liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Filtering and Estimation for Quantized Sensor Information
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2005 (English)Report (Other academic)
Abstract [en]

The implication of quantized sensor information on estimation and filtering problems is studied. The close relation between sampling and quantization theory was earlier reported by Widrow, Kollar and Liu (1996). They proved that perfect reconstruction of the probability density function (pdf) is possible if the characteristic function of the sensor noise pdf is band-limited. These relations are here extended by providing a class of band-limited pdfs, and it is shown that adding such dithering noise is similar to anti-alias filtering in sampling theory. This is followed up by the implications for Maximum Likelihood and Bayesian estimation. The Cramer-Rao lower bound (CRLB) is derivedfor estimation and filtering on quantized data. A particle filter (PF) algorithm that approximates the optimal nonlinear filter is provided, and numerical experiments show that the PF attains the CRLB, while second-order optimal Kalman filter approaches can perform quite bad.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2005. , 14 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2674
Keyword [en]
Quantization, Estimation, Filtering, Cramér-Rao lower bound
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56024ISRN: LiTH-ISY-R-2674OAI: oai:DiVA.org:liu-56024DiVA: diva2:316922
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-08-12Bibliographically approved
In thesis
1. Particle filtering for positioning and tracking applications
Open this publication in new window or tab >>Particle filtering for positioning and tracking applications
2005 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

A Bayesian approach to positioning and tracking applications naturally leads to a recursive estimation formulation. The recently invented particle filter provides a numerical solution to the non-tractable recursive Bayesian estimation problem. As an alternative, traditional methods such as the extended Kalman filter. which is based on a linearized model and an assumption on Gaussian noise, yield approximate solutions.

In many practical applications, signal quantization and algorithmic complexity are fundamental issues. For measurement quantization, estimation performance is analyzed in detail. The algorithmic complexity is addressed for the marginalized particle filter, where the Kalman filter solves a linear subsystem subject to Gaussian noise efficiently.

The particle filter is adopted to several positioning and tracking applications and compared to traditional approaches. Particularly, the use of external database information to enhance estimation performance is discussed. In parallel, fundamental limits are derived analytically or numerically using the Cramér-Rao lower bound, and the result from estimation studies is compared to the corresponding lower bound. A framework for map-aided positioning at sea is developed, featuring an underwater positioning system using depth information and readings from a sonar sensor and a novel surface navigation system using radar measurements and sea chart information. Bayesian estimation techniques are also used to improve position accuracy for an industrial robot. The bearings-only tracking problem is addressed using Bayesian techniques and map information is used to improve the estimation performance. For multiple-target tracking problems data association is an important issue. A method to incorporate classical association methods when the estimation is based on the particle filter is presented. A real-time implementation of the particle filter as well as hypothesis testing is introduced for a collision avoidance application.

Place, publisher, year, edition, pages
Linköping, Sweden: Linköping University Electronic Press, 2005. 55 p.
Series
Linköping Studies in Science and Technology. Dissertations, ISSN 0345-7524 ; 924
National Category
Engineering and Technology
Identifiers
urn:nbn:se:liu:diva-29608 (URN)14987 (Local ID)91-85297-34-8 (ISBN)14987 (Archive number)14987 (OAI)
Public defence
2005-03-18, Sal Visionen, Campus Valla, Linköping, 10:15 (Swedish)
Available from: 2009-10-09 Created: 2009-10-09 Last updated: 2012-11-29Bibliographically approved

Open Access in DiVA

fulltext(328 kB)115 downloads
File information
File name FULLTEXT01.pdfFile size 328 kBChecksum SHA-512
7008e1aa789e289b93e38c74d3a77cb84ab797e564fdb4280b4f767dc1286c6808cac7480ba9bf854381b583e677b348eea4c7d588de1a09da716792f435950a
Type fulltextMimetype application/pdf

Authority records BETA

Karlsson, RickardGustafsson, Fredrik

Search in DiVA

By author/editor
Karlsson, RickardGustafsson, Fredrik
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 115 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 281 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf