People tracking is an essential part for modern service robots. In this paper we compare three different Bayesian estimators to perform such task: Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF) and Sampling Importance Resampling (SIR) Particle Filter. We give a brief explanation of each technique and describe the system implemented to perform people tracking with a mobile robot usi...

The Kalman filter is the minimum-variance state estimator for linear dynamic systems with Gaussian noise. Even if the noise is non-Gaussian, the Kalman filter is best linear estimator. For nonlinear systems it is not possible, in general, to derive the optimal state estimator in closed form, but various modifications of the Kalman filter can be used to estimate the state. These modifications in...

This paper investigates the use of statistical linearization to improve iterative non-linear least squares estimators. In particular, we look at improving long range stereo by filtering feature tracks from sequences of stereo pairs. A novel filter called the Iterated Sigma Point Kalman Filter (ISPKF) is developed from first principles; this filter is shown to achieve superior performance in ter...

In this paper a new Adaptive Unscented Kalman Filter (AUKF) is proposed and applied for the state estimation of a LEO (Low earth Orbit) satellite planar model. The Unscented Kalman Filter (UKF) is preferred here because of its derivative free calculation process and superior performance in highly non linear systems. Further the choice of adaptive filter gives the opportunity to estimate the sta...

A new Gaussian mixture filter has been developed, one that uses a re-sampling step in order to limit the covariances of its individual Gaussian components. The new filter has been designed to produce accurate solutions of difficult nonlinear/nonBayesian estimation problems. It uses static multiple-model filter calculations and Extended Kalman Filter (EKF) approximations for each Gaussian mixand...

The present document aims at providing a short, didactical introduction to three standard versions of the Kalman filter, namely its variants identified as Basic, Extended , and Unscented. The application of these algorithms in three representative problems is discussed.

Kalman filter is a well known adaptive filtering Algorithm, widely used for target tracking applications. When the system model and measurements are non linear, variation of Kalman filter like extended Kalman filter (EKF) and Unscented Kalman filters (UKF) are used. For obtaining reliable estimate of the target state, filter has to be tuned before the operation (off line).Tuning an UKF is the p...

A main problem encountered in control engineering is the estimation of unknown parameters appearing in the plant equations. In this paper, a new off-line method to perform such estimation is proposed. The method is based on the use of the plant simulator and on the generation of artificial data from which the relationship between the unknown parameter vector and available measurements is estima...

To many geographic systems (GIS) application scheme such as urban planning and navigation, updating road network database is critical problem. Rapidly changing urban environments accelerate the need for frequent updates or revisions of road network databases. With the advent of high-resolution satellite images, there has been a resurgence of research interest in road extraction techniques. Howe...