Gning, A., Ristic, B., Mihaylova, L. et al. (1 more author) (2013) An Introduction to Box Particle Filtering. IEEE Signal Processing Magazine, 30 (4). 165 - 170. ISSN 1053-5888
Abstract
Resulting from the synergy between the sequential Monte Carlo (SMC) method [1] and interval analysis [2], box particle filtering is an approach that has recently emerged [3] and is aimed at solving a general class of nonlinear filtering problems. This approach is particularly appealing in practical situations involving imprecise stochastic measurements that result in very broad posterior densities. It relies on the concept of a box particle that occupies a small and controllable rectangular region having a nonzero volume in the state space. Key advantages of the box particle filter (box-PF) against the standard particle filter (PF) are its reduced computational complexity and its suitability for distributed filtering. Indeed, in some applications where the sampling importance resampling (SIR) PF may require thousands of particles to achieve accurate and reliable performance, the box-PF can reach the same level of accuracy with just a few dozen box particles. Recent developments [4] also show that a box-PF can be interpreted as a Bayes? filter approximation allowing the application of box-PF to challenging target tracking problems [5].
Metadata
Item Type: | Article |
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Authors/Creators: |
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Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 01 Dec 2014 10:21 |
Last Modified: | 09 Aug 2015 01:09 |
Published Version: | http://dx.doi.org/10.1109/MSP.2013.2254601 |
Status: | Published |
Publisher: | IEEE |
Refereed: | No |
Identification Number: | 10.1109/MSP.2013.2254601 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:82264 |