On Resampling Algorithms for Particle Filters

Abstract

In this paper a comparison is made between four frequently encountered resampling algorithms for particle filters. A theoretical framework is introduced to be able to understand and explain the differences between the resampling algorithms. This facilitates a comparison of the algorithms with respect to their resampling quality and computational complexity. Using extensive Monte Carlo simulations the theoretical results are verified. It is found that systematic resampling is favourable, both in terms of resampling quality and computational complexity.