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Hybrid GNSS+RFID positioning Based on Extended Kalman Filter EKF and

Particles Filter PFs

Conference Paper · July 2015

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 Hybrid GNSS+RFID positioning
Based on Extended Kalman Filter EKF and Particles Filter PFs

By Sidi Ahmed BENDOUKHA1), Kei-ichi OKUYAMA2), Roberto Garello3)

1,2)
Graduate School of Engineering, Department of Applied science for Integrated System Engineering,
Kyushu Institute of Technology, Japan
3)
Politecnico di Torino, Italy
o595904a@mail.kyutech.jp, okuyama@ise.kyutech.ac.jp, garello@polito.it

This paper presents a new location determination in an indoor environment is a contest that appearances the wireless
communication. The concept of indoor cooperative positioning was established in order to provide the user’s location inside
buildings or laboratories during a necessity where Global Navigation Satellite System (GNSS) facilities are not effective for
localization techniques. In general, localization techniques utilize metrics of the received radio signals. Some traditional
localization techniques include Received Signal Strength (RSS) model and Time Of Arrival (TOA) model for tracking and
for a partial synchronized wireless sensor network as RFID (Radio Frequency Identification) or WSN (Wireless Sensor
Network). By involvement GNSS data and terrestrial ranging data, the proposed idea by using appropriate algorithms, like
Extended Kalman Filter, and Particles Filter enhances the localization accuracy and estimate the range position.

Key Words: Indoor Positioning, Measurement Model (TOA/RSS), EKF, PFs

Nomenclature implemented when a series of satellites were launched for the

Global Positioning System (GNSS). Although, GPS or Galileo
r : range measurement positioning are widely used for personal and commercial
d : distance outdoor applications, it does not perform satisfactorily in indoor
f(x) : nonlinear function in source position (x) areas, when the number of visible satellites is limited due to
n : additive zero mean noise vector small SNR values. Predicting the location of an individual or an
nk : measurements noise object in an indoor environment can be a difficult task, often
mk : process noise
producing ambiguous results, due to the harsh wireless
t : time
propagation environment in most such areas. The indoor radio
c : speed of light
propagation is characterized as site-specific, exhibiting severe
[x,y] : coordinates of source position in time
p : probability density multipath and low probability of Line of Sight (LOS) signal
P : power propagation between the transmitter and receiver, making
k : fator accurate indoor positioning very challenging.
K : kalman filter gain By sharing GNSS and terrestrial ranging data, peers can
𝛼 : path loss improve availability in very difficult environments where
𝜎2 : variance GNSS-only localization is impossible (like deep indoor
C : covariance matrix scenario) or improve availability and accuracy in GNSS-
z : measurement vector challenged environments (light indoor). Ranging can be
𝑦𝑘 : innovation vector integrated with GNSS data by using suitable algorithms, like
Ns : number of particles Kalman Filter, Particles Filter, Least Squares Method or belief
w : weight of particles filter propagation.
A,H : matrix The reminder of this paper is organized as follows. Section 2
Ak Mk : jacobian matrix of transition function introduces localization techniques and measurement models
Pk/k−1 : error covariance matrix
(RSS/TOA). Section 3 describes the review of hybrid indoor
Qk, Rk : covariance matrix
positioning and overview of tracking algorithms (hybrid
cooperative EKF, Particles Filter PFs).The proposed scenario
1. Introduction with different RFID measurements (simulation, results) are
shown in section 4. Finally, section 5 concludes the paper.
Localization, also referred to as positioning, was first

1
2. Localization Techniques and Measurements Models
Illustrates the functional block diagram of a positioning
system. The main elements of the system are a number of
location sensing devices that measure metrics related to the
relative position of a mobile terminal or mobile node with
respect to a known reference point that define in the second part
of paper:
Fig. 1. Basic elements of a wireless positioning system
The TOA, RSS signal models and their basic positioning
principles are presented in this section. In fact all the models
can be generalized as:
r= f(x) + n (1.)
2.1. Method TOA (Time Of Arrival)
TOA is the one way propagation time of the signal traveling
between a source and receiver. This implies that the target (RFID)
and all receivers are required to be precisely synchronized to obtain
the TOA information, although such synchronization is not needed
if the round trip or two ways TOA is measured. Multiplying
TOAs by the known propagation speed. In the absence of
measurement error, each TOA corresponds to a circle centered at a
receiver on which the source must lie in the 2D space,
geometrically three or more circles deduced from the noise free
TOAs will result in a unique intersection, which is the source
implying that at least three sensors are needed for 2D positioning.
The two TOAs circles generally have two intersections
points, which correspond to two possible source locations.
Nevertheless, these circles may not interest or have multiple
intersections in the presence of disturbance,6-7) and hence it is
not an effective way to solve the problem using the circles
directly. In fact with three or more receivers. It is more
appropriate to convert the noisy TOAs into a set of circular
equation from which the source position can be determined
according to an optimization criterion with the knowledge of
the sensors array.
Mathematically, the TOA measurement model is formulated
as follow, let consider x = [𝑥 𝑦] 𝑇 be the unknown source
position and xi = [ 𝑥𝑙 𝑦𝑙 ] 𝑇 be the known coordinates of the
different sensors
l = 1,2,3,…….L ,where L high than three, is the number of
receivers.
The distance between the source position and sensor, defined
by equation:
d l = ⌈x − xl ⌉ = √(𝑥 − 𝑥𝑙 )2 − (𝑦 − 𝑦𝑙 )2 (2.)
Without loss, we assume that the source emits a signal at time
2
zero and the different sensor receivers at time 𝑡𝑙 , the TOAs and
we have a simple relationship between 𝑡𝑙 and dl .
𝑡𝑙 = dl /c , l = 1,2,3,…….L (3.)
In practice, TOAs are subject to measurement errors.as a result,
the range measurement defined such as:
r 𝑇𝑂𝐴 = dl + n 𝑇𝑂𝐴 = √(𝑥 − 𝑥𝑖 )2 − (𝑦 − 𝑦𝑖 )2 + n 𝑇𝑂𝐴 (4.)
n 𝑇𝑂𝐴 is the range error in range measurement r 𝑇𝑂𝐴 , which
result from TOA disturbance.
We can define this equation (r 𝑇𝑂𝐴 ) by vector as:
r 𝑇𝑂𝐴 = f 𝑇𝑂𝐴 (x) + n 𝑇𝑂𝐴 (5.)
Where:
r 𝑇𝑂𝐴 = [r 𝑇𝑂𝐴,1 , r 𝑇𝑂𝐴,2 , … … … … … r 𝑇𝑂𝐴,𝑙 ] 𝑻
n 𝑇𝑂𝐴 = [n 𝑇𝑂𝐴,1 , n 𝑇𝑂𝐴,2 , … … … … … n 𝑇𝑂𝐴,𝑙 ] 𝑻
and
√(𝑥 − 𝑥1 )2 − (𝑦 − 𝑦1 )2
f 𝑇𝑂𝐴 (x) = dl = [ √(𝑥 − 𝑥2 )2 − (𝑦 − 2)2 ] (6.)
√(𝑥 − 𝑥𝐿 )2 − (𝑦 − 𝑦𝐿 )2
The function f 𝑇𝑂𝐴 (x) represent the known function related
by (x) that presents the noise free distance vector. The source
localization problem based on TOA measurements is to
estimate (x) given(r 𝑇𝑂𝐴 ).To define the algorithm that n 𝑇𝑂𝐴
development and analysis as well as the CLRB which is Cramer
Rao Lower Bound on the variance attainable by any unbiased
location) computation it is assumed that:
n 𝑇𝑂𝐴 (0, 𝜎 2 𝑇𝑂𝐴 ) Gaussian processes, the zero mean value
indicates LOS transmission (Line Of Sight); we can define the
probability density with respect the function f 𝑇𝑂𝐴 (x):
1 1
p 𝑇𝑂𝐴 (x) = exp [− (r 𝑇𝑂𝐴 − dl )2 ] (7.)
√2𝜋 𝜎 2 𝑇𝑂𝐴 2𝜎 2 𝑇𝑂𝐴
Which characterize by the mean dl and variance 𝜎 2 𝑇𝑂𝐴
We can write: r 𝑇𝑂𝐴 (dl , 𝜎 2 𝑇𝑂𝐴 ), the probability density for
(r 𝑇𝑂𝐴 ) defined by (p 𝑇𝑂𝐴 ) :
1 1 1
p 𝑇𝑂𝐴 (x) = exp[− (r 𝑇𝑂𝐴 − dl )𝑇 (r 𝑇𝑂𝐴 −
(2𝜋 )𝐿/2 |√C𝑇𝑂𝐴 | 2 C𝑇𝑂𝐴
dl )] (8.)
Where C 𝑇𝑂𝐴 define the covariance matrix for r 𝑇𝑂𝐴 which
correspond to:
C 𝑇𝑂𝐴 = E[(r 𝑇𝑂𝐴 − dl )(r 𝑇𝑂𝐴 − dl )𝑇 ] = E[(n 𝑇𝑂𝐴 )(n 𝑇𝑂𝐴 )𝑇 ] (9.)
To define probability more precise (equality) we use the
assumption of uncorrelated n 𝑇𝑂𝐴 , we can directly write
r 𝑇𝑂𝐴 = (dl , diag (𝜎 2 𝑇𝑂𝐴,1 , 𝜎 2 𝑇𝑂𝐴,2 , … )) (10.)
2.2. Method RSS (Received Signal Strength)
RSS is the average power received at a sensor where the
power is originated from the emitted source. It is frequently
assumed that the received power follow an exponential decay
model, which is a function of transmitted power .path loss
constant, and distance between sensor and source. This
positioning scheme is simpler than those using TOA or TDOA
(Time Difference Of Arrival) measurements synchronization
among the source and the sensors is not required. Once we are
able to obtain the distance from RSS measurements, the source
location can be determined as in TOA case with the use of three
of receivers. The RSS measurement model is formulated as
follow assuming that source transmitted power is Pl and in the
absence of disturbance,1) the average power received at the
different sensors, defined by:
Pl = k l Pl dl −𝛼 = k l Pl ⌈x − xl ⌉ −𝛼 (11.)
Where k l account for all the factors that effect at the received
power, including the antenna height and antenna gain.
𝛼 : path loss constant for propagation environment vary from
2 to 5 (free space equal two). The disturbance of RSS is
Logarithmic distribution; the lognormal path loss model can be
expressed as:
Ln(Pr,l ) = Ln(k l ) + Ln(Pl ) - 𝛼Ln(dl ) + n𝑅𝑆𝑆,𝑙 (12.)
The n𝑅𝑆𝑆,𝑙 is Gaussian distributed, for simplicity, we assume
that n𝑅𝑆𝑆,𝑙 are zero mean uncorrelated Gaussian processes
with variance 𝜎 2 𝑅𝑆𝑆 :
rRSS = Ln(Pr,l ) - Ln(k l ) - Ln(Pl ) (13.)
The RSS signal model is simplified to:
rRSS = n𝑅𝑆𝑆,𝑙 − 𝛼Ln(dl ) (14.)
The representation by vector:
r= f(x) + n , r𝑅𝑆𝑆 = f𝑅𝑆𝑆 (x) + n𝑅𝑆𝑆
r𝑅𝑆𝑆 = [r𝑅𝑆𝑆,1 , r𝑅𝑆𝑆,2 , … … … … … r𝑅𝑆𝑆,𝑙 ] 𝑇
n𝑅𝑆𝑆 = [n𝑅𝑆𝑆,1 , n𝑅𝑆𝑆,2 , … … … … … n𝑅𝑆𝑆,𝑙 ] 𝑇
𝐿𝑛 √(𝑥 − 𝑥1 )2 − (𝑦 − 𝑦1 )2
f𝑅𝑆𝑆 (x) = Pl = −𝛼 [ 𝐿𝑛 √(𝑥 − 𝑥2 )2 − (𝑦 − 2)2 ]
𝐿𝑛 √(𝑥 − 𝑥𝐿 )2 − (𝑦 − 𝑦𝐿 )2
The source localization problem based on RSS measurements
is to estimate (x) given r𝑅𝑆𝑆 , we can define the probability
density with respect the function f𝑅𝑆𝑆 (x) for r𝑅𝑆𝑆 denoted by
p𝑅𝑆𝑆 (x) is determined as:
1 1
)𝑇
1 control, where both the state vector and the error covariance
p𝑅𝑆𝑆 (x) = exp [− (r𝑅𝑆𝑆 − Pl (r𝑅𝑆𝑆 −
(2𝜋 )𝐿/2 |√C𝑅𝑆𝑆 | 2 C𝑅𝑆𝑆
Pl )]
C𝑅𝑆𝑆 = E[(r𝑅𝑆𝑆 − Pl )(r𝑅𝑆𝑆 − Pl )𝑇 ] = E[(n𝑅𝑆𝑆 )(n𝑅𝑆𝑆 )𝑇 ]
To define probability more precise (equality) we use the
assumption of uncorrelatedn 𝑇𝑂𝐴 , we can directly write
r𝑅𝑆𝑆 = (Pl , diag (𝜎 2 𝑅𝑆𝑆,1 , 𝜎 2 𝑅𝑆𝑆,2 , … )) (18.)
3. Overview of Tracking Algorithm
3.1. Extended Kalman Filter (EKF)
EKF is a recursive predictive that is based on used of space
techniques and recursive algorithms,2-3) it estimates the state of
a dynamic system. In general, dynamic systems are presented
by using the two following discrete equations by assuming that:
mk ∼ N(0, Q k) xk = f (xk , mk−1 ) = A xk+ mk
nk ∼ N(0, R k ) zk = h (zk , nk−1 ) = H xk + nk
In particular, Eq. (19) is the state transition equation, where
xk and xk−1 represent the state vector at the estimation time.
Function (f) is the transition function, usually non-linear, and
mk is the process noise at time t k , modeled with a normal
distribution with zero mean and covariance matrix Q k . Eq. (20)
is the observation equation, where zk is the measurement
vector at timet k , and (h) is the observation function which
relates the measurements, zk with the statexk .
nk is measurement noise modeled with a normal distribution
with zero mean and covariance matrix R k
EKF estimates the a posteriori state vector by using a loop
(feedback) control approach. The current state is predicted to
produce the a priori estimate and then it is refined by using the
feedback from the measurements. These two steps are also
known as predict phase1 and update phase2.
Phase1: In this phase, the EKF provides an estimate of both
the a priori state xk/k−1 and error covariance matrix Pk/k−1 . In
particular, the estimation is based on the previous a posteriori
estimates of both the state x̂k−1/k−1 and the error covariance
matrix Pk−1/k−1 . In formulas, it consists of the following two
equations:
x̂k/k−1 = f (x̂k−1/k−1 , 0) = A x̂k−1/k−1 (21.)
Pk = xk − x̂k = E[ek . ek T ] ,
(15.)
Pk/k−1 = Ak Pk−1/k−1 Ak T + Mk Q k Mk T (22.)
Where Ak ,Mk are Jacobian matrices of the transition function
(f) calculated at estimation time 𝐭 𝐤 .
Phase2: During this procedure, EKF performs the feedback
matrix are updated using new measurements. First, the optimal
(16.) Kalman gain K k and innovation vector yk are calculated as
follows:
(17.)
K k = Pk/k−1 Hk T ( Hk Pk/k−1 Hk T + Nk R k Nk T )−1 (23.)
yk = zk + h( x̂k/k−1 , 0 ) = H ̂xk/k−1 + zk (24.)
Where Hk ,Nk are Jacobian matrices of the transition function
(h) calculated at estimation time t k .Then, the state vector x̂ k/k
and error covariance matrix Pk/k are updated as follows:
x̂k/k = ̂xk/k−1 + K k yk (25.)
Pk/k = (Id − K k Hk ) Pk/k−1 (26.)
Since it is impossible to know at each estimation time the
exact value of the process noise mk and measurement
(19.) noisenk , the EKF predicts the vector state ̂xk/k−1 , calculates the
(20.) innovation vector yk without them by using Eq. (21) and Eq.
3
(24). In general, the EKF requires an initialization step where 4. Proposed Scenario
both the state vector ̂x0/0 and the error covariance matrix In this section, we define hybrid topology for the localization
P0/0 are initialized to x0 and P0 , respectively. After that, environment and the measurement model used, the
iterations can start according to the equations from Eq. (21) to software tool used is the MATLAB to define different functions
Eq. (24). to present our scenario, to estimate the position of mobile target
based on algorithm EKF, PFs presented in section 3 ,
3.2. Particles Filter (PFs) probability of model measurement and computation of RMSE
(Root Mean Square Error).
The PF is a category of Monte Carlo methods which also a
repetitive process, after initialization, it repeats importance 4.1. Description of Scenario
sampling step and resampling step as showing in Fig. 2:
We refer to a realistic positioning scenario that showing
RFID or WSN antennas on the ceiling of the laboratory
depicted in Figure, we proposed the scenario as size 20×20
meters, where A= 4 fixed RFID nodes (A0,A1,A2,A3) where
represent by small circle and mobile node deployed represent
by cross symbol. As it can be observed, RFID nodes are placed
according to a grid shape in order to maximize both positioning
accuracy and availability, while the mobiles target are placed in
each of the four main entrances and around the center or other
Fig. 2. A diagram of PFs process way of the environment (mobile node move in different place
as show in the Fig. 3.
After initialization, recursively estimates the probability
density of the state vector. The probability density is
approximated by a set of points called particles, and at each
particle xki (represented by a vector with the same size of the
state vector) during the importance sampling step, considering
the measurements at the moment; it assigns a weight wki to the
particles. There are several types of PFs and in our simulation
we focused on the Sequential Importance Resampling (SIR)
approach.
During the resampling step, the complete procedure of SIR
algorithm, where Ns is the number of particles and P equal 1 is
the prior density 8). The choice of the resampling depends on
the applications. Different resampling algorithms may provide
different performance. A good resampling algorithm should
generate new particles. The new state estimation is computed Fig. 3. Hybrid RFID topology on the ceiling
as function previous state vector and weight showing in Table
1. Usually it is calculated as the weighted average of all MATLAB function to define scenario (environment)
particles. [y(20m),x(20m)]
Table 1. Algorithm PFs function[sizeEnv,anchorCoord,mobileCoord,distMea]=
…………………………………….. scenario()
Initialization : set k = 0,{w0i }𝑁𝑠 i 𝑁𝑠
𝑖=1 = 1/ Ns ,generate {x 0 }𝑖=1
For k =1 : K begin iteration
For i =1 : Ns
p=1
Update particles : xki ~ p (xki / xk−1 i
)
Assign weight: 𝑤 ̌k = wk−1 p (zki / xk−1
i i i
)
End
For i =1 : Ns
Normalize weight wki = 𝑤 ̌ki ∑𝑁𝑠
𝑖=1 𝑤̌ki
End
Estimate a new state x̂k = ∑𝑁𝑠 i i
𝑖=1 x k wk
End ……………………………………………………………

4

Fig. 4. Hybrid RFID topology varying the position mobile
node
4. Simulation and Results
The mobile target, which we want to localize and track, move
along different positions represented by different scenario.
Each mobile target is equipped with a WSN anchor node. On
one hand, the mobile target uses the WSN node to perform
random measurements with respect to its WSN neighbors.(in
this case use just random WSN measurements distance
represent by zero mean value and standard deviation
(noiseStd) between the mobile node and RFID anchor node and
RSS measurement, defined in the section 2.
MATLAB function to define:
Measurements range (ďik,An ) = distance (dik,An ) + noise (en (0,
noiseStd))
noiseStd = 1/2;
distMea = zeros(1,numAnchors);
for i = 1:numAnchors
distMea(i) = sqrt((anchorCoord(i,2:3)-mobileCoord)*
(anchorCoord(i,2:3)- mobileCoord)') + randn(1) * noiseStd;
end
For the hybridization distance measurement (hybrid EKF),
we assume the following notations. At the estimation time t k ,
the coordinates of the mobile are pk = [ xk , yk ], the
coordinates of WSN anchor nodes are pAn = [xAn , yAn ], for n
= 1, . . . numAnchors. Before define the function, we initialize
all the parameters as initial position (IniPos = [10,10]) and
define observation vector of measurement distance zk =
[ďik,A0 ,…. ďik,An ]. The observation function (h) depends on the
estimated distances between the mobile and anchors.
Consequentially, the Jacobian matrix is obtained by partly
differentiating the (h) function with respect to the vector state,
concerning the covariance matrix R 𝑘 , it is supposed
independent from time
R k = diag (σ2 noisestd 1 , σ2 noisestd 2 , … )
MATLAB function to define the Euclidian distance
function dist = euclideanDist(x1,x2)
5
dist = sqrt((x1 - x2) * (x1 - x2));
MATLAB function for implementation the algorithm EKF to
estimate the position of mobile target
function estPos = EKF_pos(anchorCoord,distMea)
For the hybridization distance measurement (hybrid PFs),
The PF procedure is reported in Table 1. The first step consists
in generating the a priori estimation for every particle from a
Gaussian distribution. The weight update step depends on the
likelihood function p (z𝑘 / xki ). Then range measurements are
independent between each other, the likelihood function can
expressed as product of all contributions:
p (zk / xki ) = ∏N i i
n=1 P (zk − dist (pk , pAn ))
Where the zk is the range measurements at time t k from the
WSN anchors nodes, respectively. P is the probability density
function of the WSN range error en (0, noiseStd),
respectively, pik is the position component of the particle xki
and dist (pik , piAn ) is calculated by the Euclidian matric
define before. If zk is not available, then the corresponding
value P is set to 1. The resampling algorithm is used to
eliminate low weight particles and to concentrate on high
weight particles. The main is to create new particles with
Gaussian distribution whose mean and variance are obtained
from the input particles and their weights. The goal of this
algorithm is the generation of new particles instead of repeating
old ones.
MATLAB function for implementation the algorithm PFs to
estimate the position of mobile targets.
function estPos = PF_pos(anchorCoord,distMea,sizeEnv)
After to represent the description of scenario (environment)
and define the two hybrid algorithms. Now we define the main
function to plot the figures of the estimate error position with
different measurements and plot the probability of TOA/RSS
defined in section 2 used the Eq. (7) and Eq. (16).
Fig. 5. Estimate Position based on EKF and PFs for different
measurements (4 cases).
With different states or iterations of position of mobile node,
for our simulation we plot the RMSE (error position between
the true and estimate position) based on EKF, PFs changing the
mobile target position with random measurements.
Fig. 6. RMSE _EKF, RMSE _PFs with different iterations
Fig. 7. Probability en function RMSE
In the two figures, it can be observed, the hybrid approaches
outperforms the EKF algorithm based only on the RFID
measurements, and the accuracy improvement is more or less
than 1 meter when the indoor parameters are extremely adverse,
contrariwise, outperforms of PFs algorithm based only on the
RFID measurements, the accuracy can be less or close to 1
meter, and last figure show the comparison between the TOA
and TOA/RSS measurement that means. By applying the
hybrid method the 90% probability of position error
corresponds to 1.4 meters, which is better when compared to
the TOA method, which correspond to 5 meters.
5. Conclusion
This report presented an application of the EKF and PFs to
tracking the problem in indoors. The proposed solution adopts
the hybridization of measurements from. Moreover, it uses the
mobile targets to improve the final positioning accuracy. In fact,
the designed EKF, PF algorithms take into account the position
estimates from mobile nodes and their uncertainties. Future
work will include new devices with real test based on hybrid
measurement model and make a comparison between the other
hybrids location measurement exactly to perform the accuracy
in the indoor positioning.
Acknowledgments
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We are really thankful because we achieved to complete this
project at Kyushu Institute of Technology specially for using
some instruments as receiver GPS for calculating the pseudo-
range and get the measurements to implement in the filter to
accurate the position. This work cannot be completed without
the effort and co-operation from our groups. I would also thank
my professor Kei-ichi OKUYAMA form KIT and Prof,
Roberto Garello, Politecnico di Torino, Italy for help and
working in this project. I would like to express my gratitude to
the students and respondents for the support and willingness.
References
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Presti, Dipartimento di Elettronica Politecnico di Torino
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