This paper proposes a novel framework for delay-tolerant particle filtering
that is computationally efficient and has limited memory requirements. Within
this framework the informativeness of a delayed (out-of-sequence) measurement
(OOSM) is estimated using a lightweight procedure and uninformative
measurements are immediately discarded.
In this paper, we demonstrate, both theoretically and by numerical examples,
that adding a local prediction component to the update rule can significantly
improve the convergence rate of distributed averaging algorithms. We focus on
the case where the local predictor is a linear combination of the node's two
previous values (i.e., two memory taps), and our update rule computes a
combination of the predictor and the usual weighted linear combination of
values received from neighbouring nodes.
This paper examines the impact of approximation steps that become necessary
when particle filters are implemented on resource-constrained platforms. We
consider particle filters that perform intermittent approximation, either by
subsampling the particles or by generating a parametric approximation. For such
algorithms, we derive time-uniform bounds on the weak-sense Lp error and
present associated exponential inequalities.