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Complexity Analysis of the Marginalized Particle Filter
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
2004 (engelsk)Inngår i: Proceedings of the 5th Conference on Computer Science and Systems Engineering, 2004, s. 169-Konferansepaper, Publicerat paper (Annet vitenskapelig)
Abstract [en]

In this paper the computational complexity of the marginalized particle lter is analyzed. We introduce an equivalent flop measure to capture floating-point operations as well as other features, which cannot be measured using flops, such as the complexity in generating random numbers and performing the resampling. From the analysis we conclude how to partition the estimation problem in an optimal way for some common target tracking models. Some guidelines on how to increase performance based on the analysis is also given. In an extensive Monte Carlo simulation we study different computational aspects and compare with theoretical results.

sted, utgiver, år, opplag, sider
2004. s. 169-
Emneord [en]
Nonlinear estimation, Marginalized particle filter, Rao-Blackwellization, Kalman filter, Complexity analysis, Equivalent flop
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-24128Lokal ID: 3710OAI: oai:DiVA.org:liu-24128DiVA, id: diva2:244445
Konferanse
5th Conference on Computer Science and Systems Engineering, Norrköping, Sweden, October, 2004
Tilgjengelig fra: 2009-10-07 Laget: 2009-10-07 Sist oppdatert: 2013-03-25

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