Economical simulation in particle filtering using interpolation
Name
Taylor-2009-Economical simulation in particle filtering using interpolation.pdf
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204.06 KB
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Adobe PDF
Checksum (MD5)
9374535570680ced6c7f1e82c77289e8
Author(s)
Taylor, Joshua Adam
Hover, Franz S.
Date Issued
August 2009
Journal
International Conference on Information and Automation, 2009. ICIA '09.
Publisher
Institute of Electrical and Electronics Engineers
Citation
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.
Version
Final published version
Abstract
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.
MIT Department
Massachusetts Institute of Technology. Department of Mechanical Engineering
Terms of Use
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.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1109/ICINFA.2009.5205122
