Uphill resampling for particle filter and its implementation on graphics processing unit

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dc.authorid0000-0001-7525-1064en_US
dc.contributor.authorDülger, Özcan
dc.contributor.authorOğuztüzün, Halit
dc.contributor.authorDemirekler, Mübeccel
dc.date.accessioned2023-02-16T10:34:53Z
dc.date.available2023-02-16T10:34:53Z
dc.date.issued2023
dc.departmentAÇÜ, Mühendislik Fakültesi, Bilgisayar Mühendisliği Bölümüen_US
dc.description.abstractWe introduce a new resampling method, named Uphill, that is free from numerical instability and suitable for parallel implementation on graphics processing unit (GPU). Common resampling algorithms such as Systematic suffer from numerical instability when single precision floating point numbers are used. This is due to cumulative summation over the weights of particles when the weights differ widely or the number of particles is large. The Metropolis and Rejection resampling algorithms do not suffer from numerical instability as they only calculate the ratios of weights pairwise rather than perform collective operations over the weights. They are more suitable for the GPU implementation of the particle filter. However, they undergo non-coalesced global memory access patterns which cause their speed deteriorate rapidly as the number of particles gets large. Uphill also does not suffer from numerical instability but, experiences the same non-coalesced global memory access problem with Metropolis and Rejection. We introduce its faster version named Uphill-Fast which eliminates this problem. We make comparisons of Uphill and Uphill-Fast with the Systematic, Metropolis, Metropolis-C2 and Rejection resampling methods with respect to quality and speed. We also compare them on a highly non-linear system. Uphill-Fast runs faster and attains similar quality, in terms of RMSE, in comparison with Metropolis and Rejection when the number of particles is very large. Uphill-Fast runs with roughly same speed as Metropolis-C2 with better variance and MSE when the number of particles is very large.
dc.identifier.citationDülger, Ö., Oğuztüzün, H., & Demirekler, M. (2023). Uphill resampling for particle filter and its implementation on graphics processing unit. Parallel Computing, 115, 102994. ‌en_US
dc.identifier.doi10.1016/j.parco.2022.102994
dc.identifier.scopusqualityQ2
dc.identifier.urihttps://doi.org/10.1016/j.parco.2022.102994
dc.identifier.urihttps://hdl.handle.net/11494/4706
dc.identifier.volume115en_US
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorDülger, Özcan
dc.language.isoenen_US
dc.publisherScience Directen_US
dc.relation.ispartofParallel Computing
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectParticle filteren_US
dc.subjectUphill resamplingen_US
dc.subjectUphill-fast resamplingen_US
dc.subjectGraphics processing uniten_US
dc.subjectNumerical instability problemen_US
dc.subjectNon-coalesced global memory access problemen_US
dc.titleUphill resampling for particle filter and its implementation on graphics processing uniten_US
dc.typeArticle

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