@inproceedings{8c15160bc3b04edbb362d36c4597424f,
title = "Particle filtering in high-dimensional systems with Gaussian approximations",
abstract = "In this paper we introduce a new multiple particle filtering approach for problems where the state-space of the system is of highdimension. We propose to break the space into subspaces and to perform separate particle filtering in each of them. The two critical operations of particle filtering, the particle propagation and weight computation of each particle filter are performed wherever necessary with the aid of parametric distributions received from other subspaces. The proposed method is demonstrated by computer simulations and the results show an excellent performance when compared to other implementations of multiple particle filtering.",
keywords = "high-dimensional systems, particle filtering, state-space models",
author = "Bugallo, \{M{\'o}nica F.\} and Djuri{\'c}, \{Petar M.\}",
year = "2014",
doi = "10.1109/ICASSP.2014.6855161",
language = "English",
isbn = "9781479928927",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "8013--8017",
booktitle = "2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014",
note = "2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 ; Conference date: 04-05-2014 Through 09-05-2014",
}