The Rao-Blackwellized Particle Filter: A Filter Bank Implementation. (6th December 2010)

• Record Type: Journal Article
• Authors: Hendeby Hendeby, Gustaf Gustaf; Karlsson Karlsson, Rickard Rickard; Gustafsson Gustafsson, Fredrik Fredrik
• Other Names: Kuruoglu Kuruoglu Ercan Ercan Academic Editor.
• Is Part Of: EURASIP journal on advances in signal processing. Volume 2010(2010)
• Publication Date: 2010-12-06
• Subjects: Signal processing -- Periodicals; Traitement du signal; Signal processing; Periodicals; 621.3822
• DOI: 10.1155/2010/724087
• Languages: English
• ISSNs: 1687-6172

Abstract

Abstract : For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF). This contribution suggests an alternative formulation of this well-known result that facilitates reuse of standard filtering components and which is also suitable for object-oriented programming. Our RBPF formulation can be seen as a Kalman filter bank with stochastic branching and pruning.