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 |
| _version_ | 1831806141940629504 |
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| author | Karlsson Rickard Gustafsson Fredrik Hendeby Gustaf |
| author_facet | Karlsson Rickard Gustafsson Fredrik Hendeby Gustaf |
| author_sort | Karlsson Rickard |
| collection | DOAJ |
| description | <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> |
| first_indexed | 2024-12-22T19:36:59Z |
| format | Article |
| id | doaj.art-18488ca797384b80999baded93b934ec |
| institution | Directory Open Access Journal |
| issn | 1687-6172 1687-6180 |
| language | English |
| last_indexed | 2024-12-22T19:36:59Z |
| publishDate | 2010-01-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | EURASIP Journal on Advances in Signal Processing |
| spelling | doaj.art-18488ca797384b80999baded93b934ec2022-12-21T18:14:57ZengSpringerOpenEURASIP Journal on Advances in Signal Processing1687-61721687-61802010-01-0120101724087The Rao-Blackwellized Particle Filter: A Filter Bank ImplementationKarlsson RickardGustafsson FredrikHendeby Gustaf<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>http://asp.eurasipjournals.com/content/2010/724087 |
| spellingShingle | Karlsson Rickard Gustafsson Fredrik Hendeby Gustaf The Rao-Blackwellized Particle Filter: A Filter Bank Implementation EURASIP Journal on Advances in Signal Processing |
| title | The Rao-Blackwellized Particle Filter: A Filter Bank Implementation |
| title_full | The Rao-Blackwellized Particle Filter: A Filter Bank Implementation |
| title_fullStr | The Rao-Blackwellized Particle Filter: A Filter Bank Implementation |
| title_full_unstemmed | The Rao-Blackwellized Particle Filter: A Filter Bank Implementation |
| title_short | The Rao-Blackwellized Particle Filter: A Filter Bank Implementation |
| title_sort | rao blackwellized particle filter a filter bank implementation |
| url | http://asp.eurasipjournals.com/content/2010/724087 |
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