\section{Usage}
%wie benutzen wir das ganze jetzt? auf was muss ich achten?

% Am Beispiel 2D Daten
% Histogram erzeugen (== data binnen)
% Hierzu wird min/max benötigt
% Anschließend Filterung per Box Filter über das Histogram
% - Wenn möglich parallel (SIMD, GPU)
% - separiert in jeder dim einzeln
% Maximum aus Filter ergebnis nehmen

\todo{Absatz zum Thema 2D}

The objective of our method is to allow a reliable recover of the most probable state from a time-sequential Monte Carlo sensor fusion system.
Assuming a sample based representation, our method allows to estimate the density of the unknown distribution of the state space in a narrow time frame.
Such systems are often used to obtain an estimation of the most probable state in near real time.
As the density estimation poses only a single step in the whole process, its computation needs to be as fast as possible.
% not taking to much time from the frame

%Consider a set of two-dimensional samples, presumably generated from e.g. particle filter system.
Assuming that the generated samples are often stored in a sequential list, the first step is to create a grid representation.
In order to efficiently compute the grid and to allocate the required memory the extrema of the samples need to be known in advance.
These limits might be given by the application, for example, the position of a pedestrian within a building is limited by the physical dimensions of the building.
Such knowledge should be integrated into the system to avoid a linear search over the sample set, naturally reducing the computation time.

The second parameter to be defined by the application is the size of the grid, which can be set directly or defined in terms of bin sizes.
As the number of grid points directly affects both computation time and accuracy, a suitable grid should be as coarse as possible but at the same time narrow enough to produce an estimate sufficiently fast with an acceptable approximation error.

Given the extreme values of the samples and the number of grid points $G$, the computation of the grid has a linear complexity of \landau{N} where $N$ is the number of samples.
If the extreme values are unknown, an additional $\landau{N}$ search is required.
The grid is stored as an linear array in memory, thus its space complexity is $\landau{G}$.

Next, the binned data is filtered with a Gaussian using the box filter approximation.
The box filter width is derived from the standard deviation of the approximated Gaussian, which is in turn equal to the bandwidth of the KDE.
However, the bandwidth $h$ needs to be scaled according to the grid size.
This is necessary as $h$ is defined in the input space of the KDE, i.e. in relation to the sample data.
In contrast, the bandwidth of a BKDE is defined in the context of the binned data, which differs from the unbinned data due to the discretisation of the samples.
For this reason, $h$ needs to be divided by the bin size to account the discrepancy between the different sampling spaces.

Given the scaled bandwidth the required box filter width can be computed. % as in \eqref{label}
Due to its best runtime performance the recursive box filter implementation is used.
If multivariate data is processed, the algorithm is easily extended due to its separability.
Each filter pass is computed in $\landau{G}$ operations, however an additional memory buffer is required.

While the integer-sized box filter requires fewest operations, it causes a larger approximation error due to rounding errors.
Depending on the required accuracy the extended box filter algorithm can further improve the estimation results, with only a small additional overhead.
Due to its simple indexing scheme, the recursive box filter can easily be computed in parallel using SIMD operations or parallel computation cores.

Finally, the most likely state can be obtained from the filtered data, i.e. from the estimated discrete density, by searching filtered data for its maximum value.

\commentByToni{An sich ganz cooles Kapitel, aber wir müssen den Bezug nach oben stärker aufbauen. Also die Formeln zitieren. irgendwie halt nach oben referenzieren, damit niemand abgehängt wird.

Würde es Sinn machen das obere irgendwie Algorithmisch darzustellen? Also mit Pseudocode? Weil irgendwie/wo müssen wir ja "DAS IST UNSER APPROACH" stehen haben}.

