Particle Filtering of Channel Parameter Tracking in A Noisy Shallow Ocean Environment Using A Vertical Array
Particle Filtering of Channel Parameter Tracking in A Noisy Shallow Ocean Environment Using A Vertical Array
Particle Filtering of Channel Parameter Tracking in A Noisy Shallow Ocean Environment Using A Vertical Array
Innitus, School of Electrical and Electronic Engineering, Nanyang Technological University, 639798, Singapore.
Acoustic Research Lab, National University of Singapore, 639798, Singapore.
CVSSP, Department of Electronic Engineering, University of Surrey, UK, GU2 7XH.
#
School of Marin Science and Technology, Northwestern Polytechnical University, ShaanXi, China.
[email protected], [email protected], [email protected],
#
and {h.wang, x.shen}@nwpu.edu.cn.
978-1-4673-7297-8/15/$31.00 2015
c IEEE 450
where m (rs , zs ) is the modal coefcient dened as where C x (z) = [1 (), 0, 2 (), 0, . . . , M (), 0], and
w(z) N (0, 2 ) is the measurement noise process. Equa-
er (m)rs jr (m)rs tions (9), (10) and (11) give a full state space model that
m (rs , zs ) = qm (zs ) e (2)
r (m)rs describes the dynamics and uncertainties of the shallow
ocean characteristics such as horizontal wave numbers and
where q is the source amplitude, and r (m), r (m) and modal functions. In next section, an RBPF approach will be
m () are the modal attenuation, the horizontal wave number developed to estimate these characteristics.
and the modal function associated with the mth mode respec-
tively. The modal function holds an eigenvalue equation in
z, given as [9] III. RAO-BLACKWELLIZED PARTICLE
FILTERING IMPLEMENTATION
d2
m (z) + 2z (m)m (z) = 0 (3) Assume that z is the depth of the
th sensor and z1: =
dz 2 [z1 , . . . , z ]. Given a measurement sequence y(z1: )) =
for m = 1, . . . , M . The eigen-value set {m (z)} are the [y(z1 ), . . . , y(z )], the task is to estimate the posterior dis-
modal functions and z is the wave number in the depth tribution p(x(z)|y(z1: )). Such a task can be achieved by
direction. The solutions of (3) depend on the sound speed using a Bayesian recursive estimation, given as
prole c(z), the boundary conditions and the corresponding
Predict :
dispersion relation given by
2 p x(z ) y(z1:1 ) = p x(z )x(z1
2 = = 2r (m) + 2z (m) (4)
c2 (z) p x(z1 )y(z1:1 ) dx(z1 ); (12)
where r (m) is the mth horizontal wave number and Update :
is the harmonic source frequency. Let m (z) = p x(z )y(z1: ) p y(z )x(z )
[m1 (z), m2 (z)] T
and dene m1 (z) = m (z) and p x(z )y(z1:1 ) . (13)
m2 (z) = d/dz m (z) . The eigenvalue equation in state-
space form is In thisrecursion,
p y(z )x(z ) is the likelihood of the state
d and p x(z )y(z1:1 ) is the probability density function
m (z) = Am (z)m (z) (5) (PDF) of a prior distribution. The Bayesian recursion states
dz
that given the transition density and likelihood, the posterior
where Am (z) is the coefcient matrix given as distribution of the state can be recursively estimated.
0 1 The measurement function is nonlinear and therefore, the
Am (z) = (6)
2z (m) 0 EKF approach [9] and PF approach [7] have been employed
to estimate the posterior distribution. It has been shown
that the PF approach is more appropriate under such a
The horizontal wave number r (m) can be roughly
highly nonlinear scenario [10]. However, taking all states
estimated using wavenumber spectrum estimation methods.
into account is cumbersome for the PF approach due to the
However, these are unable to account for the uctuating
curse of the dimensionality. Recall the state space model,
and time-varying nature of the environment. Thus r (m)
the state of modal function x (z) holds a linear relationship
is considered as an unknown environmental parameter to
with the measurement conditioning on the state x (z). This
be estimated and is included into the state vector. Let
means given the estimation of x (z), an analytical solution
m (z) = r (m). The whole state vector can be constructed
for p x (z)x (z), y(z1: ) can be obtained. Hence, it is
as x(z) = [x (z)T , x (z)T ]T , where
possible to exploit a Kalman lter to marginalize out the
x (z) = [T1 (z), T2 (z), . . . , TM (z)]T R2M 1 (7) modal functions. Consequently, only the horizontal wave
numbers need to be handled by using the PF. Such a
x (z) = [1 (z), 2 (z), . . . , M (z)]T RM 1 (8) technique is referred to as Rao-Blackwellization and widely
The state process can be written as used for the state estimation where part of state space model
is linear and Gaussian [10]. Using Bayesian theorem, the
d posterior distribution can be decomposed as
x (z) = A(z)x (z) + v (z) (9)
dz
d p x(z )x(z1 ), y(z ) = p x (z )y(z )
x (z) = 0 + v (z) (10)
dz PF
p x (z )x (z ), x (z1 ), y(z ) , (14)
where A(z) = diag A1 (z), . . . , AM (z) , and v (z) and
v (z) are the zero-mean Gaussian processes given by KF
v (z) N (0, ) and v (z) N (0, ) respectively. The
in which p x (z
measurement process can be written as x (z
) ), x (z1 ), y(z ) is analytically
tractable and p x (z )y(z ) can be estimated by PF ap-
y(z) = s(rs , z) = C x (z) x (z) + w(z) (11) proximation. Since part of the state can be estimated by using
After the resampling scheme, the posterior distribution of Figure 1 presents a comparison of estimation using the
the state is thus approximated by RBPF against the EKF and traditional PF at an SNR of
10 dB. The ground truth and corresponding estimates of
N
modal functions 1, 2, 4 and 5 are plotted on the top
p x (z )y(z )
(i)
wk x(i) (z ) x (z ) , (24) of the gure. Signal eld and wave numbers are also
i=1 presented. The estimation results show that the proposed
N
RBPF algorithm provides better accuracy than traditional
p x (z )y(z )
(i)
wk N (x(i) (z ), P(i) (z )), (25) EKF and PF approaches. RBPF converges faster to the
i=1 true value of the wave numbers despite the initial bias. Its
depth
depth
depth
7 0.2
40 40 40 40
6 7
MSE
20 20 20 20 0.15
5 6
0 0 0 0
0 0.1 0.2 0.2 0 0.2 0.2 0 0.2 0.2 0 0.2
modal function modal function modal function modal function 4 0.1
5
10 3
0.05
Pure Signal 4
8 2
amp. of Signal
RBPF
6 PF
1 3 0
EKF 0 10 20 30 0 10 20 30 0 10 20 30
SNR/dB SNR/dB SNR/dB
4
depth
depth
depth
VI. REFERENCES
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424.
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runs for the modal function, wave number and signal eld J., vol. 13, no. 2, pp. 589600, 2013.
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[6] J. Candy, Particle ltering for signal enhancement in
V. CONCLUSION a noisy shallow ocean environment, in OCEANS 2010
IEEE, Sep. 2010, pp. 16.
An RBPF approach is introduced in this paper to estimate [7] , An adaptive particle ltering approach to track-
the modal functions and wavenumbers of a shallow ocean ing modes in a varying shallow ocean environment, in
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modal functions are linearly dependent on the measurements. 1 7.