This paper proposes a technique that global positioning system(GPS)combines inertial navigation system(INS)by using unscented particle filter(UPF)to estimate the exact outdoor position.This system can make up for the ...This paper proposes a technique that global positioning system(GPS)combines inertial navigation system(INS)by using unscented particle filter(UPF)to estimate the exact outdoor position.This system can make up for the weak point on position estimation by the merits of GPS and INS.In general,extended Kalman filter(EKF)has been widely used in order to combine GPS with INS.However,UPF can get the position more accurately and correctly than EKF when it is applied to real-system included non-linear,irregular distribution errors.In this paper,the accuracy of UPF is proved through the simulation experiment,using the virtual-data needed for the test.展开更多
In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unsc...In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but an UPF is adopted in each model. Therefore, the filtering performance and degeneracy phenomenon of particles are improved. The filtering method addresses nonlinear and/or non-Gaussian tracking problems. Simulation results show that the method has better tracking performance compared with the standard IMM-type filter and IMM particle filter.展开更多
An observation operator is a bridge linking the system state vector and observations in a data assimilation system. Despite its importance, the degree to which an observation operator influences the performance of dat...An observation operator is a bridge linking the system state vector and observations in a data assimilation system. Despite its importance, the degree to which an observation operator influences the performance of data assimilation methods is still poorly understood. This study aimed to analyze the influences of linear and nonlinear observation operators on the sequential data assimilation through soil temperature simulation using the unscented particle filter(UPF) and the common land model. The linear observation operator between unprocessed simulations and observations was first established. To improve the correlation between simulations and observations, both were processed based on a series of equations. This processing essentially resulted in a nonlinear observation operator. The linear and nonlinear observation operators were then used along with the UPF in three assimilation experiments: an hourly in situ soil surface temperature assimilation, a daily in situ soil surface temperature assimilation, and a moderate resolution imaging spectroradiometer(MODIS) land surface temperature(LST) assimilation. The results show that the filter improved the soil temperature simulation significantly with the linear and nonlinear observation operators. The nonlinear observation operator improved the UPF's performance more significantly for the hourly and daily in situ observation assimilations than the linear observation operator did, while the situation was opposite for the MODIS LST assimilation. Because of the high assimilation frequency and data quality, the simulation accuracy was significantly improved in all soil layers for hourly in situ soil surface temperature assimilation, while the significant improvements of the simulation accuracy were limited to the lower soil layers for the assimilation experiments with low assimilation frequency or low data quality.展开更多
Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF...Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF) to train the MLP in a self- organizing state space (SOSS) model. This involves forming augmented state vectors consisting of all parameters (the weights of the MLP) and outputs. The UPF is used to sequentially update the true system states and high dimensional parameters that are inherent to the SOSS moder for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.展开更多
基金The MKE(the Ministry of Knowledge Economy),Korea,under the ITRC(Information Technology Research Center)support program supervised by the NIPA(National IT Industry Promotion Agency) (NIPA-2012-H0301-12-2006)
文摘This paper proposes a technique that global positioning system(GPS)combines inertial navigation system(INS)by using unscented particle filter(UPF)to estimate the exact outdoor position.This system can make up for the weak point on position estimation by the merits of GPS and INS.In general,extended Kalman filter(EKF)has been widely used in order to combine GPS with INS.However,UPF can get the position more accurately and correctly than EKF when it is applied to real-system included non-linear,irregular distribution errors.In this paper,the accuracy of UPF is proved through the simulation experiment,using the virtual-data needed for the test.
基金Project supported by the National Natural Science Foundation ofChina (No. 60673024)the National Basic Research Program(973) of China (No. 2004CB719400)
文摘In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but an UPF is adopted in each model. Therefore, the filtering performance and degeneracy phenomenon of particles are improved. The filtering method addresses nonlinear and/or non-Gaussian tracking problems. Simulation results show that the method has better tracking performance compared with the standard IMM-type filter and IMM particle filter.
基金supported by the National Key Research and Development Program of China(Grants No.2016YFC0402706 and 2016YFC0402710)the National Natural Science Foundation of China(Grants No.51709046 and41323001)the Open Foundation of the State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering,Hohai University(Grant No.2015490311)
文摘An observation operator is a bridge linking the system state vector and observations in a data assimilation system. Despite its importance, the degree to which an observation operator influences the performance of data assimilation methods is still poorly understood. This study aimed to analyze the influences of linear and nonlinear observation operators on the sequential data assimilation through soil temperature simulation using the unscented particle filter(UPF) and the common land model. The linear observation operator between unprocessed simulations and observations was first established. To improve the correlation between simulations and observations, both were processed based on a series of equations. This processing essentially resulted in a nonlinear observation operator. The linear and nonlinear observation operators were then used along with the UPF in three assimilation experiments: an hourly in situ soil surface temperature assimilation, a daily in situ soil surface temperature assimilation, and a moderate resolution imaging spectroradiometer(MODIS) land surface temperature(LST) assimilation. The results show that the filter improved the soil temperature simulation significantly with the linear and nonlinear observation operators. The nonlinear observation operator improved the UPF's performance more significantly for the hourly and daily in situ observation assimilations than the linear observation operator did, while the situation was opposite for the MODIS LST assimilation. Because of the high assimilation frequency and data quality, the simulation accuracy was significantly improved in all soil layers for hourly in situ soil surface temperature assimilation, while the significant improvements of the simulation accuracy were limited to the lower soil layers for the assimilation experiments with low assimilation frequency or low data quality.
基金supported by the National Natural Science Foundation of China(7092100160574058)+1 种基金the Key International Cooperation Programs of Hunan Provincial Science & Technology Department (2009WK2009)the General Program of Hunan Provincial Education Department(11C0023)
文摘Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF) to train the MLP in a self- organizing state space (SOSS) model. This involves forming augmented state vectors consisting of all parameters (the weights of the MLP) and outputs. The UPF is used to sequentially update the true system states and high dimensional parameters that are inherent to the SOSS moder for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.