An O(log2N) Fully-Balanced Resampling Algorithm for Particle Filters on Distributed Memory Architectures

Resampling is a well-known statistical algorithm that is commonly applied in the context of Particle Filters (PFs) in order to perform state estimation for non-linear non-Gaussian dynamic models. As the models become more complex and accurate, the run-time of PF applications becomes increasingly slow. Parallel computing can help to address this. However, resampling (and, hence, PFs as well) necessarily involves a bottleneck, the redistribution step, which is notoriously challenging to parallelize if using textbook parallel computing techniques. A state-of-the-art redistribution takes O((log2N)2) computations on Distributed Memory (DM) architectures, which most supercomputers adopt, whereas redistribution can be performed in O(log2N) on Shared Memory (SM) architectures, such as GPU or mainstream CPUs. In this paper, we propose a novel parallel redistribution for DM that achieves an O(log2N) time complexity. We also present empirical results that indicate that our novel approach outperforms the O((log2N)2) approach.

On the performance of particle filters with adaptive number of particles

We investigate the performance of a class of particle filters (PFs) that can automatically tune their computational complexity by evaluating online certain predictive statistics which are invariant for a broad class of state-space models. To be specific, we propose a family of block-adaptive PFs based on the methodology of Elvira et al. (IEEE Trans Signal Process 65(7):1781–1794, 2017). In this class of algorithms, the number of Monte Carlo samples (known as particles) is adjusted periodically, and we prove that the theoretical error bounds of the PF actually adapt to the updates in the number of particles. The evaluation of the predictive statistics that lies at the core of the methodology is done by generating fictitious observations, i.e., particles in the observation space. We study, both analytically and numerically, the impact of the number K of these particles on the performance of the algorithm. In particular, we prove that if the predictive statistics with K fictitious observations converged exactly, then the particle approximation of the filtering distribution would match the first K elements in a series of moments of the true filter. This result can be understood as a converse to some convergence theorems for PFs. From this analysis, we deduce an alternative predictive statistic that can be computed (for some models) without sampling any fictitious observations at all. Finally, we conduct an extensive simulation study that illustrates the theoretical results and provides further insights into the complexity, performance and behavior of the new class of algorithms.

Tracking Multiple Vehicles Constrained to a Road Network From a UAV with Sparse Visual Measurements

Multiple-target tracking algorithms generally operate in the local frame of the sensor and have difficulty with track reallocation when targets move in and out of the sensor field-of-view. This poses a problem when an unmanned aerial vehicle (UAV) is tracking multiple ground targets on a road network larger than its field-of-view. To address this problem, we propose a Rao-Blackwellized Particle Filter (RBPF) to maintain individual target tracks and to perform probabilistic data association when the targets are constrained to a road network. This is particularly useful when a target leaves and then re-enters the UAV’s field-of-view. The RBPF is structured as a particle filter of particle filters. The top level filter handles data association and each of its particles maintains a bank of particle filters to handle target tracking. The tracking particle filters incorporate both positive and negative information when a measurement is received. We implement two path planning controllers, receding horizon and deep reinforcement learning, and compare their ability to improve the certainty for multiple target location estimates. The controllers prioritize paths that reduce each target’s entropy. In addition, we develop an algorithm that computes the upper bound on the filter’s performance, thus facilitating an estimate of the number of UAVs needed to achieve a desired performance threshold.

Intelligent Recognition Method of Vehicle Path with Time Window Based on Genetic Algorithm

Based on particle filter and improved cuckoo genetic algorithm, an algorithm for intelligent vehicle path recognition with a time window is designed. Particle filter (PF) is an influential visual tracking tool; it relies on the Monte Carlo Chain framework and Bayesian probability, which are essential for intelligent monitoring systems. The algorithm first uses particle filters for visual tracking and then obtains the current operating environment of the vehicle, then performs cluster analysis on customer locations, and finally performs path recognition in each area. The algorithm not only introduces particle filters, which are advanced visual tracking, but also improves the cuckoo search algorithm; when the bird’s egg is found by the bird’s nest owner, it needs to randomly change the position of the entire bird’s nest, which speeds up the search speed of the optimal delivery route. Analyze and compare the hybrid intelligent algorithm and the cuckoo search algorithm. Finally, the international standard test set Benchmark Problems is used for testing. The experimental outcomes indicated that the new hybrid intelligent approach is an effective algorithm for handling vehicle routing tasks with time windows.