Authors
Achille Murangira, Christian Musso, Igor Nikiforov,
Title
Particle filter divergence monitoring with application to terrain navigation
In
FUSION 2012
Pages
794–801
Publisher
IEEE
Year
2012
Publisher's URL
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6289883
Indexed by
Abstract
Particle filters are an efficient tool for bayesian estimation in non-linear models. However, under certain circumstances, they are subject to divergence. Increasing the number of particles is not always possible so it’s interesting for many applications to evaluate the reliability of the estimate provided by the filter. In terrain navigation, trusting an erroneous estimate can be problematic for obvious reasons. This paper introduces a framework for detecting filter divergence in the case of scalar measurements. The detector is based on a sequential change detection algorithm and we illustrate its performance on several terrain navigation scenarios.
Affiliations
Offprint