MultiPDF particle filtering in state estimation of nonlinear objects

Abstract

This paper presents a new particle filter algorithm (MultiPDF) for state estimation of nonlinear systems. The proposed method is a modification of the standard particle filter approach. Due to the strong need for the acceleration of calculations and an improvement in the estimation quality of state estimation, the authors propose a method which enables one to divide the main particle filter into smaller sub-filters with an accordingly smaller number of particles for each one of them. The algorithm has been implemented for various numbers of particles and subordinate parallel filters. Estimation quality has been checked for nine nonlinear objects (both one- and multidimensional) and evaluated through the quality index, average root-mean-squared error. The computation time of the particle filter algorithm for several hardware configurations has been compared. Based on the obtained results, it can be concluded that, besides the computation acceleration, the parallelization of the particle filter’s operation also improves the estimation quality.