Distributed Computation Particle Filters on GPU Architectures for Real-Time Control Applications

We present the design, analysis, and real-time implementation of a distributed computation particle filter on a graphic processing unit (GPU) architecture that is especially suited for fast real-time control applications. The proposed filter architecture is composed of a number of local subfilters that can share limited information among each other via an arbitrarily chosen abstract connected communication topology. We develop a detailed implementation procedure for GPU architectures focusing on distributed resampling as a crucial step in our approach, and describe alternative methods in the literature. We analyze the role of the most important parameters such as the number of exchanged particles and the effect of the particle exchange topology. The significant speedup and increase in performance obtained with our framework with respect to both available GPU solutions and standard sequential CPU methods enable particle filter implementations in fast real-time feedback control systems. This is illustrated via experimental and simulation results using a real-time visual servoing problem of a robotic arm capable of running in closed loop with an update rate of 100 Hz, while performing particle filter calculations that involve over one million particles.