Kalman-Type Filters and Smoothers for Pedestrian Dead Reckoning

In this paper, we present a method for device localization based on the fusion of location data from Global Navigation Satellite System and data from inertial sensors. We use a Kalman filter as well as its non-linear variants for realtime position estimation, and corresponding smoothers for offline position estimation. In all filters we use information about changes of user's heading, which are computed from the acceleration and gyroscope data. Models used with Extended and Unscented Kalman filters also take into account information about step length, whereas Kalman Filter does not, because the measurement is non-linear. In order to overcome this shortcoming, we introduce a modified Kalman Filter which adjusts the state vector according to the step length measurements. Our experiments show that use of step length information does not significantly improve performance when location measurements are constantly available. However, in real situations, when location data is partially unavailable, information about step length and its appropriate integration into the filter design is important, and improve localization accuracy considerably.

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