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Log-PF: Particle Filtering in Logarithm Domain

Gentner, Christian and Zhang, Siwei and Jost, Thomas (2018) Log-PF: Particle Filtering in Logarithm Domain. Journal of Electrical and Computer Engineering, 2018. Hindawi. DOI: 10.1155/2018/5763461 ISSN 2090-0147

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Official URL: https://doi.org/10.1155/2018/5763461

Abstract

This paper presents a particle filter, called Log-PF, based on particle weights represented on a logarithmic scale. In practical systems, particle weights may approach numbers close to zero which can cause numerical problems. Therefore, calculations using particle weights and probability densities in the logarithmic domain provide more accurate results. Additionally, calculations in logarithmic domain improve the computational efficiency for distributions containing exponentials or products of functions. To provide efficient calculations, the Log-PF exploits the Jacobian logarithm that is used to compute sums of exponentials. We introduce the weight calculation, weight normalization, resampling, and point estimations in logarithmic domain. For point estimations, we derive the calculation of the minimum mean square error (MMSE) and maximum a posteriori (MAP) estimate. In particular, in situations where sensors are very accurate the Log-PF achieves a substantial performance gain. We show the performance of the derived Log-PF by three simulations, where the Log-PF is more robust than its standard particle filter counterpart. Particularly, we show the benefits of computing all steps in logarithmic domain by an example based on Rao-Blackwellization.

Item URL in elib:https://elib.dlr.de/119165/
Document Type:Article
Title:Log-PF: Particle Filtering in Logarithm Domain
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Gentner, Christianchristian.gentner (at) dlr.dehttps://orcid.org/0000-0003-4298-8195
Zhang, Siweisiwei.zhang (at) dlr.dehttps://orcid.org/0000-0003-4390-458X
Jost, Thomasthomas.jost (at) dlr.dehttps://orcid.org/0000-0003-1413-5427
Date:2018
Journal or Publication Title:Journal of Electrical and Computer Engineering
Refereed publication:Yes
Open Access:Yes
Gold Open Access:Yes
In SCOPUS:Yes
In ISI Web of Science:No
Volume:2018
DOI :10.1155/2018/5763461
Publisher:Hindawi
ISSN:2090-0147
Status:Published
Keywords:particle filter, PF, logarithm, Log-PF, particle filter in logarithm Domain, Channel-SLAM
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Space
HGF - Program Themes:Communication and Navigation
DLR - Research area:Raumfahrt
DLR - Program:R KN - Kommunikation und Navigation
DLR - Research theme (Project):R - Vorhaben GNSS2/Neue Dienste und Produkte
Location: Oberpfaffenhofen
Institutes and Institutions:Institute of Communication and Navigation > Communications Systems
Deposited By: Gentner, Christian
Deposited On:05 Mar 2018 17:40
Last Modified:05 Mar 2018 17:40

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