Skip to main navigation Skip to search Skip to main content

An improvement on resampling algorithm of particle filters

  • Xiaoyan Fu*
  • , Yingmin Jia
  • *Corresponding author for this work
  • Beihang University

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Article number5484578
Pages (from-to)5414-5420
Number of pages7
JournalIEEE Transactions on Signal Processing
Volume58
Issue number10
DOIs
StatePublished - Oct 2010

Keywords

  • Nonlinear and non-Gaussian systems
  • particle filters
  • quasi-Monte Carlo method
  • resampling

Fingerprint

Dive into the research topics of 'An improvement on resampling algorithm of particle filters'. Together they form a unique fingerprint.

Cite this