The Marginalized Auxiliary Particle Filter
2010 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2010. , 6 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2934
Marginalized particle filter Auxiliary particle filter Nonlinear filtering Dynamic systems
IdentifiersURN: urn:nbn:se:liu:diva-97543ISRN: LiTH-ISY-R-2934OAI: oai:DiVA.org:liu-97543DiVA: diva2:648381
FunderSwedish Foundation for Strategic Research Swedish Research Council