The Coordinate Particle Filter - A novel Particle Filter for High Dimensional Systems

2015

Conference Paper

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Parametric filters, such as the Extended Kalman Filter and the Unscented Kalman Filter, typically scale well with the dimensionality of the problem, but they are known to fail if the posterior state distribution cannot be closely approximated by a density of the assumed parametric form. For nonparametric filters, such as the Particle Filter, the converse holds. Such methods are able to approximate any posterior, but the computational requirements scale exponentially with the number of dimensions of the state space. In this paper, we present the Coordinate Particle Filter which alleviates this problem. We propose to compute the particle weights recursively, dimension by dimension. This allows us to explore one dimension at a time, and resample after each dimension if necessary. Experimental results on simulated as well as real data con- firm that the proposed method has a substantial performance advantage over the Particle Filter in high-dimensional systems where not all dimensions are highly correlated. We demonstrate the benefits of the proposed method for the problem of multi-object and robotic manipulator tracking.

Author(s): Wüthrich, M. and Bohg, J. and Kappler, D. and Pfreundt, C. and Schaal, S.
Book Title: Proceedings of the IEEE International Conference on Robotics and Automation
Year: 2015
Month: May

Department(s): Autonomous Motion
Research Project(s): Real-Time Perception meets Reactive Motion Generation
Bibtex Type: Conference Paper (inproceedings)
Paper Type: Conference

DOI: 10.1109/ICRA.2015.7139527

Links: arXiv
Video
Bayesian Filtering Framework
Bayesian Object Tracking
Video:

BibTex

@inproceedings{wuthrich-icra-2015,
  title = {The Coordinate Particle Filter - A novel Particle Filter for High Dimensional Systems},
  author = {W{\"u}thrich, M. and Bohg, J. and Kappler, D. and Pfreundt, C. and Schaal, S.},
  booktitle = {Proceedings of the IEEE International Conference on Robotics and Automation},
  month = may,
  year = {2015},
  month_numeric = {5}
}