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Title:
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Economical simulation in particle filtering using interpolation |
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Author:
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Taylor, Josh A.; Hover, Franz S. |
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Department:
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Massachusetts Institute of Technology. Dept. of Mechanical Engineering |
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Publisher:
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Institute of Electrical and Electronics Engineers |
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Issue Date:
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2009-08 |
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Abstract:
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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. |
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URI:
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http://hdl.handle.net/1721.1/62228
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Other Identifiers:
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INSPEC Accession Number: 10837421 |
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ISBN:
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978-1-4244-3607-1 |
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Citation:
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Taylor, J.A., and F.S. Hover. “Economical Simulation in Particle Filtering Using Interpolation.” Information and Automation, 2009. ICIA ’09. International Conference On. 2009. 1326-1330. © 2009 IEEE. |
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Version:
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Final published version |
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Terms of Use:
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Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. |
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Published as:
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http://dx.doi.org/10.1109/ICINFA.2009.5205122
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Journal:
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International Conference on Information and Automation, 2009. ICIA '09. |
