Title :
Particle filtering for quantized sensor information
Author :
Karlsson, Rickard ; Gustafsson, Fredrik
Author_Institution :
Dept. of Electr. Eng., Linoping Univ., Linköping, Sweden
Abstract :
The implication of quantized sensor information on filtering problems is studied. The Cramér-Rao lower bound (CRLB) is derived for estimation and filtering on quantized data. A particle filter (PF) algorithm that approximates the optimal nonlinear filter is provided, and numerical experiments show that the PF attains the CRLB, while second-order optimal Kalman filter (KF) approaches can perform quite bad.
Keywords :
nonlinear filters; particle filtering (numerical methods); quantisation (signal); Cramer-Rao lower bound; optimal nonlinear filter; particle filtering; quantized sensor information; Approximation methods; Atmospheric measurements; Estimation; Kalman filters; Noise measurement; Particle measurements; Quantization (signal);
Conference_Titel :
Signal Processing Conference, 2005 13th European
Conference_Location :
Antalya
Print_ISBN :
978-160-4238-21-1
