Abstract

The particle flow filters, proposed by Daum & Hwang, provide a powerful means for density-based nonlinear filtering but their computation is intense and may be prohibitive for real-time applications. This paper proposes a design for superfast implementation of the exact particle flow filter using a field-programmable gate array (FPGA) as a parallel environment to speedup computation. Simulation results from a nonlinear filtering example are presented to demonstrate that using FPGA can dramatically accelerate particle flow filters through parallelization at the expense of a tolerable loss in accuracy as compared to nonparallel implementation.

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