Distributed particle filtering under real-time constraints. Bozkurt, A. K. & Cemgil, A. T. In 2017 25th European Signal Processing Conference (EUSIPCO), pages 1584-1588, Aug, 2017.
Paper doi abstract bibtex Particle filters are powerful methods for state estimation in nonlinear/non-Gaussian dynamical systems. However due to the heavy computational requirements, they may not satisfy the real-time constraints in many applications requiring a large number of particles. By means of distributed implementation, real-time particle filtering can be achieved. However, the resampling stage in particle filters requires particle interaction which causes communication overhead. In this work, we propose a distributed resampling algorithm based on Butterfly Resampling previously described in the literature. We describe three interaction schemes (i) the complete interaction, (ii) the pairwise interaction where the nodes are constrained to communicate in pairs and (iii) the partial pairwise interaction in which only one pair is allowed to communicate. The goal is to diminish the communication cost in exchange for negligible loss of effective sample size. We conduct experiments on a cluster environment and compare our methods in terms of execution time, communication time and effective sample size. We find that the sparse interaction schemes show better performance for distributed systems and they keep the effective sample size nearly as high as the complete interaction scheme does.
@InProceedings{8081476,
author = {A. K. Bozkurt and A. T. Cemgil},
booktitle = {2017 25th European Signal Processing Conference (EUSIPCO)},
title = {Distributed particle filtering under real-time constraints},
year = {2017},
pages = {1584-1588},
abstract = {Particle filters are powerful methods for state estimation in nonlinear/non-Gaussian dynamical systems. However due to the heavy computational requirements, they may not satisfy the real-time constraints in many applications requiring a large number of particles. By means of distributed implementation, real-time particle filtering can be achieved. However, the resampling stage in particle filters requires particle interaction which causes communication overhead. In this work, we propose a distributed resampling algorithm based on Butterfly Resampling previously described in the literature. We describe three interaction schemes (i) the complete interaction, (ii) the pairwise interaction where the nodes are constrained to communicate in pairs and (iii) the partial pairwise interaction in which only one pair is allowed to communicate. The goal is to diminish the communication cost in exchange for negligible loss of effective sample size. We conduct experiments on a cluster environment and compare our methods in terms of execution time, communication time and effective sample size. We find that the sparse interaction schemes show better performance for distributed systems and they keep the effective sample size nearly as high as the complete interaction scheme does.},
keywords = {particle filtering (numerical methods);signal sampling;state estimation;communication cost;execution time;communication time;sparse interaction schemes;distributed systems;complete interaction scheme;real-time constraints;state estimation;distributed implementation;real-time particle filtering;resampling stage;particle interaction;communication overhead;distributed resampling algorithm;Butterfly Resampling;partial pairwise interaction;distributed particle filtering;nonlinear-non-Gaussian dynamical systems;Sparse matrices;Real-time systems;Europe;Signal processing;Signal processing algorithms;Algorithm design and analysis;RNA},
doi = {10.23919/EUSIPCO.2017.8081476},
issn = {2076-1465},
month = {Aug},
url = {https://www.eurasip.org/proceedings/eusipco/eusipco2017/papers/1570347786.pdf},
}
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