A framework for positioning, navigation, and tracking problems using particle filters (sequential Monte Carlo methods) is developed. It consists of a class of motion models and a general nonlinear measurement equation in position. A general algorithm is presented, which is parsimonious with the particle dimension. It is based on marginalization, enabling a Kalman filter to estimate all position derivatives, and the particle filter becomes low dimensional. This is of utmost importance for high-performance real-time applications. Automotive and airborne applications illustrate numerically the advantage over classical Kalman filter-based algorithms. Here, the use of nonlinear models and non-Gaussian noise is the main explanation for the improvement in accuracy. More specifically, we describe how the technique of map matching is used to match an aircraft's elevation profile to a digital elevation map and a car's horizontal driven path to a street map. In both cases, real-time implementations are available, and tests have shown that the accuracy in both cases is comparable with satellite navigation (as GPS) but with higher integrity. Based on simulations, we also argue how the particle filter can be used for positioning based on cellular phone measurements, for integrated navigation in aircraft, and for target tracking in aircraft and cars. Finally, the particle filter enables a promising solution to the combined task of navigation and tracking, with possible application to airborne hunting and collision avoidance systems in cars.

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Particle filters for positioning, navigation, and tracking

Indoor localization has recently witnessed an increase in interest, due to the potential wide range of services it can provide by leveraging Internet of Things (IoT), and ubiquitous connectivity. Different techniques, wireless technologies and mechanisms have been proposed in the literature to provide indoor localization services in order to improve the services provided to the users. However, there is a lack of an up-to-date survey paper that incorporates some of the recently proposed accurate and reliable localization systems. In this paper, we aim to provide a detailed survey of different indoor localization techniques, such as angle of arrival (AoA), time of flight (ToF), return time of flight (RTOF), and received signal strength (RSS); based on technologies, such as WiFi, radio frequency identification device (RFID), ultra wideband (UWB), Bluetooth, and systems that have been proposed in the literature. This paper primarily discusses localization and positioning of human users and their devices. We highlight the strengths of the existing systems proposed in the literature. In contrast with the existing surveys, we also evaluate different systems from the perspective of energy efficiency, availability, cost, reception range, latency, scalability, and tracking accuracy. Rather than comparing the technologies or techniques, we compare the localization systems and summarize their working principle. We also discuss remaining challenges to accurate indoor localization.

A Survey of Indoor Localization Systems and Technologies

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging in fields such as navigation, aerospace engineering, telecommunications, and medicine. This compact, informal introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework. Readers learn what non-linear Kalman filters and particle filters are, how they are related, and their relative advantages and disadvantages. They also discover how state-of-the-art Bayesian parameter estimation methods can be combined with state-of-the-art filtering and smoothing algorithms. The book’s practical and algorithmic approach assumes only modest mathematical prerequisites. Examples include MATLAB computations, and the numerous end-of-chapter exercises include computational assignments. MATLAB/GNU Octave source code is available for download at www.cambridge.org/sarkka, promoting hands-on work with the methods.

贝叶斯滤波与平滑 (Bayesian filtering and smoothing)

It is now over a decade since the pioneering contribution of Gordon (1993), which is commonly regarded as the first instance of modern sequential Monte Carlo (SMC) approaches. Initially focussed on applications to tracking and vision, these techniques are now very widespread and have had a significant impact in virtually all areas of signal and image processing concerned with Bayesian dynamical models. This paper is intended to serve both as an introduction to SMC algorithms for nonspecialists and as a reference to recent contributions in domains where the techniques are still under significant development, including smoothing, estimation of fixed parameters and use of SMC methods beyond the standard filtering contexts.

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An Overview of Existing Methods and Recent Advances in Sequential Monte Carlo

Positioning in wireless networks is mainly used for safety, gaming, and commercial services It is expected to increase in popularity when emergency call services become mandatory as well as with the advent of more advanced location-based services and mobile gaming In this article, we discuss and illustrate the possibilities and fundamental limitations associated with mobile positioning based on available wireless network measurements The possibilities include a sensor fusion approach and model-based filtering, while the fundamental limitations provide hard bounds on the accuracy of position estimates, given the information in the measurements in the most favorable situation The focus of this article is to illustrate the relation between performance requirements, such as those stated by the Federal Communications Commission (FCC), and the available measurements Specific issues on accuracy limitation in each measurement, such as synchronization and multipath problems, are briefly commented upon A geometrical example, as well as a realistic example adopted from a cell planning tool, are used for illustration

Mobile positioning using wireless networks: possibilities and fundamental limitations based on available wireless network measurements

In this paper the computational complexity of the marginalized particle lter is analyzed We introduce an equivalent flop measure to capture floating-point operations as well as other features, which cannot be measured using flops, such as the complexity in generating random numbers and performing the resampling From the analysis we conclude how to partition the estimation problem in an optimal way for some common target tracking models Some guidelines on how to increase performance based on the analysis is also given In an extensive Monte Carlo simulation we study different computational aspects and compare with theoretical results

Complexity Analysis of the Marginalized Particle Filter

In this paper, the computational complexity of the marginalized particle filter is analyzed and a general method to perform this analysis is given. The key is the introduction of the equivalent flop measure. In an extensive Monte Carlo simulation, different computational aspects are studied and compared with the derived theoretical results.

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Complexity analysis of the marginalized particle filter

The data association problem occurs in multiple target tracking applications. Since nonlinear and non-Gaussian estimation problems are solved approximately in an optimal way using recursive Monte C ...

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Monte Carlo data association for multiple target tracking

For certain types of sensor-target configurations, a point target model or approach is not suitable and the physical extent of the target is accounted for during processing. An extended target track-before-detect (TBD) algorithm is presented and the performance is compared to an algorithm based on the point target assumption. Simulations illustrate the gain in performance obtained by using the extended target model where a particle filter is used for the TBD implementation.

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Rickard Karlsson

Papers

Particle filters for positioning, navigation, and tracking

Complexity Analysis of the Marginalized Particle Filter

Complexity analysis of the marginalized particle filter

Monte Carlo data association for multiple target tracking

Track-before-detect algorithm for tracking extended targets