DocumentCode :
2909322
Title :
Particle filtering with adaptive number of particles
Author :
Closas, Pau ; Fernández-Prades, Carles
Author_Institution :
Commun. Subsystems Area, Centre Tecnol. de Telecomunicacions de Catalunya (CTTC), Barcelona, Spain
fYear :
2011
fDate :
5-12 March 2011
Firstpage :
1
Lastpage :
7
Abstract :
Nonlinear/non-Gaussian dynamic systems can be tackled by a number of filtering methods. We are interested in particle filters, which perform a discrete characterization of the posterior distribution of the system based on a random set of points. The dimension of the random set is a design issue and typically large values are required to ensure proper tracking of the system. This is typically solved by a worst-case criterion, involving a waste of computational resources. In this paper we are interested in the design of a particle filtering algorithm which is able to adapt the dimension of its particle pool. The new filter, which uses information from the innovation error to modify the number of particle to use, has shown remarkable results in terms of performance and computational cost reduction.
Keywords :
cost reduction; particle filtering (numerical methods); computational cost reduction; discrete characterization; filtering methods; innovation error; nonlinear/nonGaussian dynamic systems; particle adaptive number; particle filtering algorithm; posterior distribution; Atmospheric measurements; Filtering; Noise; Particle measurements; Target tracking; Technological innovation; Trajectory;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Aerospace Conference, 2011 IEEE
Conference_Location :
Big Sky, MT
ISSN :
1095-323X
Print_ISBN :
978-1-4244-7350-2
Type :
conf
DOI :
10.1109/AERO.2011.5747439
Filename :
5747439
Link To Document :
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