The likelihood calculation of a vast number of particles is the computational
bottleneck for the particle filter in applications where the observation
information is rich. For fast computing the likelihood of particles, a
numerical fitting approach is proposed to construct the Likelihood Probability
Density Function (Li-PDF) by using a comparably small number of so-called
fulcrums. The likelihood of particles is thereby analytically inferred,
explicitly or implicitly, based on the Li-PDF instead of directly computed by
utilizing the observation, which can significantly reduce the computation and
enables real time filtering. The proposed approach guarantees the estimation
quality when an appropriate fitting function and properly distributed fulcrums
are used. The details for construction of the fitting function and fulcrums are
addressed respectively in detail. In particular, to deal with multivariate
fitting, the nonparametric kernel density estimator is presented which is
flexible and convenient for implicit Li-PDF implementation. Simulation
comparison with a variety of existing approaches on a benchmark 1-dimensional
model and multi-dimensional robot localization and visual tracking demonstrate
the validity of our approach.Comment: 42 pages, 17 figures, 4 tables and 1 appendix. This paper is a
draft/preprint of one paper submitted to the IEEE Transaction
