• Title/Summary/Keyword: Unscented particle filter

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Direct tracking of noncircular sources for multiple arrays via improved unscented particle filter method

  • Yang Qian;Xinlei Shi;Haowei Zeng;Mushtaq Ahmad
    • ETRI Journal
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    • v.45 no.3
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    • pp.394-403
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    • 2023
  • Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.

Unscented Particle Filter for Time Domain Identification of Nonlinear Structural Dynamic Systems (Unscented Particle filter를 이용한 시간영역 비선형 구조계 규명기법)

  • 구기영;윤정방
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.09a
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    • pp.213-220
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    • 2002
  • 본 연구에서는 최근에 개발된 Unscented Particle Filter (UPF)를 사용한 비선형 동적 구조계의 구조계수 규명기법이 연구되었다. 일반적인 비선형 구조계수 추정 문제의 일반 해는 존재하지 않으나, 그에 대한 대안으로써 선형 근사 기법인 extended Kalman filter (EKF)가 비선형 동적 구조계수의 추정에 주로 사용되어왔다. 그러나, EKF는 구간 선형(piecewise linear) 가정으로 인해 biased estimator이고 비선형성이 상대적으로 높을 때 오차가 큰 추정치를 주는 단점을 가진다. 이를 보완하기 위해서 UPF가 개발되었고, 이 기법은 particle filter의 일종으로써 Unscented Kalman filter (UKF)를 사용하여 importance proposal distribution을 생성한다. 수치실험이 SDOF와 MDOF에 대하여 3가지 경우에 대해서 수행되었다. 비선형 SDOF의 수치 실험으로부터 잡음이 가해진 상태에서 UKF가 EKF에 비해 초기 공분산 행렬의 가정에 대해 정확하고 강인한 추정결과를 보여줌을 보였다 최하층의 column에 비선형 거동이 발생하는 5층 전단 빌딩모형의 수치실험으로부터 UKF가 복잡한 구조물의 구조계수 추정능력이 있음을 보여주었다. 여러 가지 수치실험은 UPF가 EKF보다 비선형 동적 구조계수 추정에 있어서 더 나은 방법임을 보여 주었다.

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Performance Comparison of Various Extended Kalman Filter and Cost-Reference Particle Filter for Target Tracking with Unknown Noise (노이즈 불확실성하에서의 확장칼만필터의 변종들과 코스트 레퍼런스 파티클필터를 이용한 표적추적 성능비교)

  • Shin, Myoungin;Hong, Wooyoung
    • Journal of the Korea Society for Simulation
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    • v.27 no.3
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    • pp.99-107
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    • 2018
  • In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

Nonlinear System State Estimating Using Unscented Particle Filters (언센티드 파티클 필터를 이용한 비선형 시스템 상태 추정)

  • Kwon, Oh-Shin
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.17 no.6
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    • pp.1273-1280
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    • 2013
  • The UKF algorithm for tracking moving objects has fast convergence speed and good tracking performance without the derivative computation. However, this algorithm has serious drawbacks which limit its use in conditions such as Gaussian noise distribution. Meanwhile, the particle filter(PF) is a state estimation method applied to nonlinear and non-Gaussian systems without these limitations. But this method also has some disadvantages such as computation increase as the number of particles rises. In this paper, we propose the Unscented Particle Filter (UPF) algorithm which combines Unscented Kalman Filter (UKF) and Particle Filter (PF) in order to overcome these drawbacks.The performance of the UPF algorithm was tested to compare with Particle Filter using a 2-DOF (Degree of Freedom) Pendulum System. The results show that the proposed algorithm is more suitable to the nonlinear and non-Gaussian state estimation compared with PF.

Indoor Mobile Localization System and Stabilization of Localization Performance using Pre-filtering

  • Ko, Sang-Il;Choi, Jong-Suk;Kim, Byoung-Hoon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.2
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    • pp.204-213
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    • 2008
  • In this paper, we present the practical application of an Unscented Kalman Filter (UKF) for an Indoor Mobile Localization System using ultrasonic sensors. It is true that many kinds of localization techniques have been researched for several years in order to contribute to the realization of a ubiquitous system; particularly, such a ubiquitous system needs a high degree of accuracy to be practical and efficient. Unfortunately, a number of localization systems for indoor space do not have sufficient accuracy to establish any special task such as precise position control of a moving target even though they require comparatively high developmental cost. Therefore, we developed an Indoor Mobile Localization System having high localization performance; specifically, the Unscented Kalman Filter is applied for improving the localization accuracy. In addition, we also present the additive filter named 'Pre-filtering' to compensate the performance of the estimation algorithm. Pre-filtering has been developed to overcome negative effects from unexpected external noise so that localization through the Unscented Kalman Filter has come to be stable. Moreover, we tried to demonstrate the performance comparison of the Unscented Kalman Filter and another estimation algorithm, such as the Unscented Particle Filter (UPF), through simulation for our system.

Precise Outdoor Localization of a GPS-INS Integration System Using Discrete Wavelet Transforms and Unscented Particle Filter (이산 웨이블릿 변환과 Unscented 파티클 필터를 이용한 GPS-INS 결합 시스템의 실외 정밀 위치 추정)

  • Seo, Won-Kyo;Lee, Jang-Myung
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.48 no.6
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    • pp.82-90
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    • 2011
  • This paper proposes an advanced outdoor localization algorithm of a GPS(global positioning system)-INS(inertial navigation system) integration system. In order to reduce noise from the internal INS sensors, discrete wavelet transform and variable threshold method are utilized. The UPF (unscented particle filter) combines GPS information and INS signals to implement precise outdoor localization algorithm and to reduce noise caused by the acceleration, deceleration, and unexpected slips. The conventional de-noising method is mainly carried out using a low pass filter and a high pass filter which essentially result in signal distortions. This newly proposed system utilizes the vibration information of actuator according to fluctuations of the velocity to minimize signal distortions. The UPF also resolves non-linearities of the actuator and non-normal distributions of noises. Effectiveness of the proposed algorithm has been verified through the real experiments and the results are demonstrated.

Accurate State of Charge Estimation of LiFePO4 Battery Based on the Unscented Kalman Filter and the Particle Filter (언센티드 칼만 필터와 파티클 필터에 기반한 리튬 인산철 배터리의 정확한 충전 상태 추정)

  • Nguyen, Thanh-Tung;Awan, Mudassir Ibrahim;Choi, Woojin
    • Proceedings of the KIPE Conference
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    • 2017.07a
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    • pp.126-127
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    • 2017
  • An accurate State Of Charge (SOC) estimation of battery is the most important technique for Electric Vehicles (EVs) and Energy Storage Systems (ESSs). In this paper a new integrated Unscented Kalman Filter-Particle Filter (UKF-PF) is employed to estimate the SOC of a $LiFePO_4$ battery cell and a significant improvement is obtained as compared to the other methods. The parameters of the battery is modeled by the second order Auto Regressive eXogenous (ARX) model and estimated by using Recursive Least Square (RLS) method to calculate value of each element in the model. The proposed algorithm is established by combining a parameter identification technique using RLS method with ARX model and an SOC estimation technique using UKF-PF.

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State-of-charge Estimation for Lithium-ion Battery using a Combined Method

  • Li, Guidan;Peng, Kai;Li, Bin
    • Journal of Power Electronics
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    • v.18 no.1
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    • pp.129-136
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    • 2018
  • An accurate state-of-charge (SOC) estimation ensures the reliable and efficient operation of a lithium-ion battery management system. On the basis of a combined electrochemical model, this study adopts the forgetting factor least squares algorithm to identify battery parameters and eliminate the influence of test conditions. Then, it implements online SOC estimation with high accuracy and low run time by utilizing the low computational complexity of the unscented Kalman filter (UKF) and the rapid convergence of a particle filter (PF). The PF algorithm is adopted to decrease convergence time when the initial error is large; otherwise, the UKF algorithm is used to approximate the actual SOC with low computational complexity. The effect of the number of sampling particles in the PF is also evaluated. Finally, experimental results are used to verify the superiority of the combined method over other individual algorithms.

Past and State-of-the-Art SLAM Technologies (SLAM 기술의 과거와 현재)

  • Song, Jae-Bok;Hwang, Seo-Yeon
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.3
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    • pp.372-379
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    • 2014
  • This paper surveys past and state-of-the-art SLAM technologies. The standard methods for solving the SLAM problem are the Kalman filter, particle filter, graph, and bundle adjustment-based methods. Kalman filters such as EKF (Extended Kalman Filter) and UKF (Unscented Kalman Filter) have provided successful results for estimating the state of nonlinear systems and integrating various sensor information. However, traditional EKF-based methods suffer from the increase of computation burden as the number of features increases. To cope with this problem, particle filter-based SLAM approaches such as FastSLAM have been widely used. While particle filter-based methods can deal with a large number of features, the computation time still increases as the map grows. Graph-based SLAM methods have recently received considerable attention, and they can provide successful real-time SLAM results in large urban environments.

Satellite Orbit Determination using the Particle Filter

  • Kim, Young-Rok;Park, Sang-Young
    • Bulletin of the Korean Space Science Society
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    • 2011.04a
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    • pp.25.4-25.4
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    • 2011
  • Various estimation methods based on Kalman filter have been applied to the real-time satellite orbit determination. The most popular method is the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The EKF is easy to implement and to use on orbit determination problem. However, the linearization process of the EKF can cause unstable solutions if the problem has the inaccurate reference orbit, sparse or insufficient observations. In this case, the UKF can be a good alternative because it does not contain linearization process. However, because both methods are based on Gaussian assumption, performance of estimation can become worse when the distribution of state parameters and process/measurement noise are non-Gaussian. In nonlinear/non-Gaussian problems the particle filter which is based on sequential Monte Carlo methods can guarantee more exact estimation results. This study develops and tests the particle filter for satellite orbit determination. The particle filter can be more effective methods for satellite orbit determination in nonlinear/non-Gaussian environment.

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