy in different scenarios.展开更多
A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks (such as, particle impoverishment and numerical sensitivity in calculating the prior) of the conv...A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks (such as, particle impoverishment and numerical sensitivity in calculating the prior) of the conventional unscented particle filter (UPF) confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.展开更多
For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to ...For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, ere novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.展开更多
This paper proposes a particle swarm optimization(PSO) based particle filter(PF) tracking framework,the embedded PSO makes particles move toward the high likelihood area to find the optimal position in the state t...This paper proposes a particle swarm optimization(PSO) based particle filter(PF) tracking framework,the embedded PSO makes particles move toward the high likelihood area to find the optimal position in the state transition stage,and simultaneously incorporates the newest observations into the proposal distribution in the update stage.In the proposed approach,likelihood measure functions involving multiple features are presented to enhance the performance of model fitting.Furthermore,the multi-feature weights are self-adaptively adjusted by a PSO algorithm throughout the tracking process.There are three main contributions.Firstly,the PSO algorithm is fused into the PF framework,which can efficiently alleviate the particles degeneracy phenomenon.Secondly,an effective convergence criterion for the PSO algorithm is explored,which can avoid particles getting stuck in local minima and maintain a greater particle diversity.Finally,a multi-feature weight self-adjusting strategy is proposed,which can significantly improve the tracking robustness and accuracy.Experiments performed on several challenging public video sequences demonstrate that the proposed tracking approach achieves a considerable performance.展开更多
Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles (n state space remains a critical issue in desi...Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles (n state space remains a critical issue in designing a particle filter. A simplified unscented particle filter (SUPF) is presented, where particles are drawn partly from the transition prior density (TPD) and partly from the Gaussian approximate posterior density (GAPD) obtained by a unscented Kalman filter. The ratio of the number of particles drawn from TPD to the number of particles drawn from GAPD is adaptively determined by the maximum likelihood ratio (MLR). The MLR is defined to measure how well the particles, drawn from the TPD, match the likelihood model. It is shown that the particle set generated by this sampling strategy is more close to the significant region in state space and tends to yield more accurate results. Simulation results demonstrate that the versatility and es- timation accuracy of SUPF exceed that of standard particle filter, extended Kalman particle filter and unscented particle filter.展开更多
To track the nonlinear,non-Gaussian bearings-only maneuvering target accurately online,the constrained auxiliary particle filtering(CAPF)algorithm is presented.To restrict the samples into the feasible area,the soft m...To track the nonlinear,non-Gaussian bearings-only maneuvering target accurately online,the constrained auxiliary particle filtering(CAPF)algorithm is presented.To restrict the samples into the feasible area,the soft measurement constraints are implemented into the update routine via the1 regularization.Meanwhile,to enhance the sampling diversity and efficiency,the target kinetic features and the latest observations are involved into the evolution.To take advantage of the past and the current measurement information simultaneously,the sub-optimal importance distribution is constructed as a Gaussian mixture consisting of the original and modified priors with the fuzzy weighted factors.As a result,the corresponding weights are more evenly distributed,and the posterior distribution of interest is approximated well with a heavier tailor.Simulation results demonstrate the validity and superiority of the CAPF algorithm in terms of efficiency and robustness.展开更多
To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-...To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-Gaussian error models,a new algorithm called the federated unscented particle filtering(FUPF) algorithm was introduced.In this algorithm,the unscented particle filter(UPF) served as the local filter,the federated filter was used to fuse outputs of all local filters,and the global filter result was obtained.Because the algorithm was not confined to the assumption of Gaussian noise,it was of great significance to integrated navigation systems described by the non-Gaussian noise.The proposed algorithm was tested in a vehicle's maneuvering trajectory,which included six flight phases:climbing,level flight,left turning,level flight,right turning and level flight.Simulation results are presented to demonstrate the improved performance of the FUPF over conventional federated unscented Kalman filter(FUKF).For instance,the mean of position-error decreases from(0.640×10-6 rad,0.667×10-6 rad,4.25 m) of FUKF to(0.403×10-6 rad,0.251×10-6 rad,1.36 m) of FUPF.In comparison of the FUKF,the FUPF performs more accurate in the SINS/CNS/GPS system described by the nonlinear/non-Gaussian error models.展开更多
This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this pa...This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this paper uses the information coming from the particles of the previous fame image and new observation data to self-adaptively determine the selecting range of particles in current fame image.The improved selecting operator with jam gene is used to ensure the diversity of particles in mathematics,and the absolute arithmetical crossing operator whose feasible solution space being close about crossing operation,and non-uniform mutation operator is used to capture all kinds of mutation in this paper.The result of simulating experiment shows that the algorithm of this paper has better iterative estimating capability than extended Kalman filtering(EKF),PF,regularized partide filtering(RPF),and genetic algorithm(GA)-PF.展开更多
In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. A...In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. An improved particle filter, Markov chain Monte Carlo particle filter (MCMC-PF), is applied to cope with radar target tracking when the measurements are perturbed by glint noise. Tracking performance of the filter is demonstrated in the present of glint noise by computer simulation.展开更多
The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle...The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle weight calculation, and the incorrect transmission of information leads to the fact that the particle prediction information does not match the weight information, and its essence is the reduction of the information entropy of the useful information. To solve this problem, a dual channel independent filtering method is proposed based on the idea of equalization mapping. Firstly, the particle prediction performance is described by particle manipulations of different dimensions, and the accuracy of particle prediction is improved. The improvement of particle degradation of this algorithm is analyzed in the aspects of particle weight and effective particle number. Secondly, according to the problem of lack of particle samples, the new particles are generated based on the filtering results, and the particle diversity is increased. Finally, the introduction of the graphics processing unit(GPU) parallel computing the platform, the “channel-level” and “particlelevel” parallel computing the program are designed to accelerate the algorithm. The simulation results show that the algorithm has the advantages of better filtering precision, higher particle efficiency and faster calculation speed compared with the traditional algorithm of the CPU platform.展开更多
This paper is concerned with the recursive filtering problem for a class of discrete-time nonlinear stochastic systems in the presence of multi-sensor measurement delay. The delay occurs in a multi-step and asynchrono...This paper is concerned with the recursive filtering problem for a class of discrete-time nonlinear stochastic systems in the presence of multi-sensor measurement delay. The delay occurs in a multi-step and asynchronous manner, and the delay probability of each sensor is assumed to be known or unknown. Firstly, a new model is constructed to describe the measurement process, based on which a new particle filter is developed with the ability to fuse multi-sensor information in the case of known delay probability.In addition, an online delay probability estimation module is introduced in the particle filtering framework, which leads to another new filter that can be implemented without the prior knowledge of delay probability. More importantly, since there is no complex iterative operation, the resulting filter can be implemented recursively and is suitable for many real-time applications. Simulation results show the effectiveness of the proposed filters.展开更多
The current measurement was exploited in a more efficient way. Firstly, the system equation was updated by introducing a correction term, which depends on the current measurement and can be obtained by running a subop...The current measurement was exploited in a more efficient way. Firstly, the system equation was updated by introducing a correction term, which depends on the current measurement and can be obtained by running a suboptimal filter. Then, a new importance density function(IDF) was defined by the updated system equation. Particles drawn from the new IDF are more likely to be in the significant region of state space and the estimation accuracy can be improved. By using different suboptimal filter, different particle filters(PFs) can be developed in this framework. Extensions of this idea were also proposed by iteratively updating the system equation using particle filter itself, resulting in the iterated particle filter. Simulation results demonstrate the effectiveness of the proposed IDF.展开更多
When particle filter is applied in radar target tracking, the accuracy of the initial particles greatly effects the results of filtering. For acquiring more accurate initial particles, a new method called “competitio...When particle filter is applied in radar target tracking, the accuracy of the initial particles greatly effects the results of filtering. For acquiring more accurate initial particles, a new method called “competition strategy algorithm” is presented. In this method, initial measurements give birth to several particle groups around them, regularly. Each of the groups is tested several times, separately, in the beginning periods, and the group that has the most number of efficient particles is selected as the initial particles. For this method, sample initial particles selected are on the basis of several measurements instead of only one first measurement, which surely improves the accuracy of initial particles. The method sacrifices initialization time and computation cost for accuracy of initial particles. Results of simulation show that it greatly improves the accuracy of initial particles, which makes the effect of filtering much better.展开更多
基金the National Natural Science Foundation of China(Grant No.42271436)the Shandong Provincial Natural Science Foundation,China(Grant Nos.ZR2021MD030,ZR2021QD148).
文摘The existing indoor fusion positioning methods based on Pedestrian Dead Reckoning(PDR)and geomagnetic technology have the problems of large initial position error,low sensor accuracy,and geomagnetic mismatch.In this study,a novel indoor fusion positioning approach based on the improved particle filter algorithm by geomagnetic iterative matching is proposed,where Wi-Fi,PDR,and geomagnetic signals are integrated to improve indoor positioning performances.One important contribution is that geomagnetic iterative matching is firstly proposed based on the particle filter algorithm.During the positioning process,an iterative window and a constraint window are introduced to limit the particle generation range and the geomagnetic matching range respectively.The position is corrected several times based on geomagnetic iterative matching in the location correction stage when the pedestrian movement is detected,which made up for the shortage of only one time of geomagnetic correction in the existing particle filter algorithm.In addition,this study also proposes a real-time step detection algorithm based on multi-threshold constraints to judge whether pedestrians are moving,which satisfies the real-time requirement of our fusion positioning approach.Through experimental verification,the average positioning accuracy of the proposed approach reaches 1.59 m,which improves 33.2%compared with the existing particle filter fusion positioning algorithms.
基金Projects(61671462,61471383,61671463,61304103)supported by the National Natural Science Foundation of ChinaProject(ZR2012FQ004)supported by the Natural Science Foundation of Shandong Province,China
文摘As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduced by the resampling step, together with the high computational burden problem, may lead to performance degradation and restrain the use of SMC-PHD filter in practical applications. In this work, a novel SMC-PHD filter based on particle compensation is proposed to solve above problems. Firstly, according to a comprehensive analysis on the particle impoverishment problem, a new particle generating mechanism is developed to compensate the particles. Then, all the particles are integrated into the SMC-PHD filter framework. Simulation results demonstrate that, in comparison with the SMC-PHD filter, proposed PC-SMC-PHD filter is capable of overcoming the particle impoverishment problem, as well as improving the processing rate for a certain tracking accuracy in different scenarios.
文摘A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks (such as, particle impoverishment and numerical sensitivity in calculating the prior) of the conventional unscented particle filter (UPF) confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.
基金This project was supported by the National Natural Science Foundation of China (50405017) .
文摘For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, ere novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.
基金supported by the Chinese Ministry of Science and Intergovernmental Cooperation Project (2009DFA12870)the National Science Foundation of China (60974062,60972119)
文摘This paper proposes a particle swarm optimization(PSO) based particle filter(PF) tracking framework,the embedded PSO makes particles move toward the high likelihood area to find the optimal position in the state transition stage,and simultaneously incorporates the newest observations into the proposal distribution in the update stage.In the proposed approach,likelihood measure functions involving multiple features are presented to enhance the performance of model fitting.Furthermore,the multi-feature weights are self-adaptively adjusted by a PSO algorithm throughout the tracking process.There are three main contributions.Firstly,the PSO algorithm is fused into the PF framework,which can efficiently alleviate the particles degeneracy phenomenon.Secondly,an effective convergence criterion for the PSO algorithm is explored,which can avoid particles getting stuck in local minima and maintain a greater particle diversity.Finally,a multi-feature weight self-adjusting strategy is proposed,which can significantly improve the tracking robustness and accuracy.Experiments performed on several challenging public video sequences demonstrate that the proposed tracking approach achieves a considerable performance.
基金supported by the National Natural Science Foundation of China(61271296)
文摘Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles (n state space remains a critical issue in designing a particle filter. A simplified unscented particle filter (SUPF) is presented, where particles are drawn partly from the transition prior density (TPD) and partly from the Gaussian approximate posterior density (GAPD) obtained by a unscented Kalman filter. The ratio of the number of particles drawn from TPD to the number of particles drawn from GAPD is adaptively determined by the maximum likelihood ratio (MLR). The MLR is defined to measure how well the particles, drawn from the TPD, match the likelihood model. It is shown that the particle set generated by this sampling strategy is more close to the significant region in state space and tends to yield more accurate results. Simulation results demonstrate that the versatility and es- timation accuracy of SUPF exceed that of standard particle filter, extended Kalman particle filter and unscented particle filter.
基金supported by the National Natural Science Foundation of China(61773267)the Shenzhen Fundamental Research Project(JCYJ2017030214551952420170818102503604)
文摘To track the nonlinear,non-Gaussian bearings-only maneuvering target accurately online,the constrained auxiliary particle filtering(CAPF)algorithm is presented.To restrict the samples into the feasible area,the soft measurement constraints are implemented into the update routine via the1 regularization.Meanwhile,to enhance the sampling diversity and efficiency,the target kinetic features and the latest observations are involved into the evolution.To take advantage of the past and the current measurement information simultaneously,the sub-optimal importance distribution is constructed as a Gaussian mixture consisting of the original and modified priors with the fuzzy weighted factors.As a result,the corresponding weights are more evenly distributed,and the posterior distribution of interest is approximated well with a heavier tailor.Simulation results demonstrate the validity and superiority of the CAPF algorithm in terms of efficiency and robustness.
基金Project(60535010) supported by the National Nature Science Foundation of China
文摘To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-Gaussian error models,a new algorithm called the federated unscented particle filtering(FUPF) algorithm was introduced.In this algorithm,the unscented particle filter(UPF) served as the local filter,the federated filter was used to fuse outputs of all local filters,and the global filter result was obtained.Because the algorithm was not confined to the assumption of Gaussian noise,it was of great significance to integrated navigation systems described by the non-Gaussian noise.The proposed algorithm was tested in a vehicle's maneuvering trajectory,which included six flight phases:climbing,level flight,left turning,level flight,right turning and level flight.Simulation results are presented to demonstrate the improved performance of the FUPF over conventional federated unscented Kalman filter(FUKF).For instance,the mean of position-error decreases from(0.640×10-6 rad,0.667×10-6 rad,4.25 m) of FUKF to(0.403×10-6 rad,0.251×10-6 rad,1.36 m) of FUPF.In comparison of the FUKF,the FUPF performs more accurate in the SINS/CNS/GPS system described by the nonlinear/non-Gaussian error models.
基金supported by the National Natural Science Foundation of China(61302145)
文摘This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this paper uses the information coming from the particles of the previous fame image and new observation data to self-adaptively determine the selecting range of particles in current fame image.The improved selecting operator with jam gene is used to ensure the diversity of particles in mathematics,and the absolute arithmetical crossing operator whose feasible solution space being close about crossing operation,and non-uniform mutation operator is used to capture all kinds of mutation in this paper.The result of simulating experiment shows that the algorithm of this paper has better iterative estimating capability than extended Kalman filtering(EKF),PF,regularized partide filtering(RPF),and genetic algorithm(GA)-PF.
文摘In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. An improved particle filter, Markov chain Monte Carlo particle filter (MCMC-PF), is applied to cope with radar target tracking when the measurements are perturbed by glint noise. Tracking performance of the filter is demonstrated in the present of glint noise by computer simulation.
基金supported by the National High-tech R&D Program of China(2015AA70560452015AA8017032P)the National Natural Science Foundation of China(61401504)
文摘The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle weight calculation, and the incorrect transmission of information leads to the fact that the particle prediction information does not match the weight information, and its essence is the reduction of the information entropy of the useful information. To solve this problem, a dual channel independent filtering method is proposed based on the idea of equalization mapping. Firstly, the particle prediction performance is described by particle manipulations of different dimensions, and the accuracy of particle prediction is improved. The improvement of particle degradation of this algorithm is analyzed in the aspects of particle weight and effective particle number. Secondly, according to the problem of lack of particle samples, the new particles are generated based on the filtering results, and the particle diversity is increased. Finally, the introduction of the graphics processing unit(GPU) parallel computing the platform, the “channel-level” and “particlelevel” parallel computing the program are designed to accelerate the algorithm. The simulation results show that the algorithm has the advantages of better filtering precision, higher particle efficiency and faster calculation speed compared with the traditional algorithm of the CPU platform.
基金supported by the National Natural Science Foundation of China(6147322711472222)+3 种基金the Fundamental Research Funds for the Central Universities(3102015ZY001)the Aerospace Technology Support Fund of China(2014-HT-XGD)the Natural Science Foundation of Shaanxi Province(2015JM6304)the Aeronautical Science Foundation of China(20151353018)
文摘This paper is concerned with the recursive filtering problem for a class of discrete-time nonlinear stochastic systems in the presence of multi-sensor measurement delay. The delay occurs in a multi-step and asynchronous manner, and the delay probability of each sensor is assumed to be known or unknown. Firstly, a new model is constructed to describe the measurement process, based on which a new particle filter is developed with the ability to fuse multi-sensor information in the case of known delay probability.In addition, an online delay probability estimation module is introduced in the particle filtering framework, which leads to another new filter that can be implemented without the prior knowledge of delay probability. More importantly, since there is no complex iterative operation, the resulting filter can be implemented recursively and is suitable for many real-time applications. Simulation results show the effectiveness of the proposed filters.
基金Project(61271296) supported by the National Natural Science Foundation of China
文摘The current measurement was exploited in a more efficient way. Firstly, the system equation was updated by introducing a correction term, which depends on the current measurement and can be obtained by running a suboptimal filter. Then, a new importance density function(IDF) was defined by the updated system equation. Particles drawn from the new IDF are more likely to be in the significant region of state space and the estimation accuracy can be improved. By using different suboptimal filter, different particle filters(PFs) can be developed in this framework. Extensions of this idea were also proposed by iteratively updating the system equation using particle filter itself, resulting in the iterated particle filter. Simulation results demonstrate the effectiveness of the proposed IDF.
基金the National Natural Science Foundation of China (60572038).
文摘When particle filter is applied in radar target tracking, the accuracy of the initial particles greatly effects the results of filtering. For acquiring more accurate initial particles, a new method called “competition strategy algorithm” is presented. In this method, initial measurements give birth to several particle groups around them, regularly. Each of the groups is tested several times, separately, in the beginning periods, and the group that has the most number of efficient particles is selected as the initial particles. For this method, sample initial particles selected are on the basis of several measurements instead of only one first measurement, which surely improves the accuracy of initial particles. The method sacrifices initialization time and computation cost for accuracy of initial particles. Results of simulation show that it greatly improves the accuracy of initial particles, which makes the effect of filtering much better.