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The Marginalized Auxiliary Particle Filter
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.
Technische Universität Darmstadt, Germany. (Institute of Telecommunications)
2010 (English)Report (Other academic)
Abstract [en]

In this paper we are concerned with nonlinear systems subject to a conditionally linear, Gaussian sub-structure. This structure is often exploited in high-dimensional state estimation problems using the marginalized (aka Rao-Blackwellized) particle filter. The main contribution in the present work is to show how an efficient filter can be derived by exploiting this structure within the auxiliary particle filter. Based on a multisensor aircraft tracking example, the superior performance of the proposed filter over conventional particle filtering approaches is demonstrated.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2010. , 6 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2934
Keyword [en]
Marginalized particle filter Auxiliary particle filter Nonlinear filtering Dynamic systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-97543ISRN: LiTH-ISY-R-2934OAI: oai:DiVA.org:liu-97543DiVA: diva2:648381
Funder
Swedish Foundation for Strategic Research Swedish Research Council
Available from: 2013-09-16 Created: 2013-09-16 Last updated: 2015-09-14Bibliographically approved

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CiteExportLink to record
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  • apa
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