Particle Filters: A Hands-On Tutorial

The particle filter was popularized in the early 1990s and has been used for solving estimation problems ever since. The standard algorithm can be understood and implemented with limited effort due to the widespread availability of tutorial material and code examples. Extensive research has advanced...

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Main Authors: Jos Elfring, Elena Torta, René van de Molengraft
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Sensors
Subjects:
Online Access:https://www.mdpi.com/1424-8220/21/2/438
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author Jos Elfring
Elena Torta
René van de Molengraft
author_facet Jos Elfring
Elena Torta
René van de Molengraft
author_sort Jos Elfring
collection DOAJ
description The particle filter was popularized in the early 1990s and has been used for solving estimation problems ever since. The standard algorithm can be understood and implemented with limited effort due to the widespread availability of tutorial material and code examples. Extensive research has advanced the standard particle filter algorithm to improve its performance and applicability in various ways in the years after. As a result, selecting and implementing an advanced version of the particle filter that goes beyond the standard algorithm and fits a specific estimation problem requires either a thorough understanding or reviewing large amounts of the literature. The latter can be heavily time consuming especially for those with limited hands-on experience. Lack of implementation details in theory-oriented papers complicates this task even further. The goal of this tutorial is facilitating the reader to familiarize themselves with the key concepts of advanced particle filter algorithms and to select and implement the right particle filter for the estimation problem at hand. It acts as a single entry point that provides a theoretical overview of the filter, its assumptions and solutions for various challenges encountered when applying particle filters. Besides that, it includes a running example that demonstrates and implements many of the challenges and solutions.
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spelling doaj.art-1f1b46ae74e84c7faa1295f33ac338ea2023-12-03T12:39:03ZengMDPI AGSensors1424-82202021-01-0121243810.3390/s21020438Particle Filters: A Hands-On TutorialJos Elfring0Elena Torta1René van de Molengraft2Department of Mechanical Engineering, Eindhoven University of Technology, 5612 AZ Eindhoven, The NetherlandsDepartment of Mechanical Engineering, Eindhoven University of Technology, 5612 AZ Eindhoven, The NetherlandsDepartment of Mechanical Engineering, Eindhoven University of Technology, 5612 AZ Eindhoven, The NetherlandsThe particle filter was popularized in the early 1990s and has been used for solving estimation problems ever since. The standard algorithm can be understood and implemented with limited effort due to the widespread availability of tutorial material and code examples. Extensive research has advanced the standard particle filter algorithm to improve its performance and applicability in various ways in the years after. As a result, selecting and implementing an advanced version of the particle filter that goes beyond the standard algorithm and fits a specific estimation problem requires either a thorough understanding or reviewing large amounts of the literature. The latter can be heavily time consuming especially for those with limited hands-on experience. Lack of implementation details in theory-oriented papers complicates this task even further. The goal of this tutorial is facilitating the reader to familiarize themselves with the key concepts of advanced particle filter algorithms and to select and implement the right particle filter for the estimation problem at hand. It acts as a single entry point that provides a theoretical overview of the filter, its assumptions and solutions for various challenges encountered when applying particle filters. Besides that, it includes a running example that demonstrates and implements many of the challenges and solutions.https://www.mdpi.com/1424-8220/21/2/438particle filterauxiliaryadaptiveextended Kalmantutorial
spellingShingle Jos Elfring
Elena Torta
René van de Molengraft
Particle Filters: A Hands-On Tutorial
Sensors
particle filter
auxiliary
adaptive
extended Kalman
tutorial
title Particle Filters: A Hands-On Tutorial
title_full Particle Filters: A Hands-On Tutorial
title_fullStr Particle Filters: A Hands-On Tutorial
title_full_unstemmed Particle Filters: A Hands-On Tutorial
title_short Particle Filters: A Hands-On Tutorial
title_sort particle filters a hands on tutorial
topic particle filter
auxiliary
adaptive
extended Kalman
tutorial
url https://www.mdpi.com/1424-8220/21/2/438
work_keys_str_mv AT joselfring particlefiltersahandsontutorial
AT elenatorta particlefiltersahandsontutorial
AT renevandemolengraft particlefiltersahandsontutorial