The Marginalized Auxiliary Particle Filter
2009 (English)In: Proceedings of the 3rd International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2009, 289-292 p.Conference paper (Refereed)
In this paper we are concerned with nonlinear systems subject to a conditionally linear, Gaussian sub-structure. This structure is often exploited in high-dimensional state estimation problems using the marginalized (aka Rao-Blackwellized) particle filter. The main contribution in the present work is to show how an efficient filter can be derived by exploiting this structure within the auxiliary particle filter. Based on a multisensor aircraft tracking example, the superior performance of the proposed filter over conventional particle filtering approaches is demonstrated.
Place, publisher, year, edition, pages
2009. 289-292 p.
Marginalized particle filter, Auxiliary particle filter, Nonlinear filtering, Dynamic systems
IdentifiersURN: urn:nbn:se:liu:diva-50660DOI: 10.1109/CAMSAP.2009.5413276ISBN: 978-1-4244-5180-7ISBN: 978-1-4244-5179-1OAI: oai:DiVA.org:liu-50660DiVA: diva2:271843
3rd International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, Aruba, Dutch Antilles, 13-16 December, 2009
FunderSwedish Foundation for Strategic Research Swedish Research Council