62 lines
3.2 KiB
TeX
62 lines
3.2 KiB
TeX
%\section{Recursive State Estimation}
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\section{Filtering}
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\label{sec:filtering}
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As mentioned before, most smoothing methods require a preceding filtering.
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In our previous work \cite{Ebner-16}, 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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%
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\begin{equation}
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\arraycolsep=1.2pt
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\begin{array}{ll}
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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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\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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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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\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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\end{equation}
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%
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where $x, y, z$ represent the position in 3D space, $\mStateHeading$ the user's heading and $\mStatePressure$ the relative atmospheric pressure prediction in hectopascal (hPa). Further, the observation is given by
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%
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\begin{equation}
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\mObsVec = (\mRssiVec_\text{wifi}, \mRssiVec_\text{ib}, \mObsHeading, \mObsSteps, \mObsPressure, \mObsActivity) \enspace,
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\end{equation}
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%
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covering all relevant sensor measurements.
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Here, $\mRssiVec_\text{wifi}$ and $\mRssiVec_\text{ib}$ contain the measurements of all nearby \docAP{}s (\docAPshort{}) and \docIBeacon{}s, respectively.
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$\mObsHeading$ and $\mObsSteps$ describe the relative angular change and the number of steps detected for the pedestrian.
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$\mObsPressure$ is the relative barometric pressure with respect to a fixed reference.
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Finally, $\mObsActivity$ contains the activity, currently estimated for the pedestrian, which is one of:
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unknown, standing, walking, walking stairs up or walking stairs down.
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The probability density of the state evaluation is given by
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%
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\begin{equation}
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%\begin{split}
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p(\vec{o}_t \mid \vec{q}_t) =
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p(\vec{o}_t \mid \vec{q}_t)_\text{baro}
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\,p(\vec{o}_t \mid \vec{q}_t)_\text{ib}
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\,p(\vec{o}_t \mid \vec{q}_t)_\text{wifi}
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\enspace
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%\end{split}
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\label{eq:evalBayes}
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\end{equation}
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%
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and therefore similar to \cite{Ebner-16}.
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Here, we assume a statistical independence of all sensors and every single component refers to a probabilistic sensor model.
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The barometer information is evaluated using $p(\vec{o}_t \mid \vec{q}_t)_\text{baro}$, whereby absolute position information
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is given by $p(\vec{o}_t \mid \vec{q}_t)_\text{ib}$ for \docIBeacon{}s and by $p(\vec{o}_t \mid \vec{q}_t)_\text{wifi}$ for \docWIFI{}.
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