Title
Parallel recursive estimation using Monte Carlo and orthogonal series expansions
Abstract
Parallelizability of an algorithm is nowadays a highly desirable property as computer hardware is becoming increasingly parallel. In this paper, a formulation of the particle filtering algorithm, suitable for parallel or distributed computing, is proposed. From the particle set, a series expansion is fitted to the posterior probability density function. The global information provided by the particles can in this way be expressed by a few informative coefficients that can be efficiently communicated between the local processing units. Experiments on a shared-memory multicore processor using up to eight cores show that a linear speedup in the number of used cores is achieved.
Year
DOI
Venue
2015
10.1109/ACC.2015.7171939
ACC
Field
DocType
ISSN
Monte Carlo method,Markov chain Monte Carlo,Computer science,Control theory,Parallel computing,Particle filter,Algorithm,Hybrid Monte Carlo,Series expansion,Multi-core processor,Recursion,Speedup
Conference
0743-1619
ISBN
Citations 
PageRank 
978-1-4799-8685-9
0
0.34
References 
Authors
5
2
Name
Order
Citations
PageRank
Olov Rosen1234.10
Alexander Medvedev27222.43