Title
Algorithm and Parallel Implementation of Particle Filtering and its Use in Waveform-Agile Sensing
Abstract
Sequential Monte Carlo particle filters (PFs) are useful for estimating nonlinear non-Gaussian dynamic system parameters. As these algorithms are recursive, their real-time implementation can be computationally complex. In this paper, we analyze the bottlenecks in existing parallel PF algorithms, and propose a new approach that integrates parallel PFs with independent Metropolis---Hastings (PPF-IMH) resampling algorithms to improve root mean-squared estimation error (RMSE) performance. We implement the new PPF-IMH algorithm on a Xilinx Virtex-5 field programmable gate array (FPGA) platform. For a one-dimensional problem with 1,000 particles, the PPF-IMH architecture with four processing elements uses less than 5% of a Virtex-5 FPGA's resource and takes 5.85 μs for one iteration. We also incorporate waveform-agile tracking techniques into the PPF-IMH algorithm. We demonstrate a significant performance improvement when the waveform is adaptively designed at each time step with 6.84 μs FPGA processing time per iteration.
Year
DOI
Venue
2011
10.1007/s11265-011-0601-2
Journal of Signal Processing Systems
Keywords
Field
DocType
Particle filter,Waveform-agile sensing,Parallel architecture,Field programmable gate array,Target tracking
Nonlinear system,Computer science,Waveform,Particle filter,Parallel computing,Field-programmable gate array,Algorithm,Mean squared error,Real-time computing,Resampling,Recursion,Performance improvement
Journal
Volume
Issue
ISSN
65
2
1939-8018
Citations 
PageRank 
References 
7
0.55
17
Authors
4
Name
Order
Citations
PageRank
Lifeng Miao1233.43
Jun Jason Zhang212218.78
Chaitali Chakrabarti31978184.17
Antonia Papandreou-Suppappola423429.88