Title
A Modified Rao-Blackwellised Particle Filter.
Abstract
Rao-Blackwellised Particle Filters (RBPFs) are a class of Particle Filters (PFs) that exploit conditional dependencies between parts of the state to estimate. By doing so, RBPFs can improve the estimation quality while also reducing the overall computational load in comparison to original PFs. However, the computational complexity is still too high for many real-time applications. In this paper, we propose a modified RBPF that requires a single Kalman Filter (KF) iteration per input sample. Comparative experiments show that while good convergence can still be obtained, computational efficiency is always drastically increased, making this algorithm an option to consider for real-time implementations.
Year
DOI
Venue
2006
10.1109/ICASSP.2006.1660580
ICASSP
Keywords
Field
DocType
Kalman filters,computational complexity,iterative methods,particle filtering (numerical methods),Kalman Filter,Rao-Blackwellised particle filter,computational complexity
Convergence (routing),Mathematical optimization,Noise measurement,Iterative method,Computer science,Particle filter,Kalman filter,Signal processing algorithms,Computational complexity theory
Conference
Volume
ISSN
Citations 
3
1520-6149
4
PageRank 
References 
Authors
0.54
0
3
Name
Order
Citations
PageRank
Frédéric Mustière1213.29
Miodrag Bolic250358.17
Martin Bouchard317229.67