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Particle filtering for high-dimensional systems

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

39 Scopus citations

Abstract

Particle filtering methods aim at tracking probability distributions sequentially in time. One of the main challenges of these methods is their accuracy in high-dimensional state spaces. Namely, it can be shown that if the dimensions of these spaces are sufficiently high, the obtained results by particle filtering are practically useless. In this paper, we propose an approach for addressing this problem. It is based on breaking the high-dimensional distribution of the complete state into smaller dimensional (marginalized) distributions and attempting to track these distributions in a novel way as accurately as possible. We demonstrate the proposed approach with computer simulations.

Original languageEnglish
Title of host publication2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013
Pages352-355
Number of pages4
DOIs
StatePublished - 2013
Event2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013 - Saint Martin, France
Duration: Dec 15 2013Dec 18 2013

Publication series

Name2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013

Conference

Conference2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013
Country/TerritoryFrance
CitySaint Martin
Period12/15/1312/18/13

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