Digital Signal Processing Reference
In-Depth Information
Fig. 3
Illustration of particle
sharing for fixed, mixed and
adaptive configurations
PE 1
PE1
PE 2
PE2
PE 3
PE3
PE 4
Particles after
resampling
Particles
Fig. 4
In this example, a particle filter with 4 PEs and 16 particles is used. The posterior
distribution of the unknown is presented. After resampling, the most of the probability mass is
contained in PE2
among the PEs is unknown. We refer to the implementation of the RPA algorithm
as 4-mixed configuration.
In order to reduce the amount of particles exchanged through the network as well
as to make the communication deterministic, the parallel particle filtering algorithm
with non-proportional allocation (RNA) is used. The main difference between RNA
