STJul 27, 2016
Marginalized Particle Filtering and Related Filtering Techniques as Message PassingGiorgio M. Vitetta, Emilio Sirignano, Francesco Montorsi et al.
In this manuscript a factor graph approach is employed to investigate the recursive filtering problem for a mixed linear/nonlinear state-space model, i.e. for a model whose state vector can be partitioned in a linear state variable (characterized by conditionally linear dynamics) and a non linear state variable. Our approach allows us to show that: a) the factor graph characterizing the considered filtering problem is not cycle free; b) in the case of conditionally linear Gaussian systems, applying the sum-product rule, together with different scheduling procedures for message passing, to this graph results in both known and novel filtering techniques. In particular, it is proved that, on the one hand, adopting a specific message scheduling for forward only message passing leads to marginalized particle filtering in a natural fashion; on the other hand, if iterative strategies for message passing are employed, novel filtering methods, dubbed turbo filters for their conceptual resemblance to the turbo decoding methods devised for concatenated channel codes, can be developed.
ROMar 7, 2015
Design and Implementation of an Inertial Navigation System for Pedestrians Based on a Low-Cost MEMS IMUFrancesco Montorsi, Fabrizio Pancaldi, Giorgio M. Vitetta
Inertial navigation systems for pedestrians are infrastructure-less and can achieve sub-meter accuracy in the short/medium period. However, when low-cost inertial measurement units (IMU) are employed for their implementation, they suffer from a slowly growing drift between the true pedestrian position and the corresponding estimated position. In this paper we illustrate a novel solution to mitigate such a drift by: a) using only accelerometer and gyroscope measurements (no magnetometers required); b) including the sensor error model parameters in the state vector of an extended Kalman filter; c) adopting a novel soft heuristic for foot stance detection and for zero-velocity updates. Experimental results evidence that our inertial-only navigation system can achieve similar or better performance with respect to pedestrian dead-reckoning systems presented in related studies, although the adopted IMU is less accurate than more expensive counterparts.