Economical simulation in particle filtering using interpolation

摘要：

Sampling from the importance density is often a costly aspect of particle filters. We present a method by which to replace the most computationally expensive component of the importance density with an efficient approximation, thus allowing for the propagation of a large number of particles at reduced cost. The modification is implemented within auxiliary and regularized particle filters in a numerical example based on the Kraichnan-Orszag system.

作者: Josh A. Taylor Franz S. Hover

作者单位: Department of Mechanical Engineering,Massachusetts Institute of Technology,Cambridge,MA,02139 USA

会议类型: 国际会议

会议名称: 2009 IEEE International Conference on Information and Automation(2009年 IEEE信息与自动化国际学术会议)

会议地点: 珠海、澳门

会议语种:英文

页码: 1326-1330

在线出版日期: 2009-06-22（万方平台首次上网日期，不代表论文的发表时间）