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A Rao-Blackwellized particle filter with variational inference for state estimation with measurement model uncertainties

Cheng, Cheng and Tourneret, Jean-Yves and Lu, Xiaodong A Rao-Blackwellized particle filter with variational inference for state estimation with measurement model uncertainties. (2020) IEEE Access, 8. 55665-55675. ISSN 2169-3536

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Official URL: https://doi.org/10.1109/ACCESS.2020.2981948


This paper develops a Rao-Blackwellized particle filter with variational inference for jointly estimating state and time-varying parameters in non-linear state-space models (SSM) with non-Gaussian measurement noise. Depending on the availability of the conjugate prior for the unknown parameters, the joint posterior distribution of the state and unknown parameters is approximated by using an auxiliary particle filter with a probabilistic changepoint model. The distribution of the SSM parameters conditionally on each particle is then updated by using variational Bayesian inference. Experiments are first conducted on a modified nonlinear benchmark model to compare the performance of the proposed approach with other state-of-the-art approaches. Finally, in the context of GNSS multipath mitigation, the proposed approach is evaluated based on data obtained from a measurement campaign conducted in a street urban canyon.

Item Type:Article
Additional Information:This work is licensed under a Creative Commons Attribution 4.0 License. For more information, see https://creativecommons.org/licenses/by/4.0/
HAL Id:hal-02525149
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Centre National d'Études Spatiales - CNES (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Ecole Nationale de l'Aviation Civile - ENAC (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
Other partners > Northwestern Polytechnical University (CHINA)
Other partners > Collins Aerospace (FRANCE)
Other partners > Thales (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > IMT Atlantique Bretagne-Pays de la Loire - IMT Atlantique (FRANCE)
Other partners > IRT Saint Exupéry - Institut de Recherche Technologique (FRANCE)
Other partners > SpaceAble (FRANCE)
Laboratory name:
National Natural Science Foundation (CHINA)
Deposited On:30 Mar 2020 15:49

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