12,648 research outputs found
Adapting the Number of Particles in Sequential Monte Carlo Methods through an Online Scheme for Convergence Assessment
Particle filters are broadly used to approximate posterior distributions of
hidden states in state-space models by means of sets of weighted particles.
While the convergence of the filter is guaranteed when the number of particles
tends to infinity, the quality of the approximation is usually unknown but
strongly dependent on the number of particles. In this paper, we propose a
novel method for assessing the convergence of particle filters online manner,
as well as a simple scheme for the online adaptation of the number of particles
based on the convergence assessment. The method is based on a sequential
comparison between the actual observations and their predictive probability
distributions approximated by the filter. We provide a rigorous theoretical
analysis of the proposed methodology and, as an example of its practical use,
we present simulations of a simple algorithm for the dynamic and online
adaption of the number of particles during the operation of a particle filter
on a stochastic version of the Lorenz system
Multi-Target Tracking in Distributed Sensor Networks using Particle PHD Filters
Multi-target tracking is an important problem in civilian and military
applications. This paper investigates multi-target tracking in distributed
sensor networks. Data association, which arises particularly in multi-object
scenarios, can be tackled by various solutions. We consider sequential Monte
Carlo implementations of the Probability Hypothesis Density (PHD) filter based
on random finite sets. This approach circumvents the data association issue by
jointly estimating all targets in the region of interest. To this end, we
develop the Diffusion Particle PHD Filter (D-PPHDF) as well as a centralized
version, called the Multi-Sensor Particle PHD Filter (MS-PPHDF). Their
performance is evaluated in terms of the Optimal Subpattern Assignment (OSPA)
metric, benchmarked against a distributed extension of the Posterior
Cram\'er-Rao Lower Bound (PCRLB), and compared to the performance of an
existing distributed PHD Particle Filter. Furthermore, the robustness of the
proposed tracking algorithms against outliers and their performance with
respect to different amounts of clutter is investigated.Comment: 27 pages, 6 figure
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