Decentralized Particle Filter with Arbitrary State Decomposition
Linköping University Post Print Decentralized Particle Filter with Arbitrary State Decomposition Tianshi Chen, Thomas B. Schön, Henrik Ohlsson and Lennart Ljung N.B.: When citing this work, cite the original article. ©2011 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. Tianshi Chen, Thomas B. Schön, Henrik Ohlsson and Lennart Ljung, Decentralized Particle Filter with Arbitrary State Decomposition, 2011, IEEE Transactions on Signal Processing, (59), 2, 465-478. http://dx.doi.org/10.1109/TSP.2010.2091639 Postprint available at: Linköping University Electronic Press http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-66191 1 Decentralized Particle Filter with Arbitrary State Decomposition Tianshi Chen, Member, IEEE, Thomas B. Sch¨on, Member, IEEE, Henrik Ohlsson, Member, IEEE, and Lennart Ljung, Fellow, IEEE Abstract—In this paper, a new particle filter (PF) which we In this paper, a new PF, which we refer to as the decen- refer to as the decentralized PF (DPF) is proposed. By first tralized PF (DPF), will be proposed. By first decomposing the decomposing the state into two parts, the DPF splits the filtering state into two parts, the DPF splits the filtering problem of problem into two nested sub-problems and then handles the two nested sub-problems using PFs. The DPF has the advantage over system (1) into two nested sub-problems and then handles the regular PF that the DPF can increase the level of parallelism the two nested sub-problems using PFs.
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