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Nonlinear State Estimation using Particle Filters on the Stiefel Manifold

Abstract: 

Many problems in statistical signal processing involve tracking the state of a dynamic system that evolves on a Stiefel manifold. To this aim, we introduce in this paper a novel particle filter algorithm that approximates the optimal importance function on the Stiefel manifold and is capable of handling nonlinear observation functions. To sample from the required importance function, we develop adaptations of previous MCMC algorithms. We verify via numerical simulations that, in a scenario with a strongly nonlinear observation model, the new proposed method outperforms existing algorithms that use the prior importance function at the cost, however, of increased computational complexity.

https://ieeexplore.ieee.org/document/8683866

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Paper Details

Authors:
Claudio Bordin Jr., Marcelo G. S. Bruno
Submitted On:
8 May 2019 - 4:39pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
Claudio Bordin Jr.
Paper Code:
SPTM-P2.3
Document Year:
2019
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[1] Claudio Bordin Jr., Marcelo G. S. Bruno, "Nonlinear State Estimation using Particle Filters on the Stiefel Manifold", IEEE SigPort, 2019. [Online]. Available: http://sigport.org/3903. Accessed: Sep. 20, 2020.
@article{3903-19,
url = {http://sigport.org/3903},
author = {Claudio Bordin Jr.; Marcelo G. S. Bruno },
publisher = {IEEE SigPort},
title = {Nonlinear State Estimation using Particle Filters on the Stiefel Manifold},
year = {2019} }
TY - EJOUR
T1 - Nonlinear State Estimation using Particle Filters on the Stiefel Manifold
AU - Claudio Bordin Jr.; Marcelo G. S. Bruno
PY - 2019
PB - IEEE SigPort
UR - http://sigport.org/3903
ER -
Claudio Bordin Jr., Marcelo G. S. Bruno. (2019). Nonlinear State Estimation using Particle Filters on the Stiefel Manifold. IEEE SigPort. http://sigport.org/3903
Claudio Bordin Jr., Marcelo G. S. Bruno, 2019. Nonlinear State Estimation using Particle Filters on the Stiefel Manifold. Available at: http://sigport.org/3903.
Claudio Bordin Jr., Marcelo G. S. Bruno. (2019). "Nonlinear State Estimation using Particle Filters on the Stiefel Manifold." Web.
1. Claudio Bordin Jr., Marcelo G. S. Bruno. Nonlinear State Estimation using Particle Filters on the Stiefel Manifold [Internet]. IEEE SigPort; 2019. Available from : http://sigport.org/3903