Particle Filtering for Multisensor Data Fusion With Switching Observation Models: Application to Land Vehicle Positioning

This paper concerns the sequential estimation of a hidden state vector from noisy observations delivered by several sensors. Different from the standard framework, we assume here that the sensors may switch autonomously between different sensor states, that is, between different observation models. This includes sensor failure or sensor functioning conditions change. In our model, sensor states are represented by discrete latent variables, whose prior probabilities are Markovian. We propose a family of efficient particle filters, for both synchronous and asynchronous sensor observations as well as for important special cases. Moreover, we discuss connections with previous works. Lastly, we study thoroughly a wheel land vehicle positioning problem where the GPS information may be unreliable because of multipath/masking effects