The Rao-Blackwellized Particle Filter: A Filter Bank Implementation
<p/> <p>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 <...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2010-01-01
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| Series: | EURASIP Journal on Advances in Signal Processing |
| Online Access: | http://asp.eurasipjournals.com/content/2010/724087 |
| Summary: | <p/> <p>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 <it>Rao-Blackwellized particle filter</it> (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.</p> |
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| ISSN: | 1687-6172 1687-6180 |