An Iterative Method Based on the Marginalized Particle Filter for Nonlinear B-Spline Data Approximation and Trajectory Optimization

Jens Jauch, Felix Bleimund, Michael Frey and Frank Gauterin
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Jens Jauch: Institute of Vehicle System Technology, Karlsruhe Institute of Technology, 76131 Karlsruhe, Germany
Felix Bleimund: Institute of Vehicle System Technology, Karlsruhe Institute of Technology, 76131 Karlsruhe, Germany
Michael Frey: Institute of Vehicle System Technology, Karlsruhe Institute of Technology, 76131 Karlsruhe, Germany
Frank Gauterin: Institute of Vehicle System Technology, Karlsruhe Institute of Technology, 76131 Karlsruhe, Germany

Mathematics, 2019, vol. 7, issue 4, 1-24

Abstract: The B-spline function representation is commonly used for data approximation and trajectory definition, but filter-based methods for nonlinear weighted least squares (NWLS) approximation are restricted to a bounded definition range. We present an algorithm termed nonlinear recursive B-spline approximation (NRBA) for an iterative NWLS approximation of an unbounded set of data points by a B-spline function. NRBA is based on a marginalized particle filter (MPF), in which a Kalman filter (KF) solves the linear subproblem optimally while a particle filter (PF) deals with nonlinear approximation goals. NRBA can adjust the bounded definition range of the approximating B-spline function during run-time such that, regardless of the initially chosen definition range, all data points can be processed. In numerical experiments, NRBA achieves approximation results close to those of the Levenberg–Marquardt algorithm. An NWLS approximation problem is a nonlinear optimization problem. The direct trajectory optimization approach also leads to a nonlinear problem. The computational effort of most solution methods grows exponentially with the trajectory length. We demonstrate how NRBA can be applied for a multiobjective trajectory optimization for a battery electric vehicle in order to determine an energy-efficient velocity trajectory. With NRBA, the effort increases only linearly with the processed data points and the trajectory length.

Keywords: nonlinear; recursive; iterative; B-spline; approximation; marginalized particle filter; Rao-Blackwellized particle filter; multiobjective; trajectory; optimization (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2019
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