@TechReport{ it:2014-018, author = {Olov Ros{\'e}n and Alexander Medvedev}, title = {Parallelization of the Particle Filter via Series Expansions}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Systems and Control}, year = {2014}, number = {2014-018}, month = aug, abstract = {Parallelizability of an algorithm is nowadays a highly desirable property as computer hardware is becoming increasingly parallel. In this paper, a formulation of the particle filtering algorithm, suitable for parallel or distributed computing, is proposed. From the particle set, a series expansion is fitted to the posterior probability density function. The global information expressed by the particles can in this way be compressed to a few informative coefficients that can be efficiently communicated between the local processing units. Experiments on a shared-memory multicore processor using up to 8 cores show that linear speedup in the number of used cores is achieved.} }