Log-PF: Particle Filtering in Logarithm Domain

Abstract EN

This paper presents a particle filter, called Log-PF, based on particle weights represented on a logarithmic scale.

In practical systems, particle weights may approach numbers close to zero which can cause numerical problems.

Therefore, calculations using particle weights and probability densities in the logarithmic domain provide more accurate results.

Additionally, calculations in logarithmic domain improve the computational efficiency for distributions containing exponentials or products of functions.

To provide efficient calculations, the Log-PF exploits the Jacobian logarithm that is used to compute sums of exponentials.

We introduce the weight calculation, weight normalization, resampling, and point estimations in logarithmic domain.

For point estimations, we derive the calculation of the minimum mean square error (MMSE) and maximum a posteriori (MAP) estimate.

In particular, in situations where sensors are very accurate the Log-PF achieves a substantial performance gain.

We show the performance of the derived Log-PF by three simulations, where the Log-PF is more robust than its standard particle filter counterpart.

Particularly, we show the benefits of computing all steps in logarithmic domain by an example based on Rao-Blackwellization.