2016
DOI: 10.1007/s40747-016-0028-2
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Particle filtering with applications in networked systems: a survey

Abstract: The particle filtering algorithm was introduced in the 1990s as a numerical solution to the Bayesian estimation problem for nonlinear and non-Gaussian systems and has been successfully applied in various fields including physics, economics, engineering, etc. As is widely recognized, the particle filter has broad application prospects in networked systems, but network-induced phenomena and limited computing resources have led to new challenges to the design and implementation of particle filtering algorithms. I… Show more

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Cited by 25 publications
(19 citation statements)
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“…The developed algorithms in this paper can be applied to a wide range of areas where the systems under investigation are nonlinear and/or non-Gaussian, and the state vectors are subject to soft constraints. Examples may include ground vehicle tracking, air traffic monitoring, maritime navigation, and the other areas beyond target tracking such as networked systems [36] and source term estimation [37]. Finally, we point out that, for those applications where a continuous-time dynamic system is discretized, the information provided by soft state constraints can be applied in a higher sampling rate than the sensor measurements, and hence having a potential to further increase the filtering performance.…”
Section: Discussionmentioning
confidence: 99%
“…The developed algorithms in this paper can be applied to a wide range of areas where the systems under investigation are nonlinear and/or non-Gaussian, and the state vectors are subject to soft constraints. Examples may include ground vehicle tracking, air traffic monitoring, maritime navigation, and the other areas beyond target tracking such as networked systems [36] and source term estimation [37]. Finally, we point out that, for those applications where a continuous-time dynamic system is discretized, the information provided by soft state constraints can be applied in a higher sampling rate than the sensor measurements, and hence having a potential to further increase the filtering performance.…”
Section: Discussionmentioning
confidence: 99%
“…At each iteration, the sampling step is employed to reject some particles, increasing the significance of regions with advanced posterior probability. The particle algorithm is comprise of the following steps [97], [113]- [117]:…”
Section: ) Particle Filtermentioning
confidence: 99%
“…Since the network environment is a nonlinear system, the noise distribution is non-gaussian. Therefore, particle filter algorithm can eliminate noise interference compared with other filtering algorithms, accurately analyze the crosscorrelation model and have more accurate detection effect [18]. This section mainly takes the frequency domain signal in 3.2 as the observed value, and uses the particle filter algorithm for estimation.…”
Section: B the Prediction Error Detection Approachmentioning
confidence: 99%