Joint state and parameter estimation in particle filtering and stochastic optimization

In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- mation （SPSA） technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibilitv and efficiency of the proposed algorithm

Multiple vehicle signals separation based on particle filtering in wireless sensor network

A novel statistical method based on particle filtering is presented for multiple vehicle acoustic signals separation problem in wireless sensor network. The particle filtering method is able to deal with non-Gaussian and nonlinear models and non-stationary sources. Using some instantaneously mixed observations of several real-world vehicle acoustic signals, the proposed statistical method is compared with a conventional non-stationary Blind Source Separation algorithm and attractive simulation results are achieved. Moreover, considering the natural convenience to transmit particles between sensor nodes, the algorithm based on particle filtering is believed to have potential to enable the task of multiple vehicles recognition collaboratively performed by sensor nodes in distributed wireless sensor network.

Multi-feature integration kernel particle filtering target tracking

In light of degradation of particle filtering and robust weakness in the utilization of single feature tracking,this paper presents a kernel particle filtering tracking method based on multi-feature integration.In this paper,a new weight upgrading method is given out during kernel particle filtering at first,and then robust tracking is realized by integrating color and texture features under the framework of kernel particle filtering.Space histogram and integral histogram is adopted to calculate color and texture features respectively.These two calculation methods effectively overcome their own defectiveness,and meanwhile,improve the real timing for particle filtering.This algorithm has also improved sampling effectiveness,resolved redundant calculation for particle filtering and degradation of particles.Finally,the experiment for target tracking is realized by using the method under complicated background and shelter.Experiment results show that the method can reliably and accurately track target and deal with target sheltering situation properly.

Improved particle filtering techniques based on generalized interactive genetic algorithm

This paper improves the resampling step of particle filtering（PF） based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this paper uses the information coming from the particles of the previous fame image and new observation data to self-adaptively determine the selecting range of particles in current fame image.The improved selecting operator with jam gene is used to ensure the diversity of particles in mathematics,and the absolute arithmetical crossing operator whose feasible solution space being close about crossing operation,and non-uniform mutation operator is used to capture all kinds of mutation in this paper.The result of simulating experiment shows that the algorithm of this paper has better iterative estimating capability than extended Kalman filtering（EKF）,PF,regularized partide filtering（RPF）,and genetic algorithm（GA）-PF.

PARTICLE FILTERING BASED AUTOREGRESSIVE CHANNEL PREDICTION MODEL

A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of order p is used to approximate the flat Rayleigh fading channels; its stability is discussed, and an algorithm for solving the AR model parameters is also given. Finally, an AR channel prediction model based on particle filtering and second-order AR model is presented. Simulation results show that the performance of the proposed AR channel prediction model based on particle filtering is better than that of Kalman filtering.

Increased-diversity systematic resampling in particle filtering for BLAST

Two variants of systematic resampling （S-RS） are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layered Space-Time （BLAST） systems. In the first variant, Markov chain Monte Carlo transition is integrated in the S-RS procedure to increase the diversity of particles with large importance weights. In the second one, all particles are first partitioned into two sets according to their importance weights, and then a double S-RS is introduced to increase the diversity of particles with small importance weights. Simulation results show that both variants can improve the bit error performance efficiently compared with the standard S-P^S with little increased complexity.

Obtaining vehicle parameters from bridge dynamic response:a combined semi-analytical and particle filtering approach

Dynamic load imposed on the bridge by mov- ing vehicle depends on several bridge-vehicle parameters with various uncertainties. In the present paper, particle filter technique based on conditional probability has been used to identify vehicle mass, suspension stiffness, and damping including tyre parameters from simulated bridge accelerations at different locations. A closed-form expres- sion is derived to generate independent response samples for the idealized bridge-vehicle coupled system consider- ing spatially non-homogeneous pavement unevenness. Thereafter, it is interfaced with the iterative process of particle filtering algorithm. The generated response sam- ples are contaminated by adding artificial noise in order to reflect field condition. The mean acceleration time history is utilized in particle filtering technique. The vehicle- imposed dynamic load is reconstructed with the identified parameters and compared with the simulated results. The present identification technique is examined in the presence of different levels of artificial noise with bridge response simulated at different locations. The effect of vehicle velocity, bridge surface roughness, and choice of prior probability density parameters on the efficiency of the method is discussed.

Hybrid three-dimensional variation and particle filtering for nonlinear systems

This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation（3DVar） and particle piltering（PF） method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering（EnKF） and the standard PF,especially in highly nonlinear systems.

An improved particle filter indoor fusion positioning approach based on Wi-Fi/PDR/geomagnetic field

The existing indoor fusion positioning methods based on Pedestrian Dead Reckoning(PDR)and geomagnetic technology have the problems of large initial position error,low sensor accuracy,and geomagnetic mismatch.In this study,a novel indoor fusion positioning approach based on the improved particle filter algorithm by geomagnetic iterative matching is proposed,where Wi-Fi,PDR,and geomagnetic signals are integrated to improve indoor positioning performances.One important contribution is that geomagnetic iterative matching is firstly proposed based on the particle filter algorithm.During the positioning process,an iterative window and a constraint window are introduced to limit the particle generation range and the geomagnetic matching range respectively.The position is corrected several times based on geomagnetic iterative matching in the location correction stage when the pedestrian movement is detected,which made up for the shortage of only one time of geomagnetic correction in the existing particle filter algorithm.In addition,this study also proposes a real-time step detection algorithm based on multi-threshold constraints to judge whether pedestrians are moving,which satisfies the real-time requirement of our fusion positioning approach.Through experimental verification,the average positioning accuracy of the proposed approach reaches 1.59 m,which improves 33.2%compared with the existing particle filter fusion positioning algorithms.

Maneuvering Target Tracking in Dense Clutter Based on Particle Filtering

An improved particle filtering（IPF） is presented to perform maneuvering target tracking in dense clutter.The proposed filter uses several efficient variance reduction methods to combat particle degeneracy,low mode prior probabilities and measure-ment-origin uncertainty.Within the framework of a hybrid state estimation,each particle samples a discrete mode from its poste-rior distribution and the continuous state variables are approximated by a multivariate Gaussian mixture that is updated by an unscented Kalman filtering（UKF）.The uncertainty of measurement origin is solved by Monte Carlo probabilistic data associa-tion method where the distribution of interest is approximated by particle filtering and UKF.Correct data association and precise behavior mode detection are successfully achieved by the proposed method in the environment with heavy clutter and very low mode prior probability.The performance of the proposed filter is examined and compared by Monte Carlo simulation over typical target scenario for various clutter densities.The simulation results show the effectiveness of the proposed filter.

Energy-efficient collaborative target tracking algorithm using cost-reference particle filtering in wireless acoustic sensor networks

Target tracking is one of the most important applications of wireless sensor networks. Optimized computation and energy dissipation are critical requirements to save the limited resource of sensor nodes. A new robust and energy-efficient collaborative target tracking framework is proposed in this article. After a target is detected, only one active cluster is responsible for the tracking task at each time step. The tracking algorithm is distributed by passing the sensing and computation operations from one cluster to another. An event-driven cluster reforming scheme is also proposed for balancing energy consumption among nodes. Observations from three cluster members are chosen and a new class of particle filter termed cost-reference particle filter （CRPF） is introduced to estimate the target motion at the cluster head. This CRPF method is quite robust for wireless sensor network tracking applications because it drops the strong assumptions of knowing the probability distributions of the system process and observation noises. In simulation experiments, the performance of the proposed collaborative target tracking algorithm is evaluated by the metrics of tracking precision and network energy consumption.

A Novel Particle Filtering Method for Estimation of Pulse Pressure Variation during Spontaneous Breathing

The first automatic algorithm was designed to estimate the pulse pressure variation (PPVPPV) from arterial blood pressure (ABP) signals under spontaneous breathing conditions. While currently there are a few publicly available algorithms to automatically estimate PPVPPV accurately and reliably in mechani-cally ventilated subjects, at the moment there is no automatic algorithm for estimating PPVPPV on sponta-neously breathing subjects. The algorithm utilizes our recently developed sequential Monte Carlo method (SMCM), which is called a maximum a-posteriori adaptive marginalized particle filter (MAM-PF). The performance assessment results of the proposed algorithm on real ABP signals from spontaneously breath-ing subjects were reported.

An Improved Particle Filter Map Matching Algorithm for Personal Inertial Positioning

The current particle filtering map matching algorithm has problems such as low map utilization and poor accuracy of turnoff positioning, etc. This paper proposed an improved particle filtering-based map-matching algorithm for the inertial positioning of personnel. The historical moment position constraint and feasible region constraint of particles were introduced in this paper. A resampling method based on multi-stage backtracking of particles was proposed. Therefore, the effectiveness of newly generated particles could be guaranteed. The utilization rate of map information could be improved, thus enhancing the accuracy of personnel localization. The walking experiment results showed that, compared with the traditional PDR algorithm, the proposed method had higher localization accuracy and better repeatability of the localization trajectory for multi-turn paths. Under the total travel of 480 meters, the deviation of the starting end point was less than 2 meters, which was about 0.4% of the total travel.

A long-range forecasting model for the thermosphere based on the intelligent optimized particle filtering

The uncertainties associated with the variations in the thermosphere are responsible for the inaccurate prediction of the orbit decay of low Earth orbiting space objects due to the drag force.Accurate forecasting of the thermosphere is urgently required to avoid satellite collisions,which is a potential threat to the rapid growth of spacecraft applications.However,owing to the imperfections in the physics-based forecast model,the long-range forecast of the thermosphere is still primitive even if the accurate prediction of the external forcing is achieved.In this study,we constructed a novel methodology to forecast the thermosphere for tens of days by specifying the uncertain parameters in a physics-based model using an intelligent optimized particle filtering algorithm.A comparison of the results suggested that this method has the capability of providing a more reliable forecast with more than 30-days leading time for the thermospheric mass density than the existing ones under both weak and severe disturbed conditions,if solar and geomagnetic forcing is known.Moreover,the accurate estimation of the state of thermosphere based on this technique would further contribute to the understanding of the temporal and spatial evolution of the upper atmosphere.

Strong Tracking Particle Filter Based on the Chi-Square Test for Indoor Positioning

In recent years,a number of wireless indoor positioning(WIP),such as Bluetooth,Wi-Fi,and Ultra-Wideband(UWB)technologies,are emerging.However,the indoor environment is complex and changeable.Walls,pillars,and even pedestrians may block wireless signals and produce non-line-of-sight(NLOS)deviations,resulting in decreased positioning accuracy and the inability to provide people with real-time continuous indoor positioning.This work proposed a strong tracking particle filter based on the chi-square test(SPFC)for indoor positioning.SPFC can fuse indoor wireless signals and the information of the inertial sensing unit(IMU)in the smartphone and detect the NLOS deviation through the chi-square test to avoid the influence of the NLOS deviation on the final positioning result.Simulation experiment results show that the proposed SPFC can reduce the positioning error by 15.1%and 12.3% compared with existing fusion positioning systems in the LOS and NLOS environment.

Vehicle recognition and tracking based on simulated annealing chaotic particle swarm optimization-Gauss particle filter algorithm

Target recognition and tracking is an important research filed in the surveillance industry.Traditional target recognition and tracking is to track moving objects, however, for the detected moving objects the specific content can not be determined.In this paper, a multi-target vehicle recognition and tracking algorithm based on YOLO v5 network architecture is proposed.The specific content of moving objects are identified by the network architecture, furthermore, the simulated annealing chaotic mechanism is embedded in particle swarm optimization-Gauss particle filter algorithm.The proposed simulated annealing chaotic particle swarm optimization-Gauss particle filter algorithm(SA-CPSO-GPF) is used to track moving objects.The experiment shows that the algorithm has a good tracking effect for the vehicle in the monitoring range.The root mean square error(RMSE), running time and accuracy of the proposed method are superior to traditional methods.The proposed algorithm has very good application value.

基于Mean-Shift算法的目标跟踪研究

目标跟踪技术是计算机视觉的关键底层技术。采用一种基于Mean-Shift算法的目标跟踪方法实现运动物体的目标跟踪。将Mean-Shift与Particle Filter算法实现目标跟踪效果进行对比。实验结果显示,Mean-Shift比Particle Filter算法实现目标运动的轨迹更加清晰准确。

Sequential Filtering for Surface Wind Speed Estimation from Ambient Noise Measurement

Many research results show that ocean ambient noise and wind speed are highly relevant, and the surface wind speed can be effectively inverted using ocean noise data. In most deep-sea cases, the ambient noise of medium frequency is mainly determined by the surface wind, and there is a conventional relationship between them. This paper gives an equation which shows this relationship firstly, and then a surface-wind inversion method is proposed. An efficient particle filter is used to estimate the speed distribution, and the results exhibit more focused close to the actual wind speed. The method is verified by the measured noise data, and analysis results showed that this approach can accurately give the trend of sea surface wind speed.

A semantic vector map-based approach for aircraft positioning in GNSS/GPS denied large-scale environment

Accurate positioning is one of the essential requirements for numerous applications of remote sensing data,especially in the event of a noisy or unreliable satellite signal.Toward this end,we present a novel framework for aircraft geo-localization in a large range that only requires a downward-facing monocular camera,an altimeter,a compass,and an open-source Vector Map(VMAP).The algorithm combines the matching and particle filter methods.Shape vector and correlation between two building contour vectors are defined,and a coarse-to-fine building vector matching(CFBVM)method is proposed in the matching stage,for which the original matching results are described by the Gaussian mixture model(GMM).Subsequently,an improved resampling strategy is designed to reduce computing expenses with a huge number of initial particles,and a credibility indicator is designed to avoid location mistakes in the particle filter stage.An experimental evaluation of the approach based on flight data is provided.On a flight at a height of 0.2 km over a flight distance of 2 km,the aircraft is geo-localized in a reference map of 11,025 km~2using 0.09 km~2aerial images without any prior information.The absolute localization error is less than 10 m.

Assimilating FY-4A AGRI Radiances with a Channel-Sensitive Cloud Detection Scheme for the Analysis and Forecasting of Multiple Typhoons

This paper presents an attempt at assimilating clear-sky FY-4A Advanced Geosynchronous Radiation Imager(AGRI)radiances from two water vapor channels for the prediction of three landfalling typhoon events over the West Pacific Ocean using the 3DVar data assimilation(DA)method along with the WRF model.A channel-sensitive cloud detection scheme based on the particle filter(PF)algorithm is developed and examined against a cloud detection scheme using the multivariate and minimum residual(MMR)algorithm and another traditional cloud mask–dependent cloud detection scheme.Results show that both channel-sensitive cloud detection schemes are effective,while the PF scheme is able to reserve more pixels than the MMR scheme for the same channel.In general,the added value of AGRI radiances is confirmed when comparing with the control experiment without AGRI radiances.Moreover,it is found that the analysis fields of the PF experiment are mostly improved in terms of better depicting the typhoon,including the temperature,moisture,and dynamical conditions.The typhoon track forecast skill is improved with AGRI radiance DA,which could be explained by better simulating the upper trough.The impact of assimilating AGRI radiances on typhoon intensity forecasts is small.On the other hand,improved rainfall forecasts from AGRI DA experiments are found along with reduced errors for both the thermodynamic and moisture fields,albeit the improvements are limited.