A Single Instruction Multiple Data Particle Filter

Particle filters are often claimed to be readily parallelisable. However, the resampling step is non-trivial to implement in a fine-grained parallel architecture. While approaches have been proposed that modify the particle filter to be amenable to such implementation, this paper's novelty lies in its description of a Single Instruction Multiple Data (SIMD) implementation of a particle filter that uses N processors to process N particles. The resulting algorithm has a time complexity of O((log N)
²
) when performing resampling using N processors. The algorithm has been implemented using C for Graphics (CG), a language that enables the heavily pipelined architecture of modern graphics cards to be used to imitate a SIMD processor. Initial results are presented.