A particle-inspired Monte Carlo tree estimation method in Bayesian filtering

Hong Wu; Dehua Li; Qingguang Li; Hui Shen

doi:10.1117/12.2031337

27 October 2013 A particle-inspired Monte Carlo tree estimation method in Bayesian filtering

Hong Wu, Dehua Li, Qingguang Li, Hui Shen

Proceedings Volume 8920, MIPPR 2013: Parallel Processing of Images and Optimization and Medical Imaging Processing; 89200C (2013) https://doi.org/10.1117/12.2031337
Event: Eighth International Symposium on Multispectral Image Processing and Pattern Recognition, 2013, Wuhan, China

Abstract

A particle-inspired Monte Carlo tree estimation method is proposed to avoid repeating similar simulation and handle the depletion problem in particle filter. Under the inspiration of particles, the method divides the state-space recursively in a top-down manner to form a tree structure that each node in the tree is corresponding to a sub-space. Particles are allocated to the corresponding terminal node during the procedure. Certain size of minimal sub-space or piece is specified to terminate the dividing. Each piece is corresponding to a leaf-node of the tree structure and the prediction probability density in it is approximated by the proportion of its particles in total particles. Instead of importance sampling for each particle, the method takes uniformly random measurements to compute the posterior probability density in each piece. As a result, the method is applied to growth model and has better performance in high SNR environments compared with the Sampling Importance Resampling method.

Citation Download Citation

Hong Wu, Dehua Li, Qingguang Li, and Hui Shen "A particle-inspired Monte Carlo tree estimation method in Bayesian filtering", Proc. SPIE 8920, MIPPR 2013: Parallel Processing of Images and Optimization and Medical Imaging Processing, 89200C (27 October 2013); https://doi.org/10.1117/12.2031337

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