Neighborhood-based regularization of proposal distribution for improving resampling quality in Particle Filters

  • Enrique Martí*
  • , Jesus García
  • , Jose Manuel Molina
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

Abstract

Particle Filter is a sequential Montecarlo algorithm extensively used for solving estimation problems with non-linear and non-Gaussian features. In spite of its relative simplicity, it is known to suffer some undesired effects that can spoil its performance. Among these problems we can account the one known as sample depletion. This paper reviews the different causes of sample depletion and the many solutions proposed in the existing literature. It also introduces a new strategy for particle resampling which relies in a local linearization of the proposal distribution. The particles drawn using the proposed method are not affected by sample impoverishment and can indirectly lead to better results thanks to a reduction in the plant noise employed, as well to increased performance because of requiring a lower number of particles to achieve same results.

Original languageEnglish
Title of host publicationFusion 2011 - 14th International Conference on Information Fusion
Publication statusPublished - 2011
Externally publishedYes
Event14th International Conference on Information Fusion, Fusion 2011 - Chicago, IL, United States
Duration: 5 Jul 20118 Jul 2011

Publication series

NameFusion 2011 - 14th International Conference on Information Fusion

Conference

Conference14th International Conference on Information Fusion, Fusion 2011
Country/TerritoryUnited States
CityChicago, IL
Period5/07/118/07/11

Keywords

  • Estimation
  • Local linearization
  • Particle Filter
  • Regularized
  • Resampling
  • Sample depletion

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