- Tytuł:
- Comparison of few particle filter varieties
- Autorzy:
-
Kozierski, P.
Lis, M. - Powiązania:
- https://bibliotekanauki.pl/articles/97658.pdf
- Data publikacji:
- 2013
- Wydawca:
- Politechnika Poznańska. Wydawnictwo Politechniki Poznańskiej
- Tematy:
-
particle filter
Auxiliary
Bootstrap
Rao-Blackwellised
Sequential Monte Carlo - Opis:
- Particle filters are very popular - number of algorithms based on Sequential Monte Carlo methods is growing. Paper describes and compares the performance of four of them: Auxiliary Particle Filter - this approach should reduce the high sensitivity to outliers values and poor posterior approximation, Rao-Blackwellised Particle Filter - this approach is recommended for objects with linear and nonlinear state variables, Bootstrap Filter - the first proposed Particle Filter which still can be used, because is very simple to implement, and some variety of SIR algorithm - this algorithm was chosen to show, that importance density also can be constant. The obtained results show that Bootstrap Filter and Rao-Blackwellised approaches give good results, but Bootstrap Filter works 10 times faster. The worst results gives SIR algorithm with unconditional importance function.
- Źródło:
-
Computer Applications in Electrical Engineering; 2013, 11; 345-355
1508-4248 - Pojawia się w:
- Computer Applications in Electrical Engineering
- Dostawca treści:
- Biblioteka Nauki
Artykuł