On the uniform asymptotic convergence of a distributed particle filter

Distributed signal processing algorithms suitable for their implementation over wireless sensor networks (WSNs) and ad hoc networks with communications and computing capabilities have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters. However, most distributed versions of this type of methods involve various heuristic or simplifying approximations and, as a consequence, classical convergence theorems for standard particle filters do not hold for their distributed counterparts. In this paper, we look into a distributed particle filter scheme that has been proposed for implementation in both parallel computing systems and WSNs, and prove that, under certain stability assumptions regarding the physical system of interest, its asymptotic convergence is guaranteed. Moreover, we show that convergence is attained uniformly over time. This means that approximation errors can be kept bounded for an arbitrarily long period of time without having to progressively increase the computational effort.