A Box Regularized Particle Filter for state estimation with severely ambiguous and non-linear measurements

Nicolas Jonathan Adrien Merlinge, Karim Dahia, Helene Piet-Lahanier, James Brusey, Nadjim Horri

    Research output: Contribution to journalArticlepeer-review

    10 Citations (Scopus)
    69 Downloads (Pure)

    Abstract

    The first stage in any control system is to be able to accurately estimate the system’s state. However, some types of measurements are ambiguous (non-injective) in terms of state. Existing algorithms for such problems, such as Monte Carlo methods, are computationally expensive or not robust to such ambiguity. We propose the Box Regularized Particle Filter (BRPF) to resolve these problems. Based on previous works on box particle filters, we present a more generic and accurate formulation of the algorithm, with two innovations: a generalized box resampling step and a kernel smoothing method, which is shown to be optimal in terms of Mean Integrated Square Error. Monte Carlo simulations demonstrate the efficiency of BRPF on a severely ambiguous and non-linear estimation problem, that of Terrain Aided Navigation. BRPF is compared to the Sequential Importance Resampling Particle Filter (SIR-PF), Monte Carlo Markov Chain (MCMC), and the original Box Particle Filter (BPF). The algorithm outperforms existing methods in terms of Root Mean Square Error (e.g., improvement up to 42% in geographical position estimation with respect to the BPF) for a large initial uncertainty. The BRPF reduces the computational load by 73%and 90% for SIR-PF and MCMC, respectively, with similar RMSE values. This work offers an accurate (in terms of RMSE) and robust (in terms of divergence rate) way to tackle state estimation from ambiguous measurements while requiring a significantly lower computational load than classic Monte Carlo and particle filtering methods.
    Original languageEnglish
    Pages (from-to)102-110
    Number of pages9
    JournalAutomatica
    Volume104
    Early online date12 Mar 2019
    DOIs
    Publication statusPublished - Jun 2019

    ASJC Scopus subject areas

    • Control and Systems Engineering
    • Electrical and Electronic Engineering

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