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4 Wheel Model 2
4 Wheel Model 2
Copyright by the
International Federation of Automatic Control (IFAC)
6266
the nonlinear state transition equation as well as the measurement equation. After the approximation, the classical
Kalman filter can be used to estimate the states. When
the nonlinearity of the models is small, the deviation of the
linearisation is not big, the estimation results of the EKF
are acceptable. Therefore the EKF provides an accurate
sideslip angle estimation if the sideslip angle is small. But
the EKF estimation results become more and more biased,
as the sideslip angle increases and the nonlinearity of the
vehicle model is more obvious.
Another successful nonlinear filter is the particle filter
(PF), which can be regarded as an approximation of a recursive Bayesian filter. The principle of PF is to implement
a recursive Bayesian filter by Monte Carlo simulations. The
densities involved in the Bayesian filter are represented by
a set of random samples with associated weights (Arulampalam et al. (2002)). The advantage of PF is its ability to
process the nonlinear model with satisfactory accuracy. An
excellent tutorials of PF is given by Arulampalam et al.
(2002). How to choose the important distribution (ID) is
one of the key problem in the design of a PF. In classic
PF, the transition density is chosen as the ID. This choice
can not use the latest information of the observation and
when the variance of the state noise is large, the transition
density contains little information to predict new state, a
huge number of particles is needed in the PF. To better use
the latest information of the observation in the state space
models, a modified bootstrap filter (MBF), see Cheng and
Bondon (2009) and Cheng and Bondon (2011), is chosen
to estimate the hidden state.
gravity, while L2 is the one between the rear axle and the
center of gravity. E is the vehicle track. Vg is the velocity
at the center of gravity. is the sideslip angle at the center
of gravity. The ij , (i, j = 1, 2) is the sideslip angle at each
wheel.
11
Fy11
Fy11
Fx21
Vg
21
Fy22
12
Fy12
Fx11
12
Fx12
22
L1
Fx22
22
L2
2. VEHICLE MODEL
21
Fy21
11
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Fzij
,
2Cij tan i,j
where is the friction coefficient between the tire and the
road, Fzij is the vertical force on the wheel.
=
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ti =
p(xi0:t |y1:t )
.
q(xi0:t |y1:t )
For the purpose of sequential implementation of the filtering, we suppose that the ID could factorize as
q(x0:t |y1:t ) = q(xt |x0:t1 , y1:t )q(x0:t1 |y1:t1 ),
where the density p(xt |y1:t ) is a marginal of the full
posterior density p(x0:t |y1:t ). Then, the weight could be
updated sequentially as
p(yt |xit )p(xit |xit1 )
i
ti t1
.
(5)
q(xit |xit1 , yt )
We can implement recursively a basic sequential importance sampling (SIS) PF in the following steps (Arulampalam et al., 2002) :
(1) Sample the particles xit q(xt |xit1 , yt );
(2) Update the weights according to (5).
A serious problem of the PF is the degeneracy problem.
After some iterations, only few particles have non negligible weights so that the estimation may become unreliable.
The sampling importance resampling filter has been developed by Gordon et al. (1993) to overcome this drawback.
The objective of resampling is to eliminate samples with
low importance weights and multiply samples with high
importance weights. Several methods of resampling have
been developed, such as the multinomial resampling, the
residual resampling and the systematic resampling. Here,
we use the residual resampling (Cappe et al. (2005)).
3.3 A modified bootstrap filter
Another problem of PF is the ID choice. The optimal ID
should satisfy q(xt |x0:t1 , y1:t ) = p(xt |xt1 , yt ) and fully
exploit the information both in xt1 and yt , see e.g. Liu
and Chen (1998) and Doucet et al. (2000). In practice, this
distribution is unknown for a general nonlinear model and
therefore, it is impossible to sample from it. The second
choice of ID is the transition density, since it is easy to
sample. This choice leads to the standard bootstrap filter
(BF).
The BF just uses the transition density as the ID but omits
the information of the observation. When the likelihood
lies in the tails of the transition density or it is too narrow,
most particles drawn from the transition density have
small weights and the estimation is not reliable. In this
case, the likelihood provides more information than the
transition density does.
.
is maximum and set xit = xi,j
t
In the first step, the particles move randomly according
to the prior information like in the BF, and in the second
step, the information yt is used to select the particle with
high conditional likelihood.
The corresponding MBF is described in the following
algorithm:
Algorithm: Modified bootstrap filter.
Initialization, t = 0
for i = 0 to N do
Draw particle xi0 p(x0 ) and set t = 1
end for
for t = 1 to T do
for i = 1 to N do
for j = 1 to M do
i
Draw particle xi,j
t p(xt |xt1 )
Compute the conditional likelihood p(yt |xi,j
t )
end for
) is maximum
such that p(yt |xi,j
Select xi,j
t
t
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Filter
RMSE (degree)
EKF
PF
MBF
2.37
1.95
1.33
1
0.8
0.6
Lateral accleration
0.4
0.2
0
0.2
0.4
0.6
0.8
1
0.04
0.02
0
0.02
0.04
Longitudinal accleration
0.08
12
true
PF
MBF
EKF
10
8
sideslip angle
6
4
2
0
2
4
6
8
0.06
3
time
RMSE (degree)
EKF
PF
MBF
4.121
0.427
0.394
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REFERENCES
0.6
0.4
Lateral accleration
0.2
0.2
0.4
0.6
0.8
0.2
0.15
0.1
0.05
0
0.05
Longitudinal accleration
0.1
0.15
15
true
PF
MBF
EKF
10
sideslip angle
5
0
5
10
15
20
25
6
time
10
12