Adaptive particle filters for high signal-to-noise ratios with applications to robotics
Abstract/Contents
- Abstract
- Dynamic state-space models are useful for describing data in various fields, including robotics. An important problem that may be solved by using dynamic state-space models is the estimation of underlying state processes from given observations. When the models are non-linear and the noise not Gaussian, it is impossible to solve the problem analytically; thus, particle filters, also known as sequential Monte Carlo methods, tend to be employed. However, because particle filters are based on sequential importance sampling, the problem arises of how to select the importance density function. Handling unknown parameters in the model presents another significant difficulty in particle filtering. Simultaneous localization and mapping (SLAM) in robotics is one well-known but difficult problem for which particle filters have been used. This dissertation is motivated by SLAM problems and related particle filtering approaches. In this dissertation, we design a new proposal distribution that better approximates the optimal importance function, using a novel way of combining information from observations and state transition dynamics. In the first part of our study, after reviewing representative approaches for SLAM problems, we justify our method of combining information with a series of examples and offer an efficient means of constructing the new proposal distribution. In the second part, we focus on the problems inherent in handling unknown parameters in state-space models. We suggest the application of one-step recursive expectation-maximization (EM) algorithm to learn unknown parameters, and recommend pairing it with the new proposal distribution into an adaptive particle filter algorithm. Furthermore, we propose a new SLAM filter based on the adaptation of the new adaptive particle filter to SLAM problems. In Chapter 3, we conduct simulation studies on localization and SLAM problems to demonstrate the superior numerical performance of the proposed algorithms.
Description
| Type of resource | text |
|---|---|
| Form | electronic; electronic resource; remote |
| Extent | 1 online resource. |
| Publication date | 2015 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Associated with | Chung, Suk Won |
|---|---|
| Associated with | Stanford University, Department of Electrical Engineering. |
| Primary advisor | Lai, T. L |
| Thesis advisor | Lai, T. L |
| Thesis advisor | Montanari, Andrea |
| Thesis advisor | Weissman, Tsachy |
| Advisor | Montanari, Andrea |
| Advisor | Weissman, Tsachy |
Subjects
| Genre | Theses |
|---|
Bibliographic information
| Statement of responsibility | Suk Won Chung. |
|---|---|
| Note | Submitted to the Department of Electrical Engineering. |
| Thesis | Thesis (Ph.D.)--Stanford University, 2015. |
| Location | electronic resource |
Access conditions
- Copyright
- © 2015 by Suk Won Chung
- License
- This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).
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