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A spatial-domain multiresolutional particle filter with thresholded wavelets
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DOI：10.1016/j.sigpro.2006.12.005.png)
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Particle filters have been proven to be very effective for nonlinear/non-Gaussian filtering. However, the most notorious disadvantage of a particle filter is its formidable computational complexity, since hundreds (even thousands) of particles are usually needed to achieve a required approximation accuracy. It has also been proven that one of the techniques of truly solving a computational problem is multiresolutional processing, both in temporal and spatial domains. Therefore, in this paper we propose a multiresolutional particle filter in the spatial domain using thresholded wavelets to reduce significantly the number of particles, meanwhile maintaining the full strength of a particle filter. (c) 2007 Elsevier B.V. All rights reserved.
Keyword:
particle filters
nonlinear/non-Gaussian estimation
computational efficiency
multiresolutional processing techniques
wavelets
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