Storage Efficient Particle Filters with Multiple Out-of-Sequence Measurements

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

Abstract

A particle filter based solution to the out-of-sequence measurement (OOSM) problem is proposed. The solution is storage efficient, while being computationally fast. The filter approaches the multi-OOSM problem by not only updating the estimate at the most recent time, but also for all times between the OOSM time and the most recent time. This is done by exploiting the complete in-sequence information approach and extending it to nonlinear systems. Simulation experiments on a challenging nonlinear tracking scenario show that the new approach outperforms recent state-of-the-art particle filter algorithms in some respects, despite demanding less storage requirements.

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Subject classification (UKÄ) – MANDATORY

  • Control Engineering
Original languageEnglish
Title of host publication15th International Conference on Information Fusion (FUSION), 2012
PublisherIEEE--Institute of Electrical and Electronics Engineers Inc.
Pages471-478
ISBN (Print)978-1-4673-0417-7
Publication statusPublished - 2012
Publication categoryResearch
Peer-reviewedYes
Event15th International Conference on Information Fusion - Singapore, Singapore
Duration: 2012 Jul 9 → …

Conference

Conference15th International Conference on Information Fusion
CountrySingapore
Period2012/07/09 → …

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