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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)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2007. , 12 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2813
Keyword [en]
Particle filter, Rao-blackwellization, Kalman filter, Object oriented design, Marginalized particle filter
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56135ISRN: LiTH-ISY-R-2813OAI: oai:DiVA.org:liu-56135DiVA: diva2:316964
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2015-09-22Bibliographically approved

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Hendeby, GustafKarlsson, RickardGustafsson, Fredrik

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
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Language
  • de-DE
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  • nn-NB
  • sv-SE
  • Other locale
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Output format
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