Complexity analysis of the marginalized particle filter

Authors:
R. Karlsson;T. Schon;F. Gustafsson
Affiliations:
Dept. of Electr. Eng., Linkoping Univ., Sweden;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
2005

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Abstract

In this paper, the computational complexity of the marginalized particle filter is analyzed and a general method to perform this analysis is given. The key is the introduction of the equivalent flop measure. In an extensive Monte Carlo simulation, different computational aspects are studied and compared with the derived theoretical results.