TY - GEN
T1 - Truncated unscented particle filter for dealing with non-linear inequality constraints
AU - Yu, Miao
AU - Chen, Wen Hua
AU - Chambers, Jonathon
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014/10/31
Y1 - 2014/10/31
N2 - This paper addresses state estimation where domain knowledge is represented by non-linear inequality constraints. To cope with non-Gaussian state distribution caused by the utilisation of domain knowledge, a truncated unscented particle filter method is proposed in this paper. Different from other particle filtering schemes, a truncated unscented Kalman filter is adopted as the importance function for sampling new particles in the proposed truncated unscented particle scheme. Consequently more effective particles are generated and a better state estimation result is then obtained. The advantages of the proposed truncated unscented particle filter algorithm over the state-of-the-art particle filters are demonstrated through Monte-Carlo simulations.
AB - This paper addresses state estimation where domain knowledge is represented by non-linear inequality constraints. To cope with non-Gaussian state distribution caused by the utilisation of domain knowledge, a truncated unscented particle filter method is proposed in this paper. Different from other particle filtering schemes, a truncated unscented Kalman filter is adopted as the importance function for sampling new particles in the proposed truncated unscented particle scheme. Consequently more effective particles are generated and a better state estimation result is then obtained. The advantages of the proposed truncated unscented particle filter algorithm over the state-of-the-art particle filters are demonstrated through Monte-Carlo simulations.
UR - http://www.scopus.com/inward/record.url?scp=84936792386&partnerID=8YFLogxK
U2 - 10.1109/SSPD.2014.6943325
DO - 10.1109/SSPD.2014.6943325
M3 - Conference article published in proceeding or book
AN - SCOPUS:84936792386
T3 - 2014 Sensor Signal Processing for Defence, SSPD 2014
BT - 2014 Sensor Signal Processing for Defence, SSPD 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 4th Conference of the Sensor Signal Processing for Defence, SSPD 2014
Y2 - 8 September 2014 through 9 September 2014
ER -