Particle Filters: Publications
Particle Flow Filters
- Y. Li and M. Coates,
Particle filtering with invertible particle flow,
IEEE Trans. Signal Processing, vol. 65, no. 16, pp. 4102-4116, Aug. 2017.
Matlab code available here!!
- Y. Li, S. Pal, and M.J. Coates,
Invertible particle-flow-based sequential MCMC with extension to Gaussian mixture noise models,
IEEE Trans. Signal Processing, vol. 67, no. 9, pp. 2499-2512, May 2019.
- S. Pal and M.J. Coates,
Sequential MCMC with the discrete bouncy particle sampler,
in Proc. IEEE Statistical Signal Processing Workshop,
Freiburg, Germany, Jun. 2018.
- S. Pal and M.J. Coates,
Particle flow particle filter for Gaussian mixture noise models,
in Proc. IEEE Int. Conf. Acoustics, Speech and Signal Proc.,
Calgary, Canada, Apr. 2018.
- Y. Li and M.J. Coates,
Sequential MCMC with invertible particle flow, in
Proc. Int. Conf. Acoustics, Speech and Signal Proc. (ICASSP),
New Orleans, LA, USA, Mar. 2017.
Matlab code available here!!
- Y. Li and M.J. Coates,
Fast particle flow particle filters via clustering, in Proc. ISIF Int. Conf. Information Fusion, Heidelberg, Germany, Jul. 2016.
- Y. Li, L. Zhao, M.J. Coates,
Gaussian particle flow implementation of PHD filter, in
Proc. SPIE Symp. Signal Processing, Sensor/Information Fusion, and
Target Recognition, Baltimore, United States, Apr. 2016.
- Y. Li, L. Zhao, M.J. Coates,
Particle flow for particle filtering, in Proc. IEEE Int. Conf. Acoustics, Speech, and Sig. Proc. (ICASSP), Shanghai, China, March 2016.
- Y. Li, L. Zhao, M.J. Coates,
Particle flow auxiliary particle filter, in Proc. IEEE Int. Workshop Comp. Adv. in Multi-Sensor Adaptive Processing (CAMSAP), Cancun, Mexico, Dec. 2015.
- S. Nannuru, S., M. J. Coates, and A. Doucet,
A Gaussian mixture ensemble transform filter for vector
observations, in Proc. SPIE Defense, Security, and Sensing
Symposium, Baltimore, MD, USA, May 2013.
- T. Ding, and M. J. Coates,
Implementation of the Daum-Huang Exact
Flow Particle Filter, in Proc. IEEE Statistical Signal Processing Workshop,
Ann Arbor, Michigan, USA, Aug 2012
Analysis of the Impact of Intermediate Approximation Steps
- S.D. Gupta, M.J. Coates, and M. Rabbat,
Error propagation in gossip-based distributed particle filters,
IEEE Trans. Signal Info. Proc. over Networks, vol. 1, no. 3,
pp. 148-163, Sept. 2015.
- B. Oreshkin and M.J. Coates,
Analysis of error propagation in particle filters with
approximation, Annals of Applied Probability, Vol. 21,
No. 6, pp. 2343-2378, Dec. 2011.
- B. N. Oreshkin and M.J. Coates, Particle filters with approximation steps, in Proc. Int. Workshop Comp. Adv. Multi-Sensor Adapt. Processing, Aruba, Dutch Antilles, Dec. 2009.
- B.N. Oreshkin and M.J. Coates,
Weak sense Lp error bounds for leader-node distributed particle filters,
in Proc. ISIF Int. Conf. Information Fusion, Cologne, Germany, July 2008. Runner-up, Best Student Paper Award.
Distributed Particle Filters
- J. Yu, M.J. Coates and M. Rabbat,
Graph-based compression for
distributed particle filters,
IEEE Trans. Signal Info. Proc. over
Networks, vol. 5, no. 3, pp. 404-417, Sept. 2019.
- J.Y. Yu, M.J. Coates, M.G. Rabbat, and S. Blouin,
A distributed particle filter for bearings-only tracking on spherical surfaces, IEEE Signal Proc. Letters, vol. 23, no. 3, pp. 326-330, Mar. 2016.
- D. Űstebay, R. Castro, M. Coates, and M. Rabbat,
Distributed approximation and tracking using selective gossip, in Compressed Sensing and Sparse Filtering, pp. 325-355, Springer 2016.
- M. Rabbat, M. Coates, S. Blouin,
Graph Laplacian distributed particle filtering, in
Proc. Eur. Signal Proc. Conference, Budapest, Hungary,
Aug. 2016.
- A. Shahid, D. Űstebay and M.J. Coates,
Distributed ensemble Kalman filtering, in Proc. IEEE Sensor Array and Multichannel Signal Processing Workshop, A Coruna, Spain, June 2014.
- D. Üstebay, M.J. Coates, and M.G. Rabbat,
Distributed auxiliary particle filters using selective gossip, in Proc. IEEE Int. Conf. Acoustics, Speech and Signal Proc., Prague, May 2011.
- B. N. Oreshkin and M.J. Coates,
Asynchronous distributed particle filter via decentralized evaluation of Gaussian products, in Proc. ISIF Int. Conf. Information Fusion, Edinburgh, Scotland, July 2010. Runner Up, Best Paper Award.
- M. J. Coates and G. Ing,
Sensor network particle filters: motes as particles,
in Proc. IEEE Workshop on Statistical Signal Processing (SSP), Bordeaux, France, July
2005.
- G. Ing and M. J. Coates,
Parallel particle filters for tracking in wireless sensor networks, in Proc. IEEE Workshop on
Signal Processing Advances in Wireless Communications (SPAWC), New
York, NY, June 2005.
- M. J. Coates,
Distributed particle filtering for sensor networks ,
in Proc. Int. Symp. Information Processing in Sensor Networks (IPSN),
Berkeley, California, April 2004.
Delay-tolerant
Particle Filters for Out-of-order Measurements
- B. Oreshkin, X. Liu and M.J. Coates,
Efficient delay-tolerant particle filtering, IEEE
Trans. Sig. Proc., vol. 59 , issue 7 , pp. 3369 - 3381, July 2011.
- X. Liu, B.N. Oreshkin, M.J. Coates,
Efficient delay-tolerant particle filtering through selective processing of out-of-sequence measurements, in Proc. ISIF Int. Conf. Information Fusion, Edinburgh, Scotland, July 2010.
Learning the
Observation Model