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HCI/ComS 575X: Computational Perception Instructor: Alexander Stoytchev http://www.cs.iastate.edu/~alex/classes/2006_Spring_575X/
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Particle Filters HCI/ComS 575X: Computational Perception Iowa State University, SPRING 2006 Copyright © 2006, Alexander Stoytchev February 22, 2006
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Sebastian Thrun, Wolfram Burgard and Dieter Fox (2005). Probabilistic Robotics MIT Press.
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F. Dellaert, D. Fox, W. Burgard, and S. Thrun (1999). "Monte Carlo Localization for Mobile Robots", IEEE International Conference on Robotics and Automation (ICRA99), May, 1999.
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Ioannis Rekleitis (2004). A Particle Filter Tutorial for Mobile Robot Localization. Technical Report TR-CIM-04-02, Centre for Intelligent Machines, McGill University, Montreal, Quebec, Canada.
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Odometry Errors
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Raw range data, position indexed by odometry [Thrun, Burgard & Fox (2005)]
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Resulting Occupancy Grid Map [Thrun, Burgard & Fox (2005)]
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Grid Localization [Thrun, Burgard & Fox (2005)]
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Grid Localization [Thrun, Burgard & Fox (2005)]
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Grid Localization [Thrun, Burgard & Fox (2005)]
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Grid Localization [Thrun, Burgard & Fox (2005)]
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Grid Localization [Thrun, Burgard & Fox (2005)]
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Grid Localization [Thrun, Burgard & Fox (2005)]
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Now Let’s Compare that With Some of the Other Methods
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Markov Localization [Thrun, Burgard & Fox (2005)]
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Kalman Filter [Thrun, Burgard & Fox (2005)]
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Particle Filter [Thrun, Burgard & Fox (2005)]
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Sample-based Localization (sonar)
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Importance Sampling Ideally, the particles would represent samples drawn from the distribution p(x|z). –In practice, we usually cannot get p(x|z) in closed form; in any case, it would usually be difficult to draw samples from p(x|z). We use importance sampling: –Particles are drawn from an importance distribution. –Particles are weighted by importance weights. [ http://www.fulton.asu.edu/~morrell/581/ ]
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Monte Carlo Samples (Particles) The posterior distribution p(x|z) may be difficult or impossible to compute in closed form. An alternative is to represent p(x|z) using Monte Carlo samples (particles): –Each particle has a value and a weight x x [ http://www.fulton.asu.edu/~morrell/581/ ]
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In 2D it looks like this [http://www.ite.uni-karlsruhe.de/METZGER/DIPLOMARBEITEN/dipl2.html]
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Objective-Find p(x k |z k,…,z 1 ) The objective of the particle filter is to compute the conditional distribution p(x k |z k,…,z 1 ) To do this analytically, we would use the Chapman-Kolmogorov equation and Bayes Theorem along with Markov model assumptions. The particle filter gives us an approximate computational technique. [ http://www.fulton.asu.edu/~morrell/581/ ]
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Initial State Distribution x0x0 x0x0 [ http://www.fulton.asu.edu/~morrell/581/ ]
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State Update x0x0 x 1 = f 0 (x 0, w 0 ) x1x1 [ http://www.fulton.asu.edu/~morrell/581/ ]
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Compute Weights x1x1 x1x1 p(z 1 |x 1 ) x1x1 Before After [ http://www.fulton.asu.edu/~morrell/581/ ]
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Resample x1x1 x1x1 [ http://www.fulton.asu.edu/~morrell/581/ ]
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Example
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Robot Pose
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Odometry Motion Model
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Sampling From the Odometry Model
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Motion Model
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Velocity model for different noise parameters
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Sampling from the velocity model
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In Class Demo of Particle Filters
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THE END
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