Real-Time Monitoring of Complex Industrial Processes with Particle Filters

We consider two ubiquitous processes: an industrial dryer and a level tank. For these applications, we compared three particle filtering variants: standard particle filtering, Rao-Blackwellised particle filtering and a version of Rao-Blackwellised particle filtering that does one-step look-ahead to select good sampling regions. We show that the overhead of the extra processing per particle of the more sophisticated methods is more than compensated by the decrease in error and variance.