The Rao-Blackwellized Particle Filter: A Filter Bank Implementation
2010 (English)In: EURASIP Journal on Advances in Signal Processing, ISSN 1687-6172, E-ISSN 1687-6180, Vol. 2010, no 724087Article in journal (Refereed) Published
For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF). This contribution suggests an alternative formulation of this well-known result that facilitates reuse of standard filtering components and which is also suitable for object-oriented programming. Our RBPF formulation can be seen as a Kalman filter bank with stochastic branching and pruning.
Place, publisher, year, edition, pages
Hindawi Publishing Corporation, 2010. Vol. 2010, no 724087
Particle filtering, Kalman filtre, Rao-Blackwellized particle filter, Gaussian
IdentifiersURN: urn:nbn:se:liu:diva-67731DOI: 10.1155/2010/724087ISI: 000289090900001OAI: oai:DiVA.org:liu-67731DiVA: diva2:412640