An improvement on resampling algorithm of particle filters

X Fu, Y Jia - IEEE Transactions on Signal Processing, 2010 - ieeexplore.ieee.org
X Fu, Y Jia
IEEE Transactions on Signal Processing, 2010ieeexplore.ieee.org
In this correspondence, an improvement on resampling algorithm (also called the systematic
resampling algorithm) of particle filters is presented. First, the resampling algorithm is
analyzed from a new viewpoint and its defects are demonstrated. Then some exquisite work
is introduced in order to overcome these defects such as comparing the weights of particles
by stages and constructing the new particles based on quasi-Monte Carlo method, from
which an exquisite resampling (ER) algorithm is derived. Compared to the resampling …
In this correspondence, an improvement on resampling algorithm (also called the systematic resampling algorithm) of particle filters is presented. First, the resampling algorithm is analyzed from a new viewpoint and its defects are demonstrated. Then some exquisite work is introduced in order to overcome these defects such as comparing the weights of particles by stages and constructing the new particles based on quasi-Monte Carlo method, from which an exquisite resampling (ER) algorithm is derived. Compared to the resampling algorithm, the proposed algorithm can maintain the diversity of particles thus avoid the sample impoverishment in particle filters, and can obtain the same estimation accuracy through less number of sample particles. These advantages are finally verified by simulations of non-stationary growth model and a re-entry ballistic object tracking.
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