Particle degeneracy: root cause and solution

Fred Daum; Jim Huang

doi:10.1117/12.877167

5 May 2011 Particle degeneracy: root cause and solution

Fred Daum, Jim Huang

Proceedings Volume 8050, Signal Processing, Sensor Fusion, and Target Recognition XX; 80500W (2011) https://doi.org/10.1117/12.877167
Event: SPIE Defense, Security, and Sensing, 2011, Orlando, Florida, United States

Abstract

We have solved the well known and important problem of particle degeneracy for particle filters. Our filter is roughly seven orders of magnitude faster than standard particle filters for the same estimation accuracy. The new filter is four orders of magnitude faster per particle, and it requires roughly three orders of magnitude fewer particles to achieve the same accuracy as a standard particle filter. Typically we beat the EKF or UKF accuracy by approximately two orders of magnitude for difficult nonlinear problems.

Citation Download Citation

Fred Daum and Jim Huang "Particle degeneracy: root cause and solution", Proc. SPIE 8050, Signal Processing, Sensor Fusion, and Target Recognition XX, 80500W (5 May 2011); https://doi.org/10.1117/12.877167

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