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Decentralized Particle Filter with Arbitrary State Decomposition
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0001-8655-2655
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2011 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 59, no 2, 465-478 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, a new particle filter (PF) which we refer to as the decentralized PF (DPF) is proposed. By first decomposing the state into two parts, the DPF splits the filtering problem into two nested subproblems and then handles the two nested subproblems using PFs. The DPF has the advantage over the regular PF that the DPF can increase the level of parallelism of the PF. In particular, part of the resampling in the DPF bears a parallel structure and can thus be implemented in parallel. The parallel structure of the DPF is created by decomposing the state space, differing from the parallel structure of the distributed PFs which is created by dividing the sample space. This difference results in a couple of unique features of the DPF in contrast with the existing distributed PFs. Simulation results of two examples indicate that the DPF has a potential to achieve in a shorter execution time the same level of performance as the regular PF.

Place, publisher, year, edition, pages
IEEE Signal Processing Society, 2011. Vol. 59, no 2, 465-478 p.
Keyword [en]
Parallel algorithms, Particle filtering, Nonlinear system, State estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-66191DOI: 10.1109/TSP.2010.2091639ISI: 000286111100001OAI: oai:DiVA.org:liu-66191DiVA: diva2:402173
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©2011 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.

Available from: 2011-03-07 Created: 2011-03-07 Last updated: 2016-01-11

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Chen, TianshiSchön, ThomasOhlsson, HenrikLjung, Lennart
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