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A New Formulation of the Rao-Blackwellized Particle Filter
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0002-1971-4295
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.
2007 (English)In: Proceedings of the 14th IEEE/SP Statistical Signal Processing Workshop, 2007, 84-88 p.Conference paper, Published paper (Refereed)
Abstract [en]

For performance gain and efficiency it is important to utilize model structure in particle filtering. Applying Bayes- rule, present linear Gaussian substructure can be efficiently handled by a bank of Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF), by some authors denoted the marginalized particle filter (MPF), and usually presented in a way that makes it hard to implement in an object oriented fashion. This paper discusses how the solution can be rewritten in order to increase the understanding as well as simplify the implementation and reuse of standard filtering components, such as Kalman filter banks and particle filters. Calculations show that the new algorithm is equivalent to the classical formulation, and the new algorithm is exemplified in a target tracking simulation study.

Place, publisher, year, edition, pages
2007. 84-88 p.
Keyword [en]
Particle filter, Rao-blackwellization, Kalman filter, Object oriented design, Marginalized particle filter
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-38778DOI: 10.1109/SSP.2007.4301223Local ID: 45627ISBN: 978-1-4244-1198-6 (print)OAI: oai:DiVA.org:liu-38778DiVA: diva2:259627
Conference
14th IEEE/SP Statistical Signal Processing Workshop, Madison, WI, USA, August, 2007
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2015-09-22

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Hendeby, GustafKarlsson, RickardGustafsson, Fredrik

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf