scholarly journals Real-time Recursive State Estimation for Nonlinear Discrete Dynamic Systems with Gaussian or non-Gaussian Noise

10.5772/15263 ◽  
2011 ◽  
Author(s):  
Kerim Demirbas
Keyword(s):  
State Estimation ◽  
Real Time ◽  
Dynamic Systems ◽  
Gaussian Noise ◽  
Discrete Dynamic ◽  
Discrete Dynamic Systems ◽  
Non Gaussian ◽  
Recursive State Estimation

scholarly journals An Adaptive Unscented Particle Filter Algorithm through Relative Entropy for Mobile Robot Self-Localization

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Wentao Yu ◽  
Jun Peng ◽  
Xiaoyong Zhang ◽  
Shuo Li ◽  
Weirong Liu
Keyword(s):  
Nonlinear System ◽  
Particle Filter ◽  
State Estimation ◽  
Real Time ◽  
Relative Entropy ◽  
Gaussian Noise ◽  
The Real ◽  
Unscented Particle Filter ◽  
Non Gaussian ◽  
Number Of Particles

Self-localization is a basic skill for mobile robots in the dynamic environments. It is usually modeled as a state estimation problem for nonlinear system with non-Gaussian noise and needs the real-time processing. Unscented particle filter (UPF) can handle the state estimation problem for nonlinear system with non-Gaussian noise; however the computation of UPF is very high. In order to reduce the computation cost of UPF and meanwhile maintain the accuracy, we propose an adaptive unscented particle filter (AUPF) algorithm through relative entropy. AUPF can adaptively adjust the number of particles during filtering to reduce the necessary computation and hence improve the real-time capability of UPF. In AUPF, the relative entropy is used to measure the distance between the empirical distribution and the true posterior distribution. The least number of particles for the next step is then decided according to the relative entropy. In order to offset the difference between the proposal distribution, and the true distribution the least number is adjusted thereafter. The ideal performance of AUPF in real robot self-localization is demonstrated.

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