Original subtitles

In this lecture, we will talk about a probabilistic state estimation technique

using a sampling-based distribution representation known as

the Particle Filter.

Instead of a fully defined function, the Particle Filter represents

a distribution with a set of samples, referred to as particles.

These particles represent the distribution.

The statistics of the samples match the statistics of the distribution,

such as the mean or standard deviation.

However, they can be more complicated metrics as well.

In this way, there are no parameters as were seen in the mean and

covariances of the Gaussian models.

Instead, a full population is tracked.

In essence, the particle filter population represents a mixture

of Gaussian distributions that we have seen in the first week.

Here, the variance will go to 0.

With 0 variance,

the Gaussian distributions become Dirac Delta functions.

Initially, a set of particles represent the underlying belief state.

Each particle is a pair of the pose and the weight of that pose.

This is similar to representing a probability function

where the weight is the probability of that pose in the underlying distribution.

Here, darker colors represent higher weights, and

lighter colors represent lower weights.

Just like the Kalman filter,

a motion model will move the underlying distribution.

Here, the particles move based on odometry measurements taken from the robot.

A companion uncertainty model captures the noise underlying the motion model.

For instance, this could be wheel slip or friction changes.

In the particle filter, where we do not track the motion model

in explicit parameters, we add sampled noise from the motion noise model.

In this case,

we use a Gaussian distribution to model noise with 0 mean and non-0 covariance.

Noise is uniquely added to each particle.

So separate samples are made for each particle.

After the noise is added,

the dispersion of the particles captures the uncertainty due to movement.

Like the Kalman filter, we can use a separate set of observations

to constrain our noise and update our belief distribution.

Here we will leverage the LIDAR correlation

from previous lectures on map registration.

We will update the weights of the particles to reflect the correlation score

from the map registration by utilizing the current weights as a prior belief.

The new set of particles captures the distribution after odometry and

sensor measurements.

However, this may not be the optimal set to represent the distribution.

Here, you can see that only a few particles have significant weights.

Most of the particles are lightly colored and

do not give much information about the distribution.

To make the set of particles more accurately represent

the belief state distribution, we check the number of effective particles.

The number of effective particles acts as a criterion for

when to resample particles.

This resampling process provides a probabilistically motivated way

to prune out lower weighted particles.

With the set of large and

small weights, using the cumulative probability function can aid in sampling.

With normalized weights, the sum of the weights is 1, and

can be represented as a monotonically increasing cumulative function.

We sample a number ,uniformly, between 0 and

1 of the cumulative range and find which weight includes that number.

The particles with the indices found in the resampling approach

become the new set of particles to be fed into the next odometry update.

Particles may be duplicated, but

the odometry noise will differentiate these particles.

This approach provides a good way to approach a multi-nodal belief state

distribution and non-linear effects of your motion model.