TY - GEN
T1 - Multiple particle filtering with improved efficiency and performance
AU - Djuric, Petar M.
AU - Bugallo, Monica F.
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015/8/4
Y1 - 2015/8/4
N2 - Particle filtering has been widely accepted as an important methodology for processing data represented by state-space models characterized by nonlinearities and/or non-Gaussianities. It is also well documented that particle filtering deteriorates quickly in performance when the dimension of the tracked state becomes large. This limits its application in many science/engineering problems. Previously we have proposed a way of alleviating this deficiency based on the use of multiple particle filtering. According to the approach, a number of particle filters are assigned to track different subsets of the state with time. In this paper, we propose a new method for accurate and efficient implementation of multiple particle filtering. We provide simulation results that demonstrate the performance of the new method.
AB - Particle filtering has been widely accepted as an important methodology for processing data represented by state-space models characterized by nonlinearities and/or non-Gaussianities. It is also well documented that particle filtering deteriorates quickly in performance when the dimension of the tracked state becomes large. This limits its application in many science/engineering problems. Previously we have proposed a way of alleviating this deficiency based on the use of multiple particle filtering. According to the approach, a number of particle filters are assigned to track different subsets of the state with time. In this paper, we propose a new method for accurate and efficient implementation of multiple particle filtering. We provide simulation results that demonstrate the performance of the new method.
KW - high-dimensional systems
KW - multiple particle filtering
KW - state-space models
UR - https://www.scopus.com/pages/publications/84946101083
U2 - 10.1109/ICASSP.2015.7178744
DO - 10.1109/ICASSP.2015.7178744
M3 - Conference contribution
AN - SCOPUS:84946101083
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 4110
EP - 4114
BT - 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
Y2 - 19 April 2014 through 24 April 2014
ER -