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\section{Conclusion}
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Within this work a novel approach for utilizing the forward-backward smoother and backward simulation to problems of indoor localisation was presented.
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Both were implemented as fixed-lag and fixed-interval smoother.
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It was shown that smoothing methods are able to decrease the estimation error and improving the overall localisation.
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@@ -10,8 +10,8 @@
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\label{fig:paths}
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\end{figure}
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%
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The experiments were carried out on all floors (0 to 3) of the faculty building.
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Each floor is about \SI{77}{\meter} x \SI{55}{\meter} in size, with a ceiling height of \SI{3}{\meter}.
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The experiments were carried out on all four floors of the faculty building.
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Each floor is about \SI{77}{\meter} x \SI{55}{\meter} in size, with a ceiling height of about \SI{3.0}{\meter}.
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To resemble real-world conditions, the evaluation took place during an in-house exhibition.
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Thus, many places were crowded and Wi-Fi signals attenuated.
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As can be seen in fig. \ref{fig:paths} we arranged 4 distinct walks, covering different distances, critical sections and uncertain decisions leading to multimodalities.
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@@ -29,7 +29,7 @@ Even though, the error during the following few seconds is expected to be much h
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The measurements were recorded using a Motorola Nexus 6 and a Samsung Galaxy S5.
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As the Galaxy's \docWIFI{} can not be limited to the \SI{2.4}{\giga\hertz} band only, its scans take much longer than those of the Nexus: \SI{3500}{\milli\second} vs. \SI{600}{\milli\second}.
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Additionally, the Galaxy's barometer sensor provides fare more inaccurate and less frequent readings than the Nexus does.
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Additionally, the Galaxy's barometer sensor provides far more inaccurate and less frequent readings than the Nexus does.
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This results in a better localisation using the Nexus smartphone.
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The computation for both filtering and smoothing was done offline using the aforementioned \mbox{CONDENSATION} algorithm and multinomal (cumulative) resampling.
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For each path we deployed 10 MC runs using \SI{2500}{} particles. BS uses $500$ sample realisations drawn with a cumulative frequency.
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@@ -89,8 +89,8 @@ Now, the positional average error along all 4 paths using the Nexus and the Gala
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The BS performs with an average error of \SI{2.21}{\meter} for filtering and \SI{1.51}{\meter} for smoothing.
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The difference between both filtering steps is of course based upon the randomized behaviour of the respective probabilistic models.
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It is interesting to note, that the positional error is very similar for both used smartphones, although the approximation error varies greatly.
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Using the FBS, the Galaxy donates an average approximation error of \SI{4.03}{\meter} by filtering with \SI{7.74}{\meter}.
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In contrast the Nexus 6 filters at \SI{5.11}{\meter} and results in \SI{3.87}{\meter} for smoothing.
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Using the FBS, the Galaxy provides an average approximation error of \SI{4.03}{\meter} while filtering resulted in \SI{7.74}{\meter}.
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In contrast, the Nexus 6 filters with an error of \SI{5.11}{\meter} and \SI{3.87}{\meter} for smoothing.
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The BS has a similar improvement rate.
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@@ -106,7 +106,7 @@ It can be clearly seen, how the smoothing compensates for the faulty detected fl
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Additionally, the initial error is reduced extremely, approximating the pedestrian's starting position down to a few centimetres.
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In the context of reducing the error as far as possible, fig. \ref{fig:int_path2} b) is a very interesting example.
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Here, the filter offers a lower approximation and positional error in regard to the ground truth.
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However it is obvious that smoothing causes the estimation to behave more natural instead of walking the supposed path.
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However it is obvious that smoothing causes the estimation to behave more natural, due to the restrictive smoothing transition, instead of walking the supposed path.
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This phenomena could be observed for both smoothers respectively.
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At next, we discuss the advantages and disadvantages of utilizing FBS and BS as fixed-lag smoother.
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@@ -128,8 +128,8 @@ For better distinction, the path was divided into $10$ individual segments.
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\label{fig:lag_error_path4}
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\end{figure}
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%
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Again it can be observed, that both smoother enable a better overall estimation especially in areas where the user is changing floors (cf. fig. \ref{fig:lag_error_path4} seg. 4, 7).
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Immediately after the first floor change, a long and straight walk down the hallway follows.
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Again it can be observed, that both smoothers enable a better overall estimation especially in areas where the user is changing floors (cf. fig. \ref{fig:lag_error_path4} seg. 4, 7).
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Immediately after the \newline first floor change, a long and straight walk down the hallway follows.
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While the Wi-Fi component pulls the pedestrian into the rooms on the right side, the actual walking route was located on the left side of the floor (see ground truth in fig. \ref{fig:lag_comp_path4} seg. 6).
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Here, the BS is able to slightly improve the path, whereas the FBS follows the filtering until the upcoming staircase provides the necessary information for adjustments.
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%It follows a critical area with high errors and multimodalities.
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@@ -141,7 +141,7 @@ Especially in seg. 8 and 9 a big crowd was gathered and highly attenuated the Wi
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For an excessive amount of time, the absolute location estimated by the Wi-Fi component got stuck in the middle of seg. 8 and therefore delayed the estimation.
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The next viable measurements were then provided at the end of seg. 9.
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This suggests that the here presented smoothing transition is able to improve the estimated path visibly, but does not compensate for those jumps in a timely manner.
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Finally, the BS provides an approximation error alongside all paths of $\SI{6.48}{\meter}$ for the Galaxy and $\SI{4.47}{\meter}$ for the Nexus by filtering with $\SI{7.92}{\meter}$ and $\SI{5.50}{\meter}$ respectively.
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Finally, the BS provides an approximation error alongside all paths of $\SI{6.48}{\meter}$ for the Galaxy and $\SI{4.47}{\meter}$ for the Nexus, while filtering resulted in $\SI{7.92}{\meter}$ and $\SI{5.50}{\meter}$ respectively.
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Whereas FBS improves the Galaxy's estimation from $\SI{7.73}{\meter}$ to $\SI{6.68}{\meter}$ and from $\SI{5.66}{\meter}$ to $\SI{4.80}{\meter}$ for the Nexus.
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As stated before, the main advantage of BS over FBS is the better computational time by just using a sub-set of particles for calculations.
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@@ -84,7 +84,7 @@
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While sampling, to-be-walked edges are not chosen uniformly, but depending on a probability $p(\mEdgeAB)$.
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The latter depends on several constraints and recent sensor-readings from the smartphone. Using those readings
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directly within the transition step provides a more robust posterior distribution. Adding them to the evaluation
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instead, would lead to sample impoverishment due to the used Monte Carlo methods \cite{Isard98:CCD}.
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instead, would lead to sample impoverishment due to the used MC methods \cite{Isard98:CCD}.
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%\commentByFrank{ist das verstaendlich oder schon zu kurz?}
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@@ -141,7 +141,7 @@
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%\subsubsection{Activity-Detection}
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Additionally we perform a simple activity detection for the pedestrian, able to distinguish between several actions
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$\mObsActivity \in \{ \text{unknown}, \text{standing}, \text{walking}, \text{stairs\_up}, \text{stairs\_down} \}$.
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$\mObsActivity \in \{ \tt{unknown}, \tt{standing}, \tt{walking}, \tt{stairs\_up}, \tt{stairs\_down} \}$.
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%
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%\commentByFrank{bei mir ueberlappt aktuell nix, muessten mal testen was besser ist. beim ueberlappen ist das delay halt kuerzer. denke das schon ok.}
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%
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@@ -69,7 +69,7 @@ Further critical problems arise from multimodal distributions.
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Those are caused by multiple possible position estimates.
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Fig. \ref{fig:multimodalPath} illustrates an example where a floor gets separated by a wall.
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Due to inaccurate measurements and a PDR approach for evaluating the movement, the distribution splits apart.
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Therefore, the weighted average position is somewhere in-between.
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Depending on the chosen estimator, the approximated position might be located somewhere in-between as seen in fig. \ref{fig:multimodalPath}.
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Only after the pedestrian turns right, the distribution is again unimodal, since moving through walls is impossible.
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As one can imagine, this can lead to serious problems in big indoor environments.
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Such a situation can be improved by incorporating future measurements (e.g. the right turn)
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@@ -77,7 +77,7 @@ Such a situation can be improved by incorporating future measurements (e.g. the
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to the filtering procedure \cite{Ebner-16}.
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However, standard filtering methods are not able to use any future information and the possibilities to make a distant forecast are also limited \cite{robotics, Doucet11:ATO, chen2003bayesian}.
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One very promising way to deal with these problems is smoothing.
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One promising way to deal with these problems is smoothing.
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Smoothing methods are able to make use of future measurements for computing their estimation.
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By running backwards in time, they are also able to remove multimodalities and improve the overall localisation result.
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Since the problem of navigation, especially the representation of complex movement patterns, results in a non-linear and non-Gaussian state space, this work focuses mainly on smoothing techniques based on the broad class of MC methods.
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@@ -87,7 +87,7 @@ Namely, forward-backward smoothing \cite{doucet2000} and backward simulation \ci
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Within this work, we investigate the benefits and drawbacks of those techniques using a conventional localisation system \cite{Ebner-16}.
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We provide both, fixed-lag and fixed-interval smoothing as well as a novel approach for incorporating them easily within the localisation procedure.
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Additionally, we enrich the state transition model with an activity recognition to distinguish between walking, standing and walking stairs.
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The main goal is to solve above mentioned problems and to investigate new possibilities for even more advanced systems.
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The main goal is to solve the above mentioned problems and to investigate new possibilities for even more advanced systems.
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All of our contributions are supported by an extensive experimental evaluation.
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%kurze einleitung zum smoothing
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Sequential MC filters, like the aforementioned particle filter, use all observations $\mObsVec_{1:t}$ until the current time $t$ for computing an estimation of the state $\mStateVec_t$.
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In a Bayesian setting, this can be formalized as the computation of the posterior distribution $p(\mStateVec_t \mid \mObsVec_{1:t})$ using a sample of $N$ independent random variables, $\vec{X}^i_{t} \sim p(\mStateVec_t \mid \mObsVec_{1:t})$ for $i = 1,...,N$ for approximation.
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In a Bayesian setting, this can be formalized as the computation of the posterior distribution $p(\mStateVec_t \mid \mObsVec_{1:t})$ using a sample set of $N$ independent random variables, $\vec{X}^i_{t} \sim p(\mStateVec_t \mid \mObsVec_{1:t})$ for $i = 1,...,N$ for approximation.
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Due to importance sampling, a weight $W^i_t$ is assigned to each sample $\vec{X}^i_{t}$.
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In the context of particle filtering $\{W^i_{1:t}, \vec{X}^i_{1:t} \}_{i=1}^N$ is a weighted set of samples, also called particles.
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Therefore a particle is a representation of one possible system state $\mStateVec$.
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\section{Smoothing}
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\label{sec:smoothing}
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The main purpose of this work is to provide MC smoothing methods in context of indoor localisation.
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The main purpose of this work is to provide MC smoothing methods in the context of indoor localisation.
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As mentioned before, those algorithms are able to compute probability distributions in the form of $p(\mStateVec_t \mid \mObsVec_{1:T})$ and are therefore able to make use of future observations between $t$ and $T$, where $t \ll T$.
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%Especially fixed-lag smoothing is very promising in context of pedestrian localisation.
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In the following we discuss the algorithmic details of the forward-backward smoother and the backward simulation.
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@@ -9,7 +9,7 @@ Further, a novel approach for incorporating them into the localisation system is
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\subsection{Forward-backward Smoother}
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The forward-backward smoother (FBS) of \cite{Doucet00:OSM} is a well established alternative to the simple filter-smoother. The foundation of this algorithm was again laid by Kitagawa in \cite{kitagawa1987non}.
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The forward-backward smoother (FBS) of \cite{doucet2000} is a well established alternative to the simple filter-smoother. The foundation of this algorithm was again laid by Kitagawa in \cite{kitagawa1987non}.
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An approximation is given by
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\begin{equation}
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p(\vec{q}_t \mid \vec{o}_{1:T}) \approx \sum^N_{i=1} W^i_{t \mid T} \delta_{\vec{X}^i_{t}}(\vec{q}_{t}) \enspace,
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@@ -4,7 +4,7 @@
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As mentioned before, most smoothing methods require a preceding filtering.
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Similar to our previous works, we consider indoor localisation as a time-sequential, non-linear and non-Gaussian state estimation problem.
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Therefore, a Bayes filter that satisfies the Markov property is used to calculate the posterior, which is given by
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Therefore, a Bayes filter that satisfies the Markov property is used to calculate the posterior:
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%
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\begin{equation}
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\arraycolsep=1.2pt
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@@ -12,16 +12,16 @@ Therefore, a Bayes filter that satisfies the Markov property is used to calculat
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&p(\mStateVec_{t} \mid \mObsVec_{1:t}) \propto\\
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&\underbrace{p(\mObsVec_{t} \mid \mStateVec_{t})}_{\text{evaluation}}
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\int \underbrace{p(\mStateVec_{t} \mid \mStateVec_{t-1}, \mObsVec_{t-1})}_{\text{transition}}
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\underbrace{p(\mStateVec_{t-1} \mid \mObsVec_{1:t-1})d\vec{q}_{t-1}}_{\text{recursion}} \enspace.
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\underbrace{p(\mStateVec_{t-1} \mid \mObsVec_{1:t-1})d\vec{q}_{t-1}}_{\text{recursion}}
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\end{array}
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\label{equ:bayesInt}
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\end{equation}
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%
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Here, the previous observation $\mObsVec_{t-1}$ is included into the state transition \cite{Koeping14-PSA}.
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Here, the previous observation $\mObsVec_{t-1}$ is included into the state transition \cite{Ebner-15}.
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For approximating eq. \eqref{equ:bayesInt} by means of MC methods, the transition is used as proposal distribution, also known as CONDENSATION algorithm \cite{isard1998smoothing}.
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This algorithm also performs a resampling step to handle the phenomenon of weight degeneracy.
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In context of indoor localisation, the hidden state $\mStateVec$ is defined as follows:
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In the context of indoor localisation, the hidden state $\mStateVec$ is defined as follows:
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\begin{equation}
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\mStateVec = (x, y, z, \mStateHeading, \mStatePressure),\enskip
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x, y, z, \mStateHeading, \mStatePressure \in \R \enspace,
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@@ -549,17 +549,6 @@ ISSN={0162-8828},}
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year = {2011},
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}
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@ARTICLE{Doucet00:OSM,
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author = {Arnaud Doucet and Simon Godsill and Christophe Andrieu},
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title = {{On Sequential Monte Carlo Sampling Methods for Bayesian Filtering}},
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journal = {Statistics and Computing},
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year = {2000},
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IGNOREmonth = {July},
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volume = {10},
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number = {3},
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pages = {197-208},
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}
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@article{Gordon93:NAT,
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author = {N. J. Gordon and D. J. Salmond and A. F. M. Smith},
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title = {{Novel approach to nonlinear/non-Gaussian Bayesian state estimation}},
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@@ -2074,7 +2063,7 @@ year = {2014}
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isbn={978-3-540-78639-9},
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booktitle={Bildverarbeitung f\"ur die Medizin 2008},
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series={Informatik Aktuell},
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editor={Tolxdorff, Thomas and Braun, J\"urgen and Deserno, Thomas M. and Horsch, Alexander and Handels, Heinz and Meinzer, Hans-Peter},
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IGNOREeditor={Tolxdorff, Thomas and Braun, J\"urgen and Deserno, Thomas M. and Horsch, Alexander and Handels, Heinz and Meinzer, Hans-Peter},
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doi={10.1007/978-3-540-78640-5_58},
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title={{3D Blood Flow Reconstruction from 2D Angiograms}},
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publisher={Springer Berlin Heidelberg},
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@@ -2105,7 +2094,7 @@ journal={Statistics and Computing},
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volume={10},
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number={3},
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doi={10.1023/A:1008935410038},
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title={On sequential Monte Carlo sampling methods for Bayesian filtering},
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title={{On Sequential Monte Carlo Sampling Methods for Bayesian Filtering}},
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publisher={Kluwer Academic Publishers},
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keywords={Bayesian filtering; nonlinear non-Gaussian state space models; sequential Monte Carlo methods; particle filtering; importance sampling; Rao-Blackwellised estimates},
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author={Doucet, Arnaud and Godsill, Simon and Andrieu, Christophe},
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@@ -2320,15 +2309,6 @@ IGNOREmonth={Apr},
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publisher={John Wiley \& Sons}
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}
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@inproceedings{doucet2000rao,
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title={Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks},
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author={Doucet, Arnaud and De Freitas, Nando and Murphy, Kevin and Russell, Stuart},
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booktitle={Proc. of the Sixteenth Conf. on Uncertainty in Artificial Intelligence},
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pages={176--183},
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year={2000},
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organization={Morgan Kaufmann Publishers Inc.}
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}
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@article{briers2010smoothing,
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title={Smoothing Algorithms for State-Space Models},
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author={Briers, Mark and Doucet, Arnaud and Maskell, Simon},
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