A proof of uniform convergence over time for a distributed particle filter

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dc.contributor.author Míguez Arenas, Joaquín
dc.contributor.author Vázquez López, Manuel Alberto
dc.date.accessioned 2017-12-22T09:06:34Z
dc.date.available 2018-06-01T22:00:05Z
dc.date.issued 2016-05-01
dc.identifier.bibliographicCitation Signal Processing, 122 (May 2016), pp.152-163
dc.identifier.issn 0165-1684
dc.identifier.uri http://hdl.handle.net/10016/25899
dc.description.abstract Distributed signal processing algorithms have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters (PFs). However, most distributed PFs involve various heuristic or simplifying approximations and, as a consequence, classical convergence theorems for standard PFs do not hold for their distributed counterparts. In this paper, we analyze a distributed PF based on the non-proportional weight-allocation scheme of Bolic et al (2005) and prove rigorously that, under certain stability assumptions, its asymptotic convergence is guaranteed uniformly over time, in such a way that approximation errors can be kept bounded with a fixed computational budget. To illustrate the theoretical findings, we carry out computer simulations for a target tracking problem. The numerical results show that the distributed PF has a negligible performance loss (compared to a centralized filter) for this problem and enable us to empirically validate the key assumptions of the analysis.
dc.description.sponsorship This work was supported by Ministerio de Economia y Competitividad of Spain (project COMPREHENSION TEC2012 38883 C02 01), Comunidad de Madrid (project CASI CAM CM S2013/ICE 2845) and the Office of Naval Research Global (award no. N62909 15 1 2011)
dc.format.extent 11
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Elsevier
dc.rights 0165-1684/ © 2015 Elsevier B.V. All rights reserved
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Particle filtering
dc.subject.other Convergence analysis
dc.subject.other Parallelization
dc.subject.other Distributed algorithms
dc.subject.other Wireless sensor networks
dc.title A proof of uniform convergence over time for a distributed particle filter
dc.type article
dc.subject.eciencia Telecomunicaciones
dc.identifier.doi https://doi.org/10.1016/j.sigpro.2015.11.015
dc.rights.accessRights openAccess
dc.relation.projectID Gobierno de España. TEC2012-38883-C02-01
dc.relation.projectID Comunidad de Madrid. CASI-CAM-CM S2013/ICE-2845
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 152
dc.identifier.publicationissue May 2016
dc.identifier.publicationlastpage 163
dc.identifier.publicationtitle Signal Processing
dc.identifier.publicationvolume 122
dc.identifier.uxxi AR/0000017722
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