On the performance of parallelisation schemes for particle filtering

On the performance of parallelisation schemes for particle filtering

Abstract Considerable effort has been recently devoted to the design of schemes for the parallel implementation of sequential Monte Carlo (SMC) methods for dynamical systems, also widely known as particle filters (PFs). In this paper, we present a brief survey of recent techniques, with an emphasis...

Full description

Bibliographic Details
Main Authors: Dan Crisan, Joaquín Míguez, Gonzalo Ríos-Muñoz
Format: Article
Language:English
Published: SpringerOpen 2018-05-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Particle filtering
Parallelisation
Convergence analysis
Particle islands
Lorenz 63
Lorenz 96
Online Access:http://link.springer.com/article/10.1186/s13634-018-0552-x

Internet

http://link.springer.com/article/10.1186/s13634-018-0552-x

Similar Items