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

Direct link
Nonlinear State Space Smoothing Using the Conditional Particle Filter
Uppsala University.
Uppsala University.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
2015 (English)In: Proceedings of the 17th IFAC Symposium on System Identification, 2015, 975-980 p.Conference paper (Refereed)
Abstract [en]

To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence results. The computational complexity is analyzed, and our proposed algorithm is successfully applied to the challenging problem of sensor fusion between ultrawideband and accelerometer/gyroscope measurements for indoor positioning. It appears to be a competitive alternative to existing nonlinear smoothing algorithms, in particular the forward filtering-backward simulation smoother. 

Place, publisher, year, edition, pages
2015. 975-980 p.
Keyword [en]
Smoothing, Particle filters, Nonlinear systems, State estimation, Monte Carlo method, Sensor fusion, Position estimation.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-123955OAI: oai:DiVA.org:liu-123955DiVA: diva2:894484
Conference
17th IFAC Symposium on System Identification, Beijing, China, October 19-21, 2015
Projects
The project Probabilistic modeling of dynamical systems (Contract number: 621- 2013-5524)CADICS
Funder
Swedish Research Council
Available from: 2016-01-15 Created: 2016-01-15 Last updated: 2016-01-18

Open Access in DiVA

No full text

Other links

http://arxiv.org/pdf/1502.03697v3

Search in DiVA

By author/editor
Kok, Manon
By organisation
Automatic ControlFaculty of Science & Engineering
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
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

Total: 155 hits
ReferencesLink to record
Permanent link

Direct link