A Rao-Blackwellized particle filter for INS/GPS integration

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 3, Issue , 2004, Pages

  Giremus, Audrey ^a   Doucet, Arnaud ^b   Calmettes, Vincent ^c   Tourneret, Jean Yves ^a  

^a IRIT   (France)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; COSTS; KALMAN FILTERING; KINEMATICS; MATHEMATICAL MODELS; MATRIX ALGEBRA; NAVIGATION SYSTEMS; SATELLITES; SENSORS; TORQUE; TRAJECTORIES; VELOCITY;

AUXILIARY PARTICLE FILTER (APF); INERTIAL NAVIGATION SYSTEMS (INS); RAO-BLACKWELLIZED PARTICLE FILTER; ROTATION MATRIX; SKEW-SYMMETRIC MATRIX;

GLOBAL POSITIONING SYSTEM;

EID: 4544381748     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (7)

1. J. A. Farrell and M. Barth, The Global Positioning System and Inertial Navigation. New York: McGraw-Hill, 1999.
2. P. J. Nordlund, Sequential Monte Carlo filters and integrated navigation. PhD thesis, Linkping University, Linkping, Sweden, 2002.
3. A. Doucet, N. de Freitas, and N. Gordon, "An introduction to sequential Monte Carlo methods," in Sequential Monte Carlo methods in practice (A. Doucet, N. de Freitas, and N. Gordon, eds.), pp. 3-14, New York: Springer Verlag, 2001.
4. G. Kitagawa, "Monte-Carlo filter and smoother for non-Gaussian non-linear state space model," Journal of Computational and Graphical Statistics, vol. 5, no. 1, pp. 1-25, 1996.
5. A. Doucet, S. J. Godsill, and C. Andrieu, "On sequential Monte Carlo sampling methods for Bayesian filtering," Statistics and Computing. vol. 10, no. 3, pp. 197-208, 2000.
6. N. J. Gordon, D. J. Salmond, and A. F. M. Smith, "Novel approach to nonlinear/non-Gaussian Bayesian state estimation," Proc. IEE-F. vol. 140, pp. 107-113, April 1993.
7. M. K. Pitt and N. Shephard, "Auxiliary variable based particle filters," in Sequential Monte Carlo methods in practice (A. Doucet, N. de Freitas, and N. Gordon, eds.), pp. 273-293, New York: Springer Verlag, 2001.