Distributed particle filtering via optimal fusion of Gaussian mixtures

Jichuan Li, Arye Nehorai

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

6 Scopus citations

Abstract

We propose a distributed particle filtering algorithm based on optimal fusion of local posterior estimates. We derive an optimal fusion rule from Bayesian statistics, and implement it in a distributed and iterative fashion via an average consensus algorithm. We approximate local posterior estimates as Gaussian mixtures, and fuse Gaussian mixtures through importance sampling. We prove that under certain conditions the proposed distributed particle filtering algorithm converges to a global posterior estimate locally available at every sensor in the network. Numerical examples are presented to demonstrate the performance advantages of the proposed method in comparison with other posterior-based distributed particle filtering algorithms.

Original languageEnglish
Title of host publication2015 18th International Conference on Information Fusion, Fusion 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1182-1189
Number of pages8
ISBN (Electronic)9780982443866
StatePublished - Sep 14 2015
Event18th International Conference on Information Fusion, Fusion 2015 - Washington, United States
Duration: Jul 6 2015Jul 9 2015

Publication series

Name2015 18th International Conference on Information Fusion, Fusion 2015

Conference

Conference18th International Conference on Information Fusion, Fusion 2015
Country/TerritoryUnited States
CityWashington
Period07/6/1507/9/15

Keywords

  • consensus
  • data fusion
  • Distributed particle filtering
  • Gaussian mixture model
  • importance sampling

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