Robot Mapping Gaussian Filters

!  The Kalman filter and its variants can

Short Introduction to Particle only model Gaussian distributions
Filters and Monte Carlo
Localization

Cyrill Stachniss

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Motivation Key Idea: Samples

!  Goal: approach for dealing with !  Use multiple samples to represent
arbitrary distributions arbitrary distributions

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samples 4
Particle Set Particles for Approximation
!  Set of weighted samples !  Particles for function approximation

state importance
hypothesis weight

!  The samples represent the posterior

!  The more particles fall into an interval,
the higher its probability density
How to obtain such samples?
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Importance Sampling Principle Importance Sampling Principle

!  We can use a different distribution g
to generate samples from f
!  Account for the differences between
g and f using a weight w = f / g
!  target f
!  proposal g
!  Pre-condition:
f(x)>0 ! g(x)>0

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Particle Filter Particle Filter Algorithm
!  Recursive Bayes filter 1.  Sample the particles using the
!  Non-parametric approach proposal distribution
!  Models the distribution by samples
!  Prediction: draw from the proposal 2.  Compute the importance weights
!  Correction: weighting by the ratio
of target and proposal

3.  Resampling: Replace unlikely

The more samples we use, samples by more likely ones
the better is the estimate!
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Particle Filter Algorithm Monte Carlo Localization

!  Each particle is a pose hypothesis
!  Proposal is the motion model

!  Correction via the observation model

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Particle Filter for Localization Application: Particle Filter for
Localization (Known Map)

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Resampling Resampling
!  Survival of the fittest: Replace wn w1 wn w1
w2
w2
unlikely samples by more likely ones Wn-1 Wn-1

!  “Trick” to avoid that many samples w3 w3

cover unlikely states

!  Needed as we have a limited number
of samples

!  Roulette wheel !  Stochastic universal

sampling
!  Binary search
!  Low variance
!  O(n log n)
!  O(n)
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Low Variance Resampling

initialization
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observation resampling
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motion update measurement
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weight update resampling

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motion update measurement
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weight update resampling

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motion update measurement
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weight update resampling

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 motion update
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Summary – Particle Filters
!  Particle filters are non-parametric,
recursive Bayes filters
!  Posterior is represented by a set of
weighted samples
!  Not limited to Gaussians
!  Proposal to draw new samples
!  Weight to account for the differences
between the proposal and the target
!  Work well in low-dimensional spaces
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measurement
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Summary – PF Localization
!  Particles are propagated according to
the motion model
!  They are weighted according to the
likelihood of the observation
!  Called: Monte-Carlo localization (MCL)
!  MCL is the gold standard for mobile
robot localization today
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