Particle sampling method and sensor fusion and filtering method

Abstract

Disclosed is a technique for obtaining an_estimate and variance of each variable based on a constraint manifold. Particles (or samples) are sampled in order to filter and fuse ambiguous data or information on at least one state variable of a system using the particles. The sampling is carried out in consideration of an influence which non-linearity of the constraint manifold of_a system model, an observation model or another system model exerts on a probability distribution of the state variable. With this construction, it is possible to reduce decrease of fusion and filtering performance, decrease a Gaussian approximation error, and detect mismatched information.

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