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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
Conclusions
In this paper, the implementation of an Extended Particle Filter (EPF) was proposed as an estimation technique for integrated GPS and low-cost inertial MEMS navigation systems. The performance of the proposed algorithm was compared to the corresponding performance of the commonly used Extended Kalman Filter (EKF) using field test INS/GPS land-vehicle data set.
The results showed that both of the EPF and the EKF provided comparable navigation errors in cases of full GPS signals availability. However in cases when short period (60 sec) GPS outages were simulated in the test trajectory, EPF performance is slightly better than that of EKF. It was also deducted that the performance of EPF is highly dependent on the number of particles
used in the implementation. Generally the number of particles required varies within 15 to 100 particles for each state variable. For Motion Pak II, 35 particles gave best results.
Generally, in cases when non-linearities are dominant, the EKF performance is known to be greatly degraded. However, this is not the case for the EPF since the EPF principle is based on the fact that
a single state vector is represented by number of particles and therefore, it is more reliable for highly nonlinear cases. To further improve the performance of EPF, further investigations are required
including the tuning of the process noise, measurement noise and the importance sampling step. These techniques are currently being investigated.
Acknowledgements
This study was supported in part by research funds from the Natural Science and Engineering Research Council of Canada (NSERC) and the Canadian Geomatics for Informed Decisions (GEOIDE) Network
Centers of Excellence (NCE) to Dr. Naser El-Sheimy. The authors would like to thank Dr. Xiaoji Niu, Dr. Kaiwei Chiang, Mr. Chris Goodall and Zainab Syed for their help in collecting the field data sets.
References:
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  • Van der Merwe, R., Doucet, A., de Freitas, N. and Wan, E. (2000) The Unscented Particle Filter. Advances in Neural Information Processing Systems (NIPS13), MIT Press.
 
Priyanka Aggarwal
aggarwap@ucalgary.ca
Naser El-Sheimy
Professor and Head
Department of Geomatics
Engineering
naser@geomatics.ucalgary.ca
 
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