DocumentCode
1897635
Title
An alternative approach for the resampling in the bootstrap filter
Author
Jacob, A.M. ; Yoneyama, Takashi
Author_Institution
Div. de Engenharia Eletronica, Inst. Tecnologico de Aeronaut., Sao Paulo
fYear
2005
fDate
17-20 July 2005
Firstpage
1274
Lastpage
1279
Abstract
The resampling step in the bootstrap filter aims at reducing the well-known particle degeneracy phenomenon. In practical applications of particle filters, a large number of particles is used for computing the estimates of desired states. However, the parallelizability of the filter is affected by the resampling that increases the hardware complexity. This paper proposes an alternative method to replace this step by one that, in accordance to the so-called attractor function, moves the particles in the likelihood estimate to regions where the weights are higher. The implementation of this new method allows the parallelization of the algorithm and the particle filter performance is similar to that obtained by the traditional bootstrap method
Keywords
maximum likelihood estimation; particle filtering (numerical methods); signal sampling; attractor function; bootstrap filter; likelihood estimate; particle degeneracy phenomenon; particle filters; resampling; Aerodynamics; Bayesian methods; Electronic mail; Event detection; Hardware; Jacobian matrices; Monte Carlo methods; Particle filters; Sliding mode control; State estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location
Novosibirsk
Print_ISBN
0-7803-9403-8
Type
conf
DOI
10.1109/SSP.2005.1628792
Filename
1628792
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