NDLI: Simplified Marginalized Particle Filtering for Tracking Multimodal Posteriors

Content Provider	IEEE Xplore Digital Library
Author	Lu, Ting Bugallo, Monica F. Djuric, Petar M.
Copyright Year	2007
Description	Author affiliation: Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY 11794, USA. e-mail: tinglu@ece.sunysb.edu (Lu, Ting) \|\| Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY 11794, USA. e-mail: djuric@ece.sunysb.edu (Djuric, Petar M.) \|\| Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY 11794, USA. e-mail: monica@ece.sunysb.edu (Bugallo, Monica F.)
Abstract	In this paper we introduce a simplified marginalized particle filtering method for dynamic systems with nonlinear and conditionally linear states with the marginal posteriors of the nonlinear states being multimodal. We propose a particle filter that employs Rao-Blackwellization by only one Kalman filter per mode for marginalizing the unknown linear states of the system. The validity of the method is tested through computer simulations by applying it to a tracking problem with only two static sensors measuring received signal strength. The results show that the new particle filter performs similarly as that based on traditional Rao-Blackwellization while at the same time it requires much less computations.
Starting Page	269
Ending Page	273
File Size	680139
Page Count	5
File Format	PDF
ISBN	9781424411979
DOI	10.1109/SSP.2007.4301261
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-08-26
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Filtering Particle tracking Particle filters State estimation Yttrium Nonlinear filters Vectors Electronic mail Nonlinear dynamical systems Testing multimodality Particle filtering Rao-Blackwellization
Content Type	Text
Resource Type	Article

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