New resampling algorithms for particle filters

Resampling is a critically important operation in the implementation of particle filtering. In parallel hardware implementations, resampling becomes a bottleneck due to its sequential nature and the increased complexity it imposes on the traffic of the designed interconnection network. To circumvent some of these difficulties, we propose two new resampling algorithms. The first one, called residual-systematic resampling, combines the merits of both systematic and residual resampling and is suitable for pipelined implementation. It also guarantees fixed duration of the resampling procedure irrespective of the weight distribution of the particles. The second algorithm, referred to as partial resampling, has low complexity and reduces traffic load through the hardware network. These two algorithms should also be considered as resampling methods in simulations on standard computers.