Complex systems and particle filtering

In this paper we address the problem of applying particle filtering to complex systems. In general, we consider complex systems as ones with nonlinearities and high dimensionality of the state space. We examine strategies for filtering where the state space is partitioned into subspaces and where each subspace is explored by its own particle filter. These particle filters are interconnected and communicate essential information that is necessary for accurate operation of the particle filters. We demonstrate the proposed approach on a simulated complex system.