Tag Archives: Particle Filters

Hybrid Monte Carlo + Interval-based localization

Weiss, R., Glösekötter, P., Prestes, E. et al., Hybridisation of Sequential Monte Carlo Simulation with Non-linear Bounded-error State Estimation Applied to Global Localisation of Mobile Robots, J Intell Robot Syst 99, 335–357 (2020) DOI: 10.1007/s10846-019-01118-7.

Accurate self-localisation is a fundamental ability of any mobile robot. In Monte Carlo localisation, a probability distribution over a space of possible hypotheses accommodates the inherent uncertainty in the position estimate, whereas bounded-error localisation provides a region that is guaranteed to contain the robot. However, this guarantee is accompanied by a constant probability over the confined region and therefore the information yield may not be sufficient for certain practical applications. Four hybrid localisation algorithms are proposed, combining probabilistic filtering with non-linear bounded-error state estimation based on interval analysis. A forward-backward contractor and the Set Inverter via Interval Analysis are hybridised with a bootstrap filter and an unscented particle filter, respectively. The four algorithms are applied to global localisation of an underwater robot, using simulated distance measurements to distinguishable landmarks. As opposed to previous hybrid methods found in the literature, the bounded-error state estimate is not maintained throughout the whole estimation process. Instead, it is only computed once in the beginning, when solving the wake-up robot problem, and after kidnapping of the robot, which drastically reduces the computational cost when compared to the existing algorithms. It is shown that the novel algorithms can solve the wake-up robot problem as well as the kidnapped robot problem more accurately than the two conventional probabilistic filters.

Rao-Blackwellized Particle Filter SLAM with grid maps in which particles do not contain the whole map but only a part

H. Jo, H. M. Cho, S. Jo and E. Kim, Efficient Grid-Based Rao–Blackwellized Particle Filter SLAM With Interparticle Map Sharing, IEEE/ASME Transactions on Mechatronics, vol. 23, no. 2, pp. 714-724, DOI: 10.1109/TMECH.2018.2795252.

In this paper, we propose a novel and efficient grid-based Rao-Blackwellized particle filter simultaneous localization and mapping (RBPF-SLAM) with interparticle map shaping (IPMS). The proposed method aims at saving the computational memory in the grid-based RBPF-SLAM while maintaining the mapping accuracy. Unlike conventional RBPF-SLAM in which each particle has its own map of the whole environment, each particle has only a small map of the nearby environment called an individual map in the proposed method. Instead, the map of the remaining large environment is shared by the particles. The part shared by the particles is called a base map. If the individual small maps become reliable enough to trust, they are merged with the base map. To determine when and which part of an individual map should be merged with the base map, we propose two map sharing criteria. Finally, the proposed IPMS RBPF-SLAM is applied to the real-world datasets and benchmark datasets. The experimental results show that our method outperforms conventional methods in terms of map accuracy versus memory consumption.

The problem of the interdependence among particles in PF after the resampling step, and an approach to solve it

R. Lamberti, Y. Petetin, F. Desbouvries and F. Septier, Independent Resampling Sequential Monte Carlo Algorithms, IEEE Transactions on Signal Processing, vol. 65, no. 20, pp. 5318-5333, DOI: 10.1109/TSP.2017.2726971.

Sequential Monte Carlo algorithms, or particle filters, are Bayesian filtering algorithms, which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on importance sampling with a bootstrap resampling step, which aims at struggling against weight degeneracy. However, in some situations (informative measurements, high-dimensional model), the resampling step can prove inefficient. In this paper, we revisit the fundamental resampling mechanism, which leads us back to Rubin’s static resampling mechanism. We propose an alternative rejuvenation scheme in which the resampled particles share the same marginal distribution as in the classical setup, but are now independent. This set of independent particles provides a new alternative to compute a moment of the target distribution and the resulting estimate is analyzed through a CLT. We next adapt our results to the dynamic case and propose a particle filtering algorithm based on independent resampling. This algorithm can be seen as a particular auxiliary particle filter algorithm with a relevant choice of the first-stage weights and instrumental distributions. Finally, we validate our results via simulations, which carefully take into account the computational budget.

Varying the number of particles in a PF in order to improve the speed of convergence, with a short related work about adapting the number of particles for other goals

V. Elvira, J. Míguez and P. M. Djurić, “Adapting the Number of Particles in Sequential Monte Carlo Methods Through an Online Scheme for Convergence Assessment,” in IEEE Transactions on Signal Processing, vol. 65, no. 7, pp. 1781-1794, April1, 1 2017. DOI: 10.1109/TSP.2016.2637324.

Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to infinity, the quality of the approximation is usually unknown but strongly dependent on the number of particles. In this paper, we propose a novel method for assessing the convergence of particle filters in an online manner, as well as a simple scheme for the online adaptation of the number of particles based on the convergence assessment. The method is based on a sequential comparison between the actual observations and their predictive probability distributions approximated by the filter. We provide a rigorous theoretical analysis of the proposed methodology and, as an example of its practical use, we present simulations of a simple algorithm for the dynamic and online adaptation of the number of particles during the operation of a particle filter on a stochastic version of the Lorenz 63 system.

A novel particle filter algorithm with an adaptive number of particles, and a curious and interesting table I about the pros and cons of different sensors

T. de J. Mateo Sanguino and F. Ponce Gómez, “Toward Simple Strategy for Optimal Tracking and Localization of Robots With Adaptive Particle Filtering,” in IEEE/ASME Transactions on Mechatronics, vol. 21, no. 6, pp. 2793-2804, Dec. 2016.DOI: 10.1109/TMECH.2016.2531629.

The ability of robotic systems to autonomously understand and/or navigate in uncertain environments is critically dependent on fairly accurate strategies, which are not always optimally achieved due to effectiveness, computational cost, and parameter settings. In this paper, we propose a novel and simple adaptive strategy to increase the efficiency and drastically reduce the computational effort in particle filters (PFs). The purpose of the adaptive approach (dispersion-based adaptive particle filter – DAPF) is to provide higher number of particles during the initial searching state (when the localization presents greater uncertainty) and fewer particles during the subsequent state (when the localization exhibits less uncertainty). With the aim of studying the dynamical PF behavior regarding others and putting the proposed algorithm into practice, we designed a methodology based on different target applications and a Kinect sensor. The various experiments conducted for both color tracking and mobile robot localization problems served to demonstrate that the DAPF algorithm can be further generalized. As a result, the DAPF approach significantly improved the computational performance over two well-known filtering strategies: 1) the classical PF with fixed particle set sizes, and 2) the adaptive technique named Kullback-Leiber distance.

Combination of several mobile robot localization methods in order to achieve high accuracy in industrial environments, with interesting figures for current localization accuracy achievable by standard solutions

Goran Vasiljevi, Damjan Mikli, Ivica Draganjac, Zdenko Kovai, Paolo Lista, High-accuracy vehicle localization for autonomous warehousing, Robotics and Computer-Integrated Manufacturing, Volume 42, December 2016, Pages 1-16, ISSN 0736-5845, DOI: 10.1016/j.rcim.2016.05.001.

The research presented in this paper aims to bridge the gap between the latest scientific advances in autonomous vehicle localization and the industrial state of the art in autonomous warehousing. Notwithstanding great scientific progress in the past decades, industrial autonomous warehousing systems still rely on external infrastructure for obtaining their precise location. This approach increases warehouse installation costs and decreases system reliability, as it is sensitive to measurement outliers and the external localization infrastructure can get dirty or damaged. Several approaches, well studied in scientific literature, are capable of determining vehicle position based only on information provided by on board sensors, most commonly wheel encoders and laser scanners. However, scientific results published to date either do not provide sufficient accuracy for industrial applications, or have not been extensively tested in realistic, industrial-like operating conditions. In this paper, we combine several well established algorithms into a high-precision localization pipeline, capable of computing the pose of an autonomous forklift to sub-centimeter precision. The algorithms use only odometry information from wheel encoders and range readings from an on board laser scanner. The effectiveness of the proposed solution is evaluated by an extensive experiment that lasted for several days, and was performed in a realistic industrial-like environment.

A variant of particle filters that uses feedback to model how particles move towards the real posterior

T. Yang, P.~G. Mehta, S.~P. Meyn, Feedback particle filter, IEEE Transactions on Automatic Control, 58 (10) (2013), pp. 2465â–2480, DOI: 10.1109/TAC.2013.2258825.

The feedback particle filter introduced in this paper is a new approach to approximate nonlinear filtering, motivated by techniques from mean-field game theory. The filter is defined by an ensemble of controlled stochastic systems (the particles). Each particle evolves under feedback control based on its own state, and features of the empirical distribution of the ensemble. The feedback control law is obtained as the solution to an optimal control problem, in which the optimization criterion is the Kullback-Leibler divergence between the actual posterior, and the common posterior of any particle. The following conclusions are obtained for diffusions with continuous observations: 1) The optimal control solution is exact: The two posteriors match exactly, provided they are initialized with identical priors. 2) The optimal filter admits an innovation error-based gain feedback structure. 3) The optimal feedback gain is obtained via a solution of an Euler-Lagrange boundary value problem; the feedback gain equals the Kalman gain in the linear Gaussian case. Numerical algorithms are introduced and implemented in two general examples, and a neuroscience application involving coupled oscillators. In some cases it is found that the filter exhibits significantly lower variance when compared to the bootstrap particle filter.

A gentle introduction to Box-Particle Filters

A. Gning, B. Ristic, L. Mihaylova and F. Abdallah, An Introduction to Box Particle Filtering [Lecture Notes], in IEEE Signal Processing Magazine, vol. 30, no. 4, pp. 166-171, July 2013. DOI: 10.1109/MSP.2013.225460.

Resulting from the synergy between the sequential Monte Carlo (SMC) method [1] and interval analysis [2], box particle filtering is an approach that has recently emerged [3] and is aimed at solving a general class of nonlinear filtering problems. This approach is particularly appealing in practical situations involving imprecise stochastic measurements that result in very broad posterior densities. It relies on the concept of a box particle that occupies a small and controllable rectangular region having a nonzero volume in the state space. Key advantages of the box particle filter (box-PF) against the standard particle filter (PF) are its reduced computational complexity and its suitability for distributed filtering. Indeed, in some applications where the sampling importance resampling (SIR) PF may require thousands of particles to achieve accurate and reliable performance, the box-PF can reach the same level of accuracy with just a few dozen box particles. Recent developments [4] also show that a box-PF can be interpreted as a Bayes? filter approximation allowing the application of box-PF to challenging target tracking problems [5].

Implementation of PF SLAM in FPGAs and a good state of the art of the issue

B.G. Sileshi, J. Oliver, R. Toledo, J. Gonçalves, P. Costa, On the behaviour of low cost laser scanners in HW/SW particle filter SLAM applications, Robotics and Autonomous Systems, Volume 80, June 2016, Pages 11-23, ISSN 0921-8890, DOI: 10.1016/j.robot.2016.03.002.

Particle filters (PFs) are computationally intensive sequential Monte Carlo estimation methods with applications in the field of mobile robotics for performing tasks such as tracking, simultaneous localization and mapping (SLAM) and navigation, by dealing with the uncertainties and/or noise generated by the sensors as well as with the intrinsic uncertainties of the environment. However, the application of PFs with an important number of particles has traditionally been difficult to implement in real-time applications due to the huge number of operations they require. This work presents a hardware implementation on FPGA (field programmable gate arrays) of a PF applied to SLAM which aims to accelerate the execution time of the PF algorithm with moderate resource. The presented system is evaluated for different sensors including a low cost Neato XV-11 laser scanner sensor. First the system is validated by post processing data provided by a realistic simulation of a differential robot, equipped with a hacked Neato XV-11 laser scanner, that navigates in the Robot@Factory competition maze. The robot was simulated using SimTwo, which is a realistic simulation software that can support several types of robots. The simulator provides the robot ground truth, odometry and the laser scanner data. Then the proposed solution is further validated on standard laser scanner sensors in complex environments. The results achieved from this study confirmed the possible use of low cost laser scanner for different robotics applications which benefits in several aspects due to its cost and the increased speed provided by the SLAM algorithm running on FPGA.

Interesting approach to PF-based localization and active localization when the map contains semantic information

Nikolay Atanasov, Menglong Zhu, Kostas Daniilidis, and George J. Pappas, Localization from semantic observations via the matrix permanent, The International Journal of Robotics Research January–March 2016 35: 73-99, first published on October 6, 2015, DOI: 10.1177/0278364915596589.

Most approaches to robot localization rely on low-level geometric features such as points, lines, and planes. In this paper, we use object recognition to obtain semantic information from the robot’s sensors and consider the task of localizing the robot within a prior map of landmarks, which are annotated with semantic labels. As object recognition algorithms miss detections and produce false alarms, correct data association between the detections and the landmarks on the map is central to the semantic localization problem. Instead of the traditional vector-based representation, we propose a sensor model, which encodes the semantic observations via random finite sets and enables a unified treatment of missed detections, false alarms, and data association. Our second contribution is to reduce the problem of computing the likelihood of a set-valued observation to the problem of computing a matrix permanent. It is this crucial transformation that allows us to solve the semantic localization problem with a polynomial-time approximation to the set-based Bayes filter. Finally, we address the active semantic localization problem, in which the observer’s trajectory is planned in order to improve the accuracy and efficiency of the localization process. The performance of our approach is demonstrated in simulation and in real environments using deformable-part-model-based object detectors. Robust global localization from semantic observations is demonstrated for a mobile robot, for the Project Tango phone, and on the KITTI visual odometry dataset. Comparisons are made with the traditional lidar-based geometric Monte Carlo localization.