8.2 Future Directions
8.2.3 Performance of the Kalman-Like Particle filter
Even though the KLPF is an optimal filter, its error performance is not known. The mean-squared error performance is also useful in determining the number of parti- cles that are needed in practice. In general, there are no decentralized estimation algorithms for linear Gaussian state-space processes with provable performance guar- antees. The performance of distributed estimation algorithms in the sensor network literature is often predicted based on simplifying assumptions which can sometimes be quite inaccurate. An interesting open problem is to come up with decentral- ized estimation algorithms for sensor network applications with provable performance guarantees.
Emerging applications of cyberphysical systems provide a fertile ground for many interesting open problems and research directions. The problems listed above consti- tute only the tip of the iceberg.
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