Algorithmic and Arch itectural Optimizations for Computationally Efiicient Particle Filtering



Aswin C. Sankaranarayanan, Ankur Srivastava, and Rama Chellappa
Abstract: In this paper, we analyze the computational challenges in implementing particle filtering especially to video sequences. Particle filtering is a technique used for filtering non-linear dynamical systems driven by non-Gaussian noise processes. It has found wide-spread applications in detection, navigation and tracking problems. Although, in general, particle filtering methods yield improved results, it is difficult to achieve real time performance. In this paper, we analyze the computational drawbacks of traditional particle filtering algorithms, and present a new method for implementing the particle filter using the Independent Metropolis Hastings sampler. The proposed algorithm does not suffer from any of the drawbacks of the traditional particle filter and is highly amenable to pipelined implementations and parallelization. We analyze the implementations of the proposed algorithm, and in particular concentrate on implementations that have minimum processing times. It is shown that the design parameters for the fastest implementation can be chosen by solving a set of convex programs. The proposed computational methodology was verified over a cluster of PCs for the application of visual tracking. We demonstrate a linear speedup of the algorithm using the methodology proposed in the paper.

IEEE Transactions on Image Processing (to appear in 2008)
A. C. Sankaranarayanan, R. Chellappa and A. Srivastava, "Algorithmic and Architectural Design Methodology for Particle Filters in Hardware", ICCD 2005(pdf)


Aswin Sankaranarayanan