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Complexity Analysis of the Marginalized Particle Filter
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2004 (English)In: Proceedings of the 5th Conference on Computer Science and Systems Engineering, 2004, 169- p.Conference paper, Published paper (Other academic)
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.

Place, publisher, year, edition, pages
2004. 169- p.
Keyword [en]
Nonlinear estimation, Marginalized particle filter, Rao-Blackwellization, Kalman filter, Complexity analysis, Equivalent flop
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-24128Local ID: 3710OAI: oai:DiVA.org:liu-24128DiVA: diva2:244445
Conference
5th Conference on Computer Science and Systems Engineering, Norrköping, Sweden, October, 2004
Available from: 2009-10-07 Created: 2009-10-07 Last updated: 2013-03-25

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Karlsson, RickardSchön, ThomasGustafsson, Fredrik

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