An Improved Particle Filter for Non-linear Problems (2004)
by
James Carpenter
,
Peter Clifford
,
Paul Fearnhead
| Citations: | 114 - 7 self |
BibTeX
@INPROCEEDINGS{Carpenter04animproved,
author = {James Carpenter and Peter Clifford and Paul Fearnhead},
title = {An Improved Particle Filter for Non-linear Problems},
booktitle = {},
year = {2004},
pages = {2--7},
publisher = {}
}
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Abstract
The Kalman filter provides an effective solution to the linear-Gaussian filtering problem. However, where there is nonlinearity, either in the model specification or the observation process, other methods are required. We consider methods known generically as particle filters, which include the condensation algorithm and the Bayesian bootstrap or sampling importance resampling (SIR) filter. These filters
