Error Propagation in Gossip-Based Distributed Particle Filters

Abstract

This paper examines the impact of the gossip procedure on distributed particle filters that employ averaging to estimate the global likelihood function. We consider a model where a gossip-driven algorithm leads to the use of a slightly distorted version of the likelihood function, in lieu of its true value. Under standard regularity conditions, and a mild assumption on the true likelihood function, we derive a time-uniform bound on the weaksense Lp error of the filter. Furthermore, we present an associated exponential inequality for the large deviations of the filter. These bounds capture the combined effects of sampling and consensusbased approximation. The results allow us to evaluate the impact of such approximations on the overall performance of the distributed particle filter, and analyze its stability. Finally, through numerical experiments, we demonstrate the practical implications of these results and explore the relationship of the performance of the filter with these theoretical error bounds.