Title :
Complexity analysis of the marginalized particle filter
Author :
Karlsson, Rickard ; Schön, Thomas ; Gustafsson, Fredrik
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
Abstract :
In this paper, the computational complexity of the marginalized particle filter is analyzed and a general method to perform this analysis is given. The key is the introduction of the equivalent flop measure. In an extensive Monte Carlo simulation, different computational aspects are studied and compared with the derived theoretical results.
Keywords :
Kalman filters; Monte Carlo methods; computational complexity; Kalman filter; Monte Carlo simulation; complexity analysis; computational complexity; equivalent flop measure; marginalized particle filter; Computational complexity; Gaussian noise; Information systems; Intersymbol interference; Particle filters; Performance analysis; Probability density function; State estimation; Complexity analysis; Kalman filter; equivalent flop; marginalized particle filter; nonlinear estimation;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2005.857061
