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Sequential Monte Carlo particle filters (PFs) are useful for estimating nonlinear non-Gaussian dynamic system parameters. As these algorithms are recursive, their real-time implementation can be computationally complex. In this paper, we analyze the bottlenecks in existing parallel PF algorithms, and we propose a new approach that integrates parallel PFs with independent Metropolis-Hastings (PPF-IMH) algorithms to improve root mean-squared estimation error performance. We implement the new PPF-IMH algorithm on a Xilinx Virtex-5 field programmable gate array (FPGA) platform. For a one-dimensional problem and using 1,000 particles, the PPF-IMH architecture with four processing elements utilizes less than 5% Virtex-5 FPGA resources and takes 5.85 μs for one iteration. The algorithm performance is also demonstrated when designing the waveform for an agile sensing application.
Signal Processing Systems (SIPS), 2010 IEEE Workshop on
Date of Conference: 6-8 Oct. 2010