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Quasi-Monte Carlo Gaussian Particle Filtering Acceleration Using CUDA

机译:使用CUDA的准蒙特卡洛高斯粒子滤波加速

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A CUDA accelerated Quasi-Monte Carlo Gaussian particle filter (QMC-GPF) is proposed to deal with real-time non-linear non-Gaussian problems. GPF is especially suitable for parallel implementation as a result of the elimination of resampling step. QMC-GPF is an efficient counterpart of GPF using QMC sampling method instead of MC. Since particles generated by QMC method provides the best-possible distribution in the sampling space, QMC-GPF can make more accurate estimation with the same number of particles compared with traditional particle filter. Experimental results show that our GPU implementation of QMC-GPF can achieve the maximum speedup ratio of 95 on NVIDIA GeForce GTX 460.
机译:提出了一种CUDA加速准蒙特卡洛高斯粒子滤波器(QMC-GPF)来处理实时非线性非高斯问题。由于消除了重采样步骤,因此GPF特别适合于并行实施。 QMC-GPF是使用QMC采样方法而非MC的GPF的有效替代品。由于QMC方法生成的粒子在采样空间中提供了最佳可能的分布,因此与传统的粒子过滤器相比,QMC-GPF可以在相同数量的粒子的情况下进行更准确的估计。实验结果表明,我们的QMC-GPF GPU实现可以在NVIDIA GeForce GTX 460上实现95的最大加速比。

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