A spatial-domain multiresolutional particle filter with thresholded wavelets

Lang Hong

doi:10.1016/j.sigpro.2006.12.005

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A spatial-domain multiresolutional particle filter with thresholded wavelets

2007-06-01

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Lang Hong *

D. Wicker

DOI：10.1016/j.sigpro.2006.12.005

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Abstract

En 中文

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.

Keywords:

particle filters

nonlinear/non-Gaussian estimation

computational efficiency

multiresolutional processing techniques

wavelets

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