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What is Extended Particle Filter?
PRIYANKA AGGARWAL, NASER EL-SHEIMY
The implementation of an Extended Particle Filter (EPF) was proposed as an estimation technique for integrated GPS and low-cost inertial MEMS navigation systems
Pseudo Code for Implementing EPF
Generate independent and identically distributed (i.i.d.) N samples from the previous posterior density function p(x0).
For k = 1,….. till end of trajectory Importance Sampling Step
2. For k = 1,….. till end of trajectory Importance Sampling Step
• For i = 1..N, where N is the total number of particles, update the
particles with EKF equations which are given below:
i. Calculate Jacobians
of the models.
Update the state vector by following eq.
Sample particles from obtained updated particles i.e. proposal density
3. For i = 1………N, evaluate the importance weights of each particle according to eq. 6.
where the proposal density is obtained from EKF.
4. Normalize the weights of the particles
5. Compute the effective weights and threshold according to eq 3.
6. If Neff > Nth, particles remain as such, else resample particles and assign equal weights to them.
7. Once resampling is done, time epoch is incremented, new articles are predicted and steps from 2 are repeated.
8. This process is repeated till end of the test trajectory is reached.
The state vector for this Extended Particle filter (EPF) is given in Table 1. In EPF, the system process comprises of the INS mechanization and the sensor error models. Sensor errors are being modelled as a random process (Hou, 2004) to compensate the effect of biases and scale factor errors on the INS measurements. The INS mechanization applied in this paper is described in (Shin and El-Sheimy, 2004,2005).
To compensate for large sensor errors, these are modelled as component of the state vector as given in Table 1. Differential GPS (DGPS) is used as aiding source for the EPF after compensating for the lever arm effect between the IMU unit and the GPS antenna.
Results
Field Test Data Description
Field tests using MicroElectroMechanical Systems (MEMS) based IMUs were conducted. The MEMS units being tested is the BEI Motion Pak II, which is (gyro drift rate of 1200 deg/hr) a solid-state MEMS six degree of freedom inertial sensing system that uses micromachined quartz rate sensors and silicon based accelerometers. The field tests were conducted in March 2005, where Motion Pak II was mounted on the test vehicle and the NovAtel OEM4 GPS receivers were mounted on the vehicle as shown in Fig
1. Using this setup, test trajectories was generated for Motion Pak II as can be seen.
The test trajectory covered number of vehicle dynamics and throughout
the test a minimum of seven satellites was visible, except for several short natural GPS signal outages caused by bridges or trees. These natural outages are avoided for testing purposes, while simulated GPS outages have been carefully picked to cover number of vehicle dynamics as shown in Fig 2.
The results obtained from implementing EKF for Motion Pak II are shown in Fig 3 and for EPF are shown in Fig 4 respectively.
In these simulations,five 60 sec GPS signal outages are simulated for Motion Pak II.
The input data file is at 50 Hz while the output file is at 10 Hz. Table 2, lists the drift errors obtained at all the five outages for both EKF and EPF for Motion Pak II sensor. The table clearly indicates that EPF gives slightly better results (2 % improvement) than that of the EKF when GPS outages occur. The individual maximum drift errors for each GPS outage along with the mean of all these maximum drift errors are also provided. Here the numbers of particles used are 35 as this value gives best results.
 
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November 2007

"New GNSS will cause a synergetic effect and not chaos”
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