Copyright © 2015 American Scientific Publishers Journal of

All rights reserved Computational and Theoretical Nanoscience

Printed in the United States of America Vol. 12, 5504–5516, 2015

A Two-Task Hierarchical Constrained Tri-Objective

Optimization Approach for Vehicle State
Estimation Under Non-Gaussian Environment
Vincent Havyarimana, Zhu Xiao∗ , and Dong Wang
College of Computer Science and Electronic Engineering, Hunan University, 410082, Changsha, China

Although several estimation methods have been developed for improving the performance of vehi-
cle’s movement information, the accuracy of the latter is still a challenging issue. The main problem
is in the way noise disturbances are handled and the estimation methods which are not efficient.
This paper presents a two-task hierarchical method named hierarchical constrained tri-objective
optimization (HCTO) to improve the vehicle state accuracy. In this method, process and measure-
ment noises are first optimized separately and then, based on the obtained optimal solutions,
the upper bound for the state estimation error is addressed. These noises are assumed to fol-
low a generalized error distribution (GED) and the maximum likelihood estimation (MLE) model
is adopted with the intention of estimating sample parameters; thus reducing the computational
burden of HCTO. Moreover, the optimal solution of the bound which is defined in terms of linear
matrix inequality (LMI) approach is obtained via semi-definite programming (SDP) method. The per-
formance is analyzed with respect to real-world data collected using Smartphone-based vehicular
sensing model. The proposed method is On:
IP: 88.198.3.13 tested when
Thu, 09 noises are both
Aug 2018 Gaussian and non-Gaussian
04:56:53
distributed and also compared with the existing nonlinear estimation
Copyright: American Scientific Publishers methods. Experimental results
RESEARCH ARTICLE

confirm that HCTO presents higher accuracy

Deliveredestimation and lower root mean-square error (RMSE)
by Ingenta
for vehicle state than for instance, PF and UKF.
Keywords: Non-Gaussian Noise, Multi-Objective Optimization, Generalized Error Distribution,
Maximum Likelihood Estimation, Vehicle State Estimation, Smartphone Data.

1. INTRODUCTION Moreover, to improve the vehicle state information, authors

Nowadays, state estimation is a fundamental issue in var-
ious fields related to intelligent transportation systems
(ITS) like vehicle localization, navigation and target track-
ing, among others where many researchers are widely inter-
ested. For instance, in order to avoid fatal accidents or
collisions between vehicles, vehicle information should be
accurately provided and therefore drivers and pedestrians
can be at the earliest possible moment warned by in-vehicle
systems. Meanwhile, estimating the vehicle’s movement
information remains a challenge case. Besides the noise
disturbances which are often not very well treated, state
estimation problem faces three other major challenges:
complexity, nonlinearity and motion model uncertainty.
In general, these challenges make estimation methods
unable to meet the accuracy needed in ITS applications.
Different approaches have been proposed in the research
literature1–3 to overcome the aforementioned challenges.
∗
Author to whom correspondence should be addressed.
in Refs. [2–4] employed nonlinear filtering methods which
are adequate for handling the nonlinearity by considering
the presence of noises in the system and assuming that
these noises follow a Gaussian distribution. Although the
choice of this assumption is usually justified by the law
of large numbers,5 it is rather motivated in more cases by
the fact that the normal distributions are mathematically
convenient and makes the Gaussian models easier to han-
dle than non-Gaussian models. However, there is evidence
that in several engineering systems used to solve nonlin-
ear state estimation problems, noises generally follow a
non-Gaussian distribution. This observation is supported by
authors in Refs. [6–8] who demonstrated that many physi-
cal environments can be addressed more accurately as non-
Gaussian rather than Gaussian model. Our study is focused
on developing a deterministic nonlinear framework that
enables vehicle state estimation with high accuracy taking
into account the non-Gaussianity of the measurement and
process noises.

5504 J. Comput. Theor. Nanosci. 2015, Vol. 12, No. 12 1546-1955/2015/12/5504/013 doi:10.1166/jctn.2015.4556
Havyarimana et al. A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment
1.1. Literature Review
In research literature, several approaches have been devel-
oped for vehicle localization under different modeling
assumptions in order to obtain an optimal solution. For
instance, due to the nonlinearities in their process model,
authors in Ref. [3] adopted the extended Kalman filter
(EKF) instead of Kalman Filter in order to estimate the
position and degree-level heading for vehicle. Further-
9
more, Bacha et al. developed the Particle Swarm Opti-
mization (PSO) which combines advantages coming from
Particle Filter (PF) and Extended Kalman filter (EKF)
with the intention of ego-localizing the vehicle in highly
dynamic on-road maneuvers. Although these methods are
apparently accurate, authors did not handle adequately
noise sequences which may lead to the inaccurate vehi-
cle information estimation. Moreover, in most solutions
to data fusion problems, such as KF and EKF, process
and the measurement noises are constrained to follow the
Gaussian distribution. Soon after, Jing et al.10 have shown
that PF is a good method for approaching the optimal
estimation. The common application of these estimation
methods is to reduce the vehicle state error in localiza-
tion systems. The main advantage of PF is also the capa-
bility to represent arbitrarily the probability densities and
therefore can solve the nonlinear and Gaussian and/or non-
Gaussian state estimation problems. In addition, authors
in Ref. [11] have demonstrated that the use of some con-
IP: 88.198.3.13 On: Thu, 09
straints in PF could also improve the state estimation
Copyright: since Scientific Publishers
American
the constrained view leads to forcing the state error to the by Ingenta
Delivered
boundary. However, a major drawback of PF is related to
the computational time, given that this technique requires
an important amount of samples to be more accurate and
this makes it more computer-intensive.12 Recently, Yang
et al.13 presented the constrained method based optimiza-
tion for the target state estimation. Optimization prob-
lems are often present in the numerical solution of control
problems, non-linear approximation, engineering design,
computational science, communication engineering, signal
processing, and so forth. Based on the constraints and
the objective function, the optimization problem can be
either linear or nonlinear. Moreover, if the problem com-
prises multiple objective functions, this leads to the multi-
objective optimization (MOP)14 problem.
In general, to optimize several objective functions
simultaneously requires not only one global optimum, but
also a set of the so-called Pareto-points due to the pres-
ence of multi criteria nature of such problems. Evolution-
ary algorithms such as fast and efficient multi-objective
evolutionary algorithm (FEMOEA),15 particle swarm opti-
mization (PSO)16 ) and weighted-sum method17 have been
proposed to solve the multi-objective optimization problem
due to their ability to synchronously search for multiple
Pareto optimal solutions. However, the main issues with
these MOP problems are related to the fact that it is dif-
ficult (even impossible) to locate the phase with a critical
J. Comput. Theor. Nanosci. 12, 5504–5516, 2015
performance without having a detailed knowledge of the
global problem. Furthermore, in most of these estimation
methods, noises have been considered as Gaussian dis-
tributed and less attention has been paid to non-Gaussian
noise models. In further research literature, different meth-
ods have been presented in order to address the prob-
lem related to non-Gaussian noises such as t-distribution,18
Generalized Error distribution (GED)19 and Gaussian mix-
ture distribution (GMD).20 Although noises are considered
as non-Gaussian distributed, most of authors did not deal
with their computational complexity which may influence
the accuracy of the state estimation.
1.2. Objectives and Contribution
The main objective of this study is to develop an
estimation approach-based two-task multi-objective with
three hierarchical levels optimization problem, taking into
account the non-Gaussian environment and thus provid-
ing a better vehicle state accuracy. To achieve this, a new
hierarchical constrained tri-objective optimization (HCTO)
for vehicle state estimation technique is introduced, where
process and measurement noises are first optimized sepa-
rately and then based on the obtained optimal solutions,
the upper bound for the state estimation error is handled.
The main advantage of the proposed method is that it can
reduce the complexity of the problem by solving several
smaller sub-problems, which in turn yields a reduction
Augcomputational
of the 2018 04:56:53 cost of the global problem. More-
over, it can solve the problem of each part and locate the
RESEARCH ARTICLE
phase with a critical performance without having com-
plete information of the global problem. In our method
presented here, the first two sub-problems are respon-
sible of addressing non-Gaussianity of the process and
measurement noises respectively. Generally, non-Gaussian
noise is more difficult to treat than Gaussian noise hence,
the generalized error distribution (GED)19 is adopted as
an approximation to non-Gaussian densities. The proba-
bility density function (PDF) of the random variable of
GED is represented by three parametric values such as
shape, location and scale parameters, where the shape
parameter is assumed to be known. Besides, the maxi-
mum likelihood estimation (MLE) method is employed,
in order to estimate the parameters such as the mean and
the variance (or covariance matrix) related to both pro-
cess and measurement noises and thus decrease the com-
putational cost of the global problem. In this work, we
demonstrated that GED approaches the Gaussian distribu-
tion when the shape parameter tends to zero and; this not
only forces the estimated variance (covariance matrix) to
increase but also affects the vehicle state accuracy. More-
over, in order to get the optimal solution for the process
and measurement noises, the noise sequences are mini-
mized subject to the constraints bounding the trace of the
estimated covariance matrices. Furthermore, the optimal
solution of the upper bound for the state estimation error
which is defined in terms of linear matrix inequality (LMI)
5505
 A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment
approach is obtained via semi-definite programming (SDP)
method. 21
t ∈ I Rp×n (p ≥ n) are defined as t =
The proposed method was tested when the pro-
t = t /Xt X̂t respectively. We assume
cess and measurement noises are Gaussian and non-
Gaussian distributed and, was denoted “HCTO (gn)” and
“HCTO (non-gn)” respectively where “gn” stands for
“gaussian noise” and “non-gn” represents “non-gaussian
noise.” Based on MLE method, zeroing the shape param-
eter increases the estimated noise variance (or covariance
matrix) which in turn decreases the state accuracy through
the overall algorithm. In addition, we demonstrated that
HCTO (gn) and HCTO (non-gn) based MLE is computa-
tionally less demanding than the same algorithms without
t−1 X̂t−1 is defined as:
MLE. In order to highlight its improvement, HCTO was
also compared with the existing (unconstrained) nonlin-
ear estimation methods such as PF and Unscented Kalman
Filter (UKF). The results from experimental data and the
t−1 Xt−1 + t−1 −
t−1 X̂t−1  (4)
statistical evaluation confirm that HCTO presents higher
accuracy estimation and lower root mean-squared error
(RMSE) for vehicle state when noises are particularly non-
Gaussian distributed.
The structure of this paper is as follows: Section 1
presents the related works, the objectives and contribution.
The problem statement is described in Section 2, while
Section 3 is devoted to the multi-objective optimization
problem introduction where the hierarchical technique for
tri-objective optimization problem (TOP) solution and its
IP: 88.198.3.13 On: Thu, 09
application on the state vehicle estimates are also involved.
Copyright: American Scientific Publishers
RESEARCH ARTICLE
The comparison of the experimental results based on the byfor
Delivered
experiments in real-world settings, the statistical evalua-
tion as well as the computational analysis are highlighted
in Section 4. Lastly, the paper is concluded in Section 5.
t 2/
1+g
Havyarimana et al.
where the state transition matrix t ∈ I Rn×n and the mea-
surement matrix
t /Xt X̂t and
that the initial state X0 is such that:

X0 − X̂0 
X0 − X̂0 T ≤ G0 (3)
where X̂0 is an estimate of X0 which is also supposed to be
known and G0 = GT0 ∈ I Rn×n is a known positive matrix.
The superscript (T ) stands for the transposition operator.
In (2), t−1 and t represent the additive process noise and
measurement noise sequences. Moreover, the filter for the
system which is based on the current observation such that
Ẑt−1 =
X̂t = t X̂t−1 + Lt
Zt−1 − Ẑt−1 
= t X̂t−1 + Lt

where Lt is the gain matrix to be determined later. Let us
now consider that the following assumption holds:
Assumption 1. Assume that the process noise t and the
measurement noise t are non-Gaussian distributed and
follow the generalized error distribution (GED).
In this paper, the GED is adopted as an approxi-
mation to non-Gaussian densities with the intention of
addressing the non-Gaussian noises. The main advantage
of Aug
GED2018 relies on some important properties that are
04:56:53
related to shape
parameter which, when varying, provides
instance other different distributions.19 The probabil-
Ingenta
ity density functions (PDF) of these noise sequences are
given by:
   
  −
pt
g = M
gt−1 exp −J
g t  (5a)
2. PROBLEM STATEMENT t 
In this paper, in order to estimate the vehicle’s move-    
  −
t 2/
1+g
ment information such as the position (latitude and longi- pt
g = M
gt−1 exp −J
g t  (5b)
tude), the velocity as well as the acceleration, the proposed t 
state estimation method is supposed to follow the nonlin- where M
g =  3
1 + g/21/2 /
1 + g 
1 +
ear system given by the following state and measurement g/23/2 , J
g =  3
1 + g/2/ 
1 + g/21/
1+g and
equations: 
· is the gamma function.

Besides,
t and t are location and scale parameters
Xt = t
Xt−1  + t−1 (1a) respectively and t represents the standard deviation of

S ≡ the sample. The variable g is a shape parameter that is
Zt = t
Xt  + t (1b)
related to the kurtosis of the distribution that characterizes
where Xt ∈ I R n×1
describes the vehicle state vector and the “non-normality” of the sample. The mean and variance
Zt ∈ I R p×1
represents the measurement vector at time of the GED are given by E
t  =
 (or E
t  =
 )
t t = 0     T . Equation (1a) is the state or process equa- and var
t  = 2 (or var
t  = 2  respectively for all
tion and (1b) is the measurement or observation equation. t  t 
t ∈− +, t ∈ 0 + and g ∈ −2 +.
Throughout this paper, the estimate of Xt is denoted by Proposition 1. The generalized error distribution
X̂t . The linearization of the state equation around the esti- approaches the normal or Gaussian distribution when the
mated state X̂t is provided by: shape parameter g tends to zero and is given by:

  2 
Xt = t Xt−1 + t−1 (2a) 1 −1 1  t −
t 

S ≡ p
t g = 0t 
t  = √ t exp −  (6)
Zt =
t Xt + t (2b) 2 2 t 

5506 J. Comput. Theor. Nanosci. 12, 5504–5516, 2015

Havyarimana et al. A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment

Figure 1 demonstrates the proposition in a graphical rep-
resentation. We plot the curves showing different shape
values where when the shape value vanishes (g = 0), the
non-Gaussian distribution, GED, approaches the Gaussian
distribution and is represented in green color.
On the other hand, the tail distribution gets thinner as g
increases positively and gets thicker as g increases nega-
tively. For the proof of the Proposition 1, see Appendix A.
In general, comparing to Gaussian distribution, the
non-Gaussian distributions do not have an analytically
that the symbol · stands for the Euclidean norm and the
matrices R and Q are also assumed to be positive definite
noise covariance matrices and are relative to the system
and measurement models respectively.
Based on (7) and Assumption 2, the resulting state esti-
mation problem can be formulated as a nonlinear program-
ming problem (NLP):
ˆ =
 min t + t + Gt (8)
t  t  Xt 

tractable solution.8 Therefore, for better handling these ⎧

⎪
Xt − X̂t 
Xt − X̂t  ≤ Gt  t = 0T −1
⎪ T
(8.1)
non-Gaussian distribution difficulties, we need to estimate ⎨
its parameters such as the variances 2 and 2 as well as
the means
 and
 related to the process and measure-
ment noises respectively.
Our goal is to estimate the vehicle state vector by mini-
mizing the process noise, the measurement noise and then
the matrix Gt which is defined at the update state of (3)
as follows:

Xt − X̂t 
Xt − X̂t T ≤ Gt (7)
This matrix is taken here as the upper bound for state
estimation error. As one can see, the problem we are fac-
ing is related to the optimization (minimization or maxi-
mization) of several different tasks. In order to deal with
these tasks, also called “objective functions,” some con-
straints are to be defined. Our problem is then referred to
IP: 88.198.3.13
as multi-objective optimization which On: Thu, 09
consists of several
constrained objective functions. Copyright: American Scientific
s.t. tr
Rt−1  ≤  t = 1T   ∈ I R+ (8.2)
⎪
⎪
0
⎩
tr
Qt  ≤  t = 0T −1  ∈ I R+ 0 (8.3)
where the positive scalar  is the weight constraint asso-
ciated with the noises t and t respectively. The func-
tion tr
A represents the trace of A and is equal to the
sum of the diagonal entries of A. One could also use
the determinant of the Ainstead of trace since the solu-
tion of the trace problem coincides with the solution to
the determinant problem for small  22 (i.e.,  ∈ 1 10).
Here, the constrained view leads us to forcing the trace
of the noise covariance matrix to the boundary, . More-
over, (8.1) represents the ellipsoid where for instance, X̂t
is the center of the ellipsoid and the matrix Gt represents
its shape and size. The problem (8) refers to as nonlinear
Aug 2018 problem
programming 04:56:53(NLP) with multiple sub-objective
Publishers

RESEARCH ARTICLE
functions and this stands for the multi-objective optimiza-
Delivered by Ingenta
tion problem (MOP).23
3. MULTI-OBJECTIVE OPTIMIZATION In this paper, we focus on a tri-objective optimization
PROBLEM problem (TOP), i.e., MOP with three objective functions
Consider also that the following assumption holds: where the hierarchical method to achieve this tri-objective
optimization is adopted. The hierarchical multi-objective
Assumption 2. Assume that the problem satisfying the optimization (HMO) efficiently solves problems with a
least square formulation is  = t + t + Gt such hierarchical structure among the objectives thus; a Pareto
front is not needed because tradeoff information is not
required.24 In case of two objectives for example, the sec-
1.4
g = –0.8 ond objective is optimized while keeping the optimized
1.2 g=0 value of the first objective fixed as presented in the fol-
g=1 lowing formulation:25
g = 1.5
1 g=2
min / max 2
X1T 
GED(α, g, µ, σ)

X1T
0.8 ⎧
⎪
⎪ f
X  X  = 0 t = 1     T
0.6 ⎨ t t−1 t (9)
subject to ht
Xt  ≤ 0 t = 0     T − 1
⎪
⎪
0.4 ⎩ ∗
1 − 1
X1T  ≤ 
0.2 where the parameter  > 0 has the small value compared to
∗1 which is, in turn, the optimized value of 1 computed
0
–10 –5 0 5 10 from the primary objective optimization. In case of multi-
α ple objective functions (i.e., more than two), the problem
Fig. 1. The generalized error distribution with = 0  = 1 and dif- optimization can be presented in this way: firstly, the opti-
ferent values of the shape b. The curve (g = 0) represents the Gaussian mizers of the first objective function are found; and then
distribution of the process noise t in −10 10, for example. the optimizers of the second most important objective are

J. Comput. Theor. Nanosci. 12, 5504–5516, 2015 5507

 A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment Havyarimana et al.

searched for, and so on until all the objective functions
have been optimized on smaller sets.26
Hierarchical multi-objective optimization (HMO) is
used as a benchmark method in this paper and is referred
to as the hierarchical constrained tri-objective optimiza-
tion (HCTO) given that the global problem, in our case
includes three sub-objectives intending to optimize (mini-
mize) process and measurement noises as well as the state
error respectively.
3.1. Hierarchical Technique for Tri-Objective
Optimization Problem (TOP) Solution
Based on previously stated Assumptions 1 and 2, the
hierarchical method consists of minimizing the global
problem (8) which is divided into three smaller sub-
problems: 1 = t , 2 = t and 3 = Gt . These
sub-problems are solved separately under a particular pri-
ority as presented in the following system:
min  = min 1  2  3  (10)
  X
˘ 1T  = min 1
1T  = min t s.t. (8.2) (10.1)
˘ 1T  = min 2
1T  = min t s.t. (8.3) (10.2)
Ĝ1T  = min 3
G1T  = min Gt (10.3)
Gt >0
matrices R and Q are estimated in this subsection via the
maximum likelihood estimation (MLE) method.
3.1.1.1 Estimation of the Noise Sequences t and t
Using MLE Method. In this paper, the method of max-
imum likelihood estimation (MLE) is adopted since for
a given set of data and underlying statistical model, the
MLE picks out the set of values of the model parame-
ters that maximizes the likelihood function. This method
is the most attractive; thanks to its large sample or asymp-
totic properties27 comparing to other statistical estimation
techniques.28 Moreover, MLE is a good estimator for the
unknown but fixed parameters. For each sample D, con-
sider 
b a parameter value at which L
  b attains its
maximum as function of . A maximum likelihood esti-
mator of the parameter  based on D is 
b. ˆ Then, if
the likelihood function is C 2 , the MLE of i are them ’s
which maximize the likelihood function and the necessary
conditions for an optimum are given by:
L
1  2      m  b1  b2      bN  = 0 (11)
i
where b = b1  b2      bN T and  = 1  2      m T and
such that
L
1  2      l  b1  b2      bn 
n

s.t. = f
bi  1  2      m  (12)

i=1

Xt − X̂t 
Xt − X̂t T ≤ Gt (10.4)
IP: 88.198.3.13 On: Thu, 09 Augjoin
is the 2018PDF 04:56:53
(or likelihood) of D1      DN . Moreover,
Copyright: American Scientific Publishers
RESEARCH ARTICLE

ăt − at ≤  at ∈ t ⊆ I R n MLE
(10.5) by Ingenta
Delivered is equivalent to the maximum log-likelihood estima-
tion which is provided by:
b̆t − bt ≤  bt ∈ t ⊆ I Rp (10.6)
l
1  2      l  b1  b2      bN 
In order to achieve the optimal solution of our global prob-

n
lem (), we need to find the optimal solution of each = log
f
bi  1  2      m  (13)
sub-problems (1 , 2 and 3  and then, through an effec- i=1
tive procedure, all these solutions are aggregated. Indeed, Let now determine the MLE of the mean t under the
this technique allows us to first minimize the process noise assumption that g and t are known. According to (5a),
represented by 1 = t and then the measurement noise (5b), (11)–(13), the estimated mean ˆ  of  and ˆ  of
given by 2 = t subject to (8.2) and (8.3) and lastly 3  are given by:
will be considered. Then, by computing the sequence of
Gt
0 < t ≤ T − 1 in 3 , we want to find X̂t , the optimal
N

i
ˆ  = t − t 
1−g/
1+g  for g = −1 1 (14a)
solution of our main problem. As one can see, in order i=1
to complete the characteristics of the hierarchical method,

N
the constraints (10.5) and (10.6) which are defined based
i
ˆ  = t − t 
1−g/
1+g  for g = −1 1 (14b)
on the obtained optimal solutions of 1 and 2 are added i=1
to the objective function 3 . The considered three-levels For the proofs of (14a) and (14b), see Appendix B.
(L1 , L2 and L3  of the hierarchical optimization problem Moreover, the estimated variances ˆ 2 and ˆ 2 of  2 ,
for the two main tasks is summarized in Figure 2. under the assumption that g and t are known are
This importance order is motivated by the observation given by:
that the accuracy of state estimator is largely influenced 
i
by the process noise and the measurement covariance 2J
g Ni=1 t − ˆ  2/
1+g
ˆ  =
2
 for g = −1 (15a)
matrices. N
1 + g

i
2J
g Ni=1 t − ˆ  2/
1+g
3.1.1. Estimation of Process and Measurement Noises ˆ  =
2
 for g = −1 (15b)
Since the considered non-Gaussian distribution does not N
1 + g
have an analytically tractable solution, the weighting For the proofs of (15a) and (15b), see Appendix C.

5508 J. Comput. Theor. Nanosci. 12, 5504–5516, 2015

Havyarimana et al. A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment

Fig. 2. A two-task multi-objective with three hierarchical levels optimization problem.

⎛ 2 ⎞
From the above equations, it can be seen that the esti- ˆ 
mated variance decreases as the shape parameter increases. ⎜ N 0 ⎟
= ⎜ ⎟ (17a)
1 2
Indeed, assume that g and g are two different shape ⎝ 2 ˆ 4 ⎠
1 2 
parameters such that g < g , then, based on (15a) or (15b), 0
N
the variances are such that ˆ g21 > ˆ g22 , due to the presence
 
of g at the denominator of the fractions. This generates a var
ˆ   cov
ˆ   ˆ 2 
direct impact on the covariance matrix and the latter will Q̂ =
be denoted thereafter variance-covariance matrix. The esti- cov
ˆ   ˆ 2  var
ˆ 2 
mated PDFs of the process and measurement noises are ⎛ 2 ⎞−1
 log
L
t   2 log
L
t 
IP: 88.198.3.13 On: Thu, 09 Aug 2018 04:56:53
⎜  ˆ   ˆ 
therefore defined respectively by (16a) and (16b):
Copyright: American Scientific ⎜ Publishers  ˆ   ˆ 2 ⎟ ⎟

RESEARCH ARTICLE
     = ⎜ ⎟
 lt − ˆ t 2/
1+g Delivered by Ingenta⎝  2 log
L
t   2 log
L
t  ⎠
pt
g = M
g ˆ t exp −J
g
−2  (16a)
ˆ t   ˆ   ˆ 2  ˆ 2  ˆ 2
   l   ⎛ N ⎞−1 ⎛ ⎞−1
  − ˆ t 2/
1+g N
pt
g = M
g ˆ t−2 exp −J
g t  (16b) 0 0
ˆ t  ⎜ ˆ 2
⎜
⎟
⎟
⎜ ˆ 2
⎜
⎟
⎟
=⎜ ⎟ = ⎜ ⎟
The variance-covariance matrix of the maximum likeli- ⎝ N ˆ 2
 N ⎠ ⎝ N ⎠
0 − 4 0
hood estimates is the Hessian matrix which is the inverse ˆ 
6
2ˆ  2ˆ 
4

of the matrix of second partial derivatives (in terms ⎛ 2 ⎞

ˆ 
of the log likelihood function, L. Then, the estimated 0 ⎟
⎜ N
process variance-covariance matrix R̂ and the estimated =⎜ ⎝
⎟ (17b)
measurement variance-covariance matrix Q̂ are given as 2ˆ 4 ⎠
0
follows: N
⎛ ⎞
var
ˆ   cov
ˆ   ˆ  
2
Consequently, based on (14a) and (15a), the estimated
R̂ = ⎝ ⎠ mean and variance related to the Gaussian distribution (6)
cov
ˆ   ˆ   var
ˆ  
2 2
are provided by:
⎛ 2 ⎞−1
 log
L
t   2 log
L
t 
N
1
N
⎜  ˆ  ˆ ˆ ˆ 2 ⎟ 

i
t − ˆ  = 0 ⇔ ˆ =  ¯ = t

i
⎜        ⎟ t t t
N
=⎜ 2 ⎟ i=1 i=0
⎝  log
L
t   2 log
L
t  ⎠
and
 ˆ   ˆ 2  ˆ 2  ˆ 2 1
N

i
⎛ ⎞−1 ⎛ ˆ 2 = t − ¯ t 2
N N ⎞−1 N i=1
⎜ ˆ 2 0 ⎟ 0
⎜  ⎟ ⎜ ˆ  2 ⎟
=⎜ ⎟ =⎜ ⎝
⎟ Similarly, the estimated variance-covariance matrix related
⎝ N ˆ  2
N ⎠ N ⎠ to this Gaussian distribution can be computed based on
0 − 4 0
ˆ 6 2ˆ  2ˆ 4 (15a) and (17a).

J. Comput. Theor. Nanosci. 12, 5504–5516, 2015 5509

 A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment Havyarimana et al.

3.1.1.2 Complexity Analysis of ML Estimation. The constraints (8.3) and (8.4) and will be denoted ˘ and ˘
maximum likelihood (ML) discriminant function V in after optimization.
terms of the estimated mean vector ˆ  and variance- ˘ R̆ and ˘ ∼

Furthermore, the optimized ˘ ∼
 ˘ Q̆
covariance matrix R̂ for example, is provided by: will be taken into account for additional constraints of
3 where R̆ and Q̆ are the optimized variance-covariance
V
R̂ ˆ   = N
log
M
g+logR̂−J
g matrices related to the process and measurement noises.

N The next subsection introduces then the minimization of


t − ˆ  T R̂−1
t − ˆ  1/
1+g  (18)

i
i
× the state error which is done through the minimization of
i=1
the matrix Gt subject to (10.4).
In this case, the complexity of ML estimation is O
n ∗ N 
where N represents the number of training samples and 3.1.2. Optimization of the Upper Bound Gt
n is the sample dimension which is generally much smaller In order to get the solution to the optimization problem
than N . (10.3) subject to (10.4) and the additional constraints (10.5)
Indeed, the complexity of each term of the right-side of and (10.6), the problem is transformed into the follow-
(18) is defined as follows: ing convex optimization problem (19) subject to the lin-
  ear matrix inequality (LMI) (19.1) obtained using Schur

N
form:30
V
R̂ ˆ   = N log
M
g + log R̂ − J
g
      3 = min Gt (19)
i=1 Gt >0 Lt  1 ≥0 2 ≥0

a
b
 T 1/
1+g   

i  Gt 
X̂t−1 

×  t − ˆ  R̂−1



i
− ˆ
  s.t. B= ≥0 (19.1)
  t   
X̂t−1 T 

c
d
where  = diag
1 − 1 − 2  0 1 R̆−1 −1
t−1  2 Q̆t−1  and
The complexity of the expression (a) is O(1) since M
g is 
X̂t−1  = t Et−1 − Lt

t−1 Xt−1 −
t−1 X̂t−1  +
considered as constant; the complexity of the expressions In×1 − Lt Ip×1 .
(b) and (d) related to the estimated variance-covariance
matrix is O
n ∗ N  due to the diagonal constraint29 of the Proof. Consider that the estimation error is given by
IP: 88.198.3.13 On: Thu, 09
matrix as described in (17a). In addition, the required Et−1 =X
Aug
divi- Scientific t−1 − X̂t−1 . Then, from (2a) and (4), one can get
2018 04:56:53
Copyright: American Publishers
does bythe following formulation:
RESEARCH ARTICLE

sion by N in the estimated variance-covariance matrix

Delivered Ingenta
not affect the complexity given that it is a single com- Et = t Xt−1 + ˘ t−1 − t X̂t−1 − Lt
putation, independent of the number of variance-points.
Furthermore, the cost of (c) related to the estimated n × 1- ×

t−1 Xt−1 + ˘ t−1 −
t−1 X̂t−1 
mean is also O
n ∗ N . Hence, the overall complexity of = t
X̂t−1 + Et−1  + ˘ t−1 − t X̂t−1 − Lt
the maximum likelihood discriminant function V becomes
×

t−1 Xt−1 + ˘ t−1 −
t−1 X̂t−1 
O
n ∗ N . Here, the parameter shape does not affect the
computational cost. = t Et−1 − Lt

t−1 Xt−1 −
t−1 X̂t−1  + ˘ t−1 − Lt ˘ t−1
On the other hand, based on Assumptions 1 and 2,
Let us set the vectors  = 1 −1 −˘ T  ˘ T T and
the overall complexity of the original GED in terms of

X̂t−1  = t Et−1 − Lt

t−1 Xt−1 −
t−1 X̂t−1  + In×1 −
the variance-covariance matrix R and mean vector  for
Lt Ip×1 then,
example is then given by O
n2 ∗ N . Indeed, the cost
Et = 
X̂t−1  (20)
O
n2 ∗ N  is needed for computing the n × n-variance-
covariance matrix R and O
n ∗ N  for the mean vector  . Inequality (10.4) is therefore equivalent to:
This implies that the overall complexity of the original
GED is then O
n2 ∗ N . From this proof, we expect the Et EtT ≤ Gt
computational cost of R to be higher than the estimated ⇔ 
X̂t−1  T 
X̂t−1 T ≤ Gt
diagonal variance-covariance matrix R̂. To sum up, thanks ⇔ 1 − 
X̂t−1T  T G−1 t 
X̂t−1  ≥ 0
to the MLE, the computational cost of GED is reduced
from O
n2 ∗ N  computation to O
n ∗ N . Obviously, the ⇔  diag
1 0 0 0 − 
X̂t−1 T  T G−1
T
t 
overall cost increases when n and N become large. ×
X̂t−1  ≥ 0 (21)
The estimated covariance matrices R̂ and Q̂ given by
(17a) and (17b) and the estimated mean vectors ˆ  and By assuming that  = 1, the additional constraints (10.5)
ˆ  given by (14a) and (14b) are used to parameterize the and (10.6) can be approximated as follows:
ˆ
estimated vectors ˆ and  related to the process and mea- 
T −1
ăt−1 − at−1 ≤ 1 ˘ t−1 R̆t−1 ˘ t−1 ≤ 1
surement noise vectors respectively. These vectors will be ≈ (22)
thereafter minimized through t and t subject to the b̆t−1 − bt−1 ≤ 1 ˘ Tt−1 Q̆t−1
−1 ˘
t−1 ≤ 1

5510 J. Comput. Theor. Nanosci. 12, 5504–5516, 2015

Havyarimana et al. A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment

k
where R̆ and Q̆ are the optimized covariance matrices from where 
k
X̂t−1  = t Et−1 −Lt

t−1 Xt−1 −
t−1 X̂t−1 +
the previous objective 1 and 2 functions. In terms of In×1 − Lt Ip×1 and det stands for determinant. The proof of
the vector , these inequalities become: this assumption is similar to the one provided previously

for (19a). Specifically, from this assumption, we deduce
diag
1 0 −R̆−1
t−1  0 ≥ 0
T
that (19a) can be interpreted as the linear combination of
(23) (27.1) and is provided by:
−1
diag
1 0 0 −Q̆t−1  T ≥ 0

K
Based on (23) and the nonnegative scalars 1 and 2 , one B= k B
k ≥ 0 (28)
can get the equivalence of (21) as follows: k=1

diag
1 − 1 − 2  0 1 R̆−1 −1 where k ≥ 0 and Kk=1 k = 1.
t−1  2 Q̆t−1 
Given that the inequalities (27.1) are linear to the param-
−
X̂t−1 T  T G−1
t 
X̂t−1  ≥ 0 (24) eters Gt , Lt , 1 and 2 , the problem (27) can be solved
by interior-point methods for semidefinite programming
Equation (24) is then equivalent to: (SDP).21 Finally, with the intention of getting the smallest
error for the state estimate, the determinant of the covari-
 − 
X̂t−1 T G−1
t 
X̂t−1  ≥ 0 (25) ance matrix Gt is minimized at each time step.

Moreover, multiplying by Gt the two sides of (25) yields 3.2. The Proposed Hierarchical Constrained
Tri-Objective Algorithm for Vehicle
Gt  − 
X̂t−1 
X̂t−1  ≥ 0
T
(26)
State Estimates
Finally, applying Schur complements method on (26); 30 Our proposal aims to estimate the vehicle state using the
we get the LMI provided in (19.1): optimization of the process and measurement noises as
well as the error state via the hierarchical constrained tri-
  objective optimization (HCTO) algorithm. Moreover, the
Gt 
X̂t−1 
≥ 0 Q.E.D. input to HCTO is the initial set of values including dif-

X̂t−1 T  ferent parameters related to the noises and the state error
IP: 88.198.3.13 On: Thu, 09 Aug 2018problems
optimization 04:56:53as well as the initial vehicle state
This proof follows a similar approachCopyright: to Ref. [1]American
except Scientific Publishers

RESEARCH ARTICLE
that comprises the longitude, latitude, velocity and accel-
that the considered system in our case does not contain Delivered
the byeration
Ingenta
provided by sensors embedded in the Smartphone.
uncertainty model. To summarize, we list the steps involved in HCTO algo-
Depending on the specific objective function, several rithm to compute the estimated vehicle state measurement
different optimization criteria, including the determinant, as t increases:
trace, and maximum eigenvalues of the covariance matrix; 1. Initialization: At time t = 0;
have been developed in the literature [13]. There are some 1.1. Set initial values X0  0  0  R0  Q0  G0  which
attractive relations between geometric properties of the represent the initial vehicle state, initial mean vectors
ellipsoid and algebraic properties of the covariance matrix. and covariance matrices related to the process and mea-
Indeed, the lengths of the axes for the ellipsoid are propor- surement noises and initial upper bound for the state
tional to the eigenvalues of the covariance matrix whereas estimation error respectively;
the trace of the covariance matrix is the sum of the length 1.2. Set the process and the measurement matrices
of the axes, and the determinant represents the volume of and
, time T , weight constraints associated with the
the ellipsoid. Since the constraint (10.4) that defines the noises  and the shape parameter of GED g;
upper bound for the state estimation error is considered as 2. For t = 1     T , do
a positive definite, the determinant or trace can be cho-
1
3. Find ˘ t = ă1      ă
1 T
˘ t = min 1
ˆ t  =
31 n  such that 
sen as optimization criteria for the matrices measure. Let min ˆ t , via MLE of t subject to tr
Rt−1  ≤ ;
us assume that the ellipsoid 
X̂t  Gt  parameterized by
4. Compute PDF pt
g via ˘ t ∼ GED
˘ t  R̆t−1 
X̂t and Gt contains the polytope with K vertices; then the
using (5a);
optimization problem (19) subject to (19a) can be refor-
5. Find ˘ t = b̆1      b̆p
2 T such that ˘ t = min 2
ˆ t  =

2
mulated as follows:
min ˆ t , via MLE of t subject to tr
Qt  ≤ ;
˘3 = min det
Gt  (27) 6. Compute PDF pt
g via ˘ t ∼ GED
˘ t  Q̆t  using (5b);
Gt >0 Lt  1 ≥0 2 ≥0
7. Set the parameters Lt , t ,1 and 2 ;
 
G t 
k

X̂ t−1  8. Find the optimal X̆t such that 3
Gt  = min det
Gt 
s.t. B
k = ≥ 0 subject to (28) using SDP;21

k
X̂t−1 T  9. Explore the additional constraints (10.5) and (10.6)
k = 1K
271 according to (22);

J. Comput. Theor. Nanosci. 12, 5504–5516, 2015 5511

 A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment Havyarimana et al.

10. Update det
Gt ; therefore called HCTO (non-gn) and HCTO (gn) respec-
11. End for tively, where “non-gn” stands for “non-Gaussian noise”
and “gn” for “Gaussian noise.” We also compared the
4. EXPERIMENTAL RESULTS performance of HCTO method by taking as references
the most nonlinear estimation methods extensively used in
In order to experimentally validate the effectiveness of
the literature such as Particle filter (PF)35 which does not
our proposed HCTO method, the vehicle state was esti-
require the noise to be Gaussian and Unscented Kalman
mated in real-setting experiments. Indeed, the test vehicle
Filter (KF)36 which is assumed to successfully approxi-
was driven along different roads in Hunan University area
mate a Gaussian distribution of the system.
(an open air environment) with different velocities for
Figures 3 and 4 present a comparison of the state esti-
about 5 minutes. A Smartphone, Samsung Galaxy S4, on
mation methods from the two alternatives as well as the PF
board the vehicle was with Android OS v4.2.2 as operating
and UKF. For simplicity, the experiments were conducted
system. This device not only comprises an Assisted-Global
only for PF and UKF when noises are non-Gaussian dis-
Positioning System (A-GPS) support and GLONASS but
tributed and Gaussian distributed in order to make bet-
it also includes the usual accelerometer, gyroscope, prox-
ter comparison with HCTO (non-gn) and HCTO (gn)
imity, compass and ambient light sensors for improv-
respectively.
ing urban navigation performance. Data from Smartphone
From Figures 3 and 4, one can see that defining the pro-
were uploaded into a Laptop computer and converted to
cess and measurement noises as non-Gaussian model in
excel spreadsheets.
HCTO (g = 2) increases notably the vehicle state accuracy
Moreover, although the device comprises two naviga-
because, in this case, the estimated variance-covariance
tion systems, data from different satellites in view were
matrix based MLE which represents the noise weight
collected using only A-GPS during the road experiments.
become smaller.
This new advanced technology based on mobile computing
In addition, even though UKF can favorably tackle the
system has gained a large popularity nowadays in various
32 Gaussian noises, HCTO (gn) presents better vehicle state
applications such as in target localization and tracking
accuracy. In fact, the constraints used for dealing the pro-
systems.33 Other benefits of choosing the sensors embed-
cess and measurement noises makes HCTO (gn) well con-
ded in Smartphone over the ones on-board the vehicle for
ditioned since the constrained view leads us to forcing
vehicle positioning can also be found in Ref. [4].33
IP: 88.198.3.13 On: Thu, 09theAugtrace2018
of the04:56:53
estimated noise covariance matrices to the
Copyright: American Scientific
boundary,Publishers
 = 1. This allows it to increase the state accu-
RESEARCH ARTICLE

4.1. Comparison and Analysis Results Delivered byracy

In this experiment, at each time t = 1     T (T = 295 s),
the input measurements to the adopted methods come from
two different sensors, i.e., GPS and accelerometer; both
embedded in the Smartphone. GPS produces the vehi-
cle position (latitude, longitude) and velocity whereas the
accelerometer provides the acceleration. Besides, although
the velocity measured by a GPS and the acceleration mea-
sured by the accelerometer are inherently three-dimension
(i.e., vx , vy , vz and ax , ay , az ), one-dimension (i.e., vx and
ax ) was used in our experiments, for simplicity.
The test was then started with X0 =
Ingentawhereas UKF suffers from larger process and mea-
surement noise variances.36 Also, PF is less accurate than
HCTO (non-gn) although both are feed with non-Gaussian
noises in this experiment. This is because HCTO has, with
the addition of the inequality constraints and the used
method to optimize the upper bound for the state estima-
tion error , the proper statistics of the process and measure-
ment noise sequences t and t . Hence, the constrained
estimation problem formulated through HCTO accurately
112.955
Longitude(Deg)

true
1129415 281827 34885 08200 as initial values 112.95
HCTO (non-gn)
HCTO(gn)
PF
which represent respectively the initial longitude [deg], 112.945 UKF
2
latitude [deg], velocity [m/s], and acceleration [m/s ].
112.94
This implies that the dimension of the state is n = 4.
112.935
To achieve the better accuracy using the proposed 0 50 100 150 200 250 300
method, different parameters are set as follows: the Time(s)
interval time t is set to 1 s, 0 = 0 to 01 01 28.2
true
Latitude(Deg)

2 2 2 2 HCTO (non-gn)
01 01, R0 to diag
002  001  10  10 , Q0 to 28.195 HCTO(gn)
PF
2 2 2
diag
01  10  002 002 , G0 to diag
10 10 00 10 28.19 UKF

and the weight constraints associated with the noises  is 28.185

set to 1.22 The gain matrix Lt developed in Ref. [34] is 28.18
used to design the filtering system as stated in (4). The 0 50 100 150 200 250 300
Time(s)
proposed method is tested under the assumption that the
shape parameter g = 2 and g = 0 for noises which are Fig. 3. It depicts the actual and the estimated vehicle state in terms of
non-Gaussian and Gaussian distributed and this method is latitude and longitude using HCTO (non-gn), HCTO (gn), PF, and UKF.

5512 J. Comput. Theor. Nanosci. 12, 5504–5516, 2015

Havyarimana et al. A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment

30 9
true
HCTO (non-gn) shape=0.5
Velocity(m/s)

20 HCTO(gn) shape=1
PF 8 shape=3
UKF shape=5
10 shape=8
7
0
6
–10
0 50 100 150 200 250 300

RMSE
5
Time(s)
40 4
Acceleration(m/s2)

true
HCTO (non-gn)
HCTO(gn) 3
20 PF
UKF
2
0
1
–20
0 50 100 150 200 250 300 0
Longitude Latitude Velocity Acceleration
Time(s)
Vehicle state
Fig. 4. It depicts the actual and the estimated vehicle state in terms of
velocity and acceleration using HCTO (non-gn), HCTO (gn), PF, and Fig. 6. Comparison of the vehicle state estimation in terms of RMSE
UKF. based on HCTO with different values of the shape.

the high confidence for the state estimation methods. It is

models the non-Gaussian variables t and t compared
to PF.
4.2. Statistical Evaluation
In order to obtain a quantitative comparison, a statistical
evaluation of the state errors is conducted, based on root
mean-square errors (RMSE) as the metric of estimation
performance. The performance in terms of RMSE of the
IP: 88.198.3.13 On: Thu, 09
adopted methods is illustrated in Figures 5 and 6.
Copyright: American Scientific Publishers other hand, PF performs better than UKF.
noticeable that HCTO method has smaller RMSE than PF
and UKF.
This is mainly due to the way HCTO addressed the
problem related to the noises by imposing the constrained
conditions as well as the implementation of the upper
bound for the state estimation error. The presence of con-
straints in PF could increase its performance11 since they
are Aug
crucial for 04:56:53
an accurate state estimate in practical appli-
2018
cations. On the

RESEARCH ARTICLE
Figure 6 highlights the performance of different algo- byInIngenta
Delivered fact, given sufficient number of samples (1500 in our
rithms used in this work in terms of RMSE whereas case), PF can successfully handle the process and mea-
Figure 6 illustrates the comparison of the vehicle state esti- surement noise variance and this decreases the RMSE.37
mation based on HCTO with different values of the shape It should be specified however that in terms of computa-
parameter of GED. Figure 5 indeed plots the RMSE for tional time, the UKF is a considerably faster tool than the
all adopted estimation methods based on the components PF technique given that, the latter requires an important
of the vehicle position (latitude and longitude) as well as amount of samples to be more accurate and this makes
its velocity and acceleration. Recall that low RMSE imply it more computer-intensive.11 Furthermore, the difference
between HCTO (gn), g = 0 and HCTO (non-gn), g = 2 in
20 terms of RMSE is related to the estimated large process
Longitude (deg) and measurement noise variance (or covariance matrix)
18 Latitude (deg)
Velocity (ms–1)
of HCTO (gn) which makes the method inefficient and
16 therefore produces the large value of RMSE. What’s more,
Acceleration (ms–2)
14 notice that RMSE becomes smaller as the shape parameter
12
value increases.
To determine whether this conclusion is consistent
RMSE

10
across different values, we analyzed how the experimental
8 results vary when tackling other different values; more pre-
6 cisely, the behavior of HCTO by setting the shape param-
eter value g ∈ 05 1 3 5 8 was studied as illustrated
4
in Figure 6. Outstandingly, the performance improvements
2 of the proposed method in terms of RMSE for the vehi-
0 cle state are particularly important when handling larger
HCTO (non-gn) HCTO (gn) PF UKF
shape parameter values which in turn decrease the esti-
State estimation methods mated weight (covariance) of the process and measurement
Fig. 5. Comparison of the state estimation methods in terms of RMSE noises implemented in the first two objective functions of
related to the vehicle state. HCTO.

J. Comput. Theor. Nanosci. 12, 5504–5516, 2015 5513

 A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment
4.3. Computational Complexity
The influence of the generalized error distribution (GED)
on HCTO algorithm is finally evaluated based on the time
complexity of MLE. The simulation was conducted using
MATLAB as the data processing software installed in an
X86-based PC with a CPU clock speed of 2.70 GHz and
2 GB of RAM. As specified in subsection 3.1.1. (b); thanks
to the MLE, the cost of the original GED is reduced
from O
n2 ∗ N  computation to O
n ∗ N  where N = 500
represents the number of samples and n is the sample
dimension.
Figure 7 in fact, illustrates the average execution times
(in terms of CPU time) for estimating the vehicle state
using HCTO (non-gn) and HCTO (gn) in presence and
absence of MLE for different numbers of samples. From
this comparison, two observations are made:
(1) The execution time associated to both HCTO (non-gn)
and HCTO (gn) without MLE is more computer-intensive
than HCTO in presence of MLE;
(2) In presence of MLE, the execution time using HCTO
(non-gn) where the shape parameter g = 2 is less
computer-intensive than HCTO (gn) where the shape
parameter g = 0.
This implies that the weight of the process and measure-
ment noise expressed in terms of the estimated variance-
covariance (using MLE) influences the execution time of
the proposed method.
IP: 88.198.3.13 On: Thu, 09 mentAug
Finally, we find that the aforementioned results
Copyright: from Scientific
American
RESEARCH ARTICLE
the comparison study clearly demonstrate the Delivered
practica- by Ingenta
bility for taking into account the process and measure-
ment noises as non-Gaussian model and the use of
different constraints to achieve a near-optimal vehicle state
accuracy. Moreover, comparing the performance of the
adopted estimation methods (PF, UKF) with HCTO, it is
Havyarimana et al.
obvious that the use of the latter for solving the vehicle
state estimation problems in non-Gaussian environment is
warranted.
5. CONCLUSION
This paper investigated the problem of using a hierarchical
tri-objective optimization method to estimate the vehicle
state. The main advantage of the proposed method is that
it can reduce the complexity of the problem by solving
several smaller sub-problems, which in turn yields a reduc-
tion of the computational cost of the global problem. This
method was tested under the assumption that the process
and measurement noises are non-Gaussian and Gaussian
distributed and was also compared with the existing esti-
mation methods. Experimental results confirm that HCTO
presents higher accuracy estimation and lower RMSE for
vehicle state when the process and measurement noises
are particularly non-Gaussian distributed. Moreover, it was
demonstrated that the proposed method HCTO in presence
of MLE is computationally less demanding than HCTO
without MLE and the value variation of the shape param-
eter of GED also influences the computational complexity.
Our proposed method was tested only in one scenario, on
vehicle information collected in outdoor environment. In
our future work, we plan to improve the proposed method
by taking into account another scenario, indoor environ-
2018GPS
where 04:56:53
signals are too weak or absent. In addi-
Publishers
tion, as
we only tested the adopted methods on single-
dimensional system of velocity and acceleration, there is
further need for the extension of the evaluation to other
two-dimensional system.
Appendix A: Proof of the Proposition 1
In particular, letting g = 0 reveals that (5a) becomes:

× 105 shape = 2 p
t  g = 0 t  t 

3
  
Execution time (s)

HCTO (non-gn)
 t − t 2
HCTO (non-gn) without MLE −1
= M
0t exp −J
0    (A.1)
t 
2

1
where
0 √
0 50 100 150 200 250 300 350 400 450 500  3/21/2
1/2 1/2 1
Number of samples M
0 = = √ 3/2 = √
 1/23/2
 2
5 shape = 0
× 10
4 and   √
Execution time (s)

HCTO (gn)  3/2 1/2  1

3 HCTO (gn) without MLE J
0 = = √ =
 1/2  2
2

1 Then, by plugging these results into (A.1) leads to the

following Gaussian distribution:
0
0 50 100 150 200 250 300 350 400 450 500
Number of samples p
t  g = 0 t  t 
  2 
Fig. 7. Influence of MLE on HCTO algorithm in terms of execution 1 1   − t 
time for g = 2 (non-Gaussian distribution) and g = 0 (Gaussian = √ t−1 exp −  t Q.E.D
distribution). 2 2 t 

5514 J. Comput. Theor. Nanosci. 12, 5504–5516, 2015

Havyarimana et al. A Two-Task HCTO Approach for Vehicle State Estimation Under Non-Gaussian Environment

Appendix B: Proof of (15a) and (15b) N J
g 2 −
2+g/1+g

⇔− +
 
By applying (13), the likelihood function is then computed 2t2 1 + g t
as follows:

N ×
it − t 2/
1+g  = 0
L= p
it  g t  t  = p
1t  2t      Nt  i=1

J
g

i=1 N
  1   N
 t − t 2/
1+g ⇔− +
i − t 2/
1+g  = 0
−1 N
=
M
gt  exp −J
g   2
1 + gt2 i=1 t
t 
 2  In case of the process noise, its estimated variance is there-
 
  − t 2/
1+g fore given by
× exp −J
g t  
t  2J
g
N
  N   ˆ 2 =
i − ˆ  2/
1+g 
 t − t 2/
1+g N
1 + g i=1 t

× exp −J
g 
t  as stated in (16a).
N   i  

 t − t 2/
1+g Similarly, the estimated variance related to the measure-
−1 N
=
M
gt  exp −J
g  
i=1 t  ment noise is given by:
2J
g
N
The maximum log-likelihood estimation is defined as: ˆ 2 =
i − ˆ  2/
1+g 
 i  N
1 + g i=1 t

N    − t 2/
1+g

log L = l = N log
M
gt−1  − J
g t  as stated in (16b). Q.E.D
i=1
t 
The MLE of the means  and  related to the process Acknowledgment: This work was partly supported
and measurement noises are obtained by using (12): by National Natural Science Foundations of China
 (Nos. 61272061 and 61301148), the fundamental
  −1 research funds for the central universities of China

log L = N log
M
gt 
  (Nos. 531107040263, 531107040276), the Research Funds
  IP: 2/
1+g  On: Thu, 09
88.198.3.13 for Aug
the 2018
Doctoral Program of Higher Education of
04:56:53

N   − t 
i
− 
J
g t Copyright: =
American
0 Scientific Publishers
China (Nos. 20120161120019 and 20130161110002)
t 

RESEARCH ARTICLE
i=1 Delivered byand
Ingenta
the Hunan Natural Science Foundations of China
 N  i 2/
1+g  (Nos. 10JJ5069 and 14JJ7023).

 t − t 
⇔
 i=1  t 
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Received: 12 June 2015. Accepted: 7 July 2015.

IP: 88.198.3.13 On: Thu, 09 Aug 2018 04:56:53

Copyright: American Scientific Publishers
RESEARCH ARTICLE

Delivered by Ingenta

5516 J. Comput. Theor. Nanosci. 12, 5504–5516, 2015