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Economical simulation in particle filtering using interpolation

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dc.contributor.author Taylor, Joshua Adam
dc.contributor.author Hover, Franz S.
dc.date.accessioned 2011-04-19T15:48:12Z
dc.date.available 2011-04-19T15:48:12Z
dc.date.issued 2009-08
dc.date.submitted 2009-06
dc.identifier.isbn 978-1-4244-3607-1
dc.identifier.other INSPEC Accession Number: 10837421
dc.identifier.uri http://hdl.handle.net/1721.1/62228
dc.description.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. en_US
dc.description.sponsorship United States. Office of Naval Research (ONR grant N00014- 02-1-0623) en_US
dc.language.iso en_US
dc.publisher Institute of Electrical and Electronics Engineers en_US
dc.relation.isversionof http://dx.doi.org/10.1109/ICINFA.2009.5205122 en_US
dc.rights 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. en_US
dc.source IEEE en_US
dc.title Economical simulation in particle filtering using interpolation en_US
dc.type Article en_US
dc.identifier.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. en_US
dc.contributor.department Massachusetts Institute of Technology. Dept. of Mechanical Engineering en_US
dc.contributor.approver Hover, Franz S.
dc.contributor.mitauthor Hover, Franz S.
dc.contributor.mitauthor Taylor, Joshua Adam
dc.relation.journal International Conference on Information and Automation, 2009. ICIA '09. en_US
dc.identifier.mitlicense PUBLISHER_POLICY en_US
dc.eprint.version Final published version en_US
dc.type.uri http://purl.org/eprint/type/ConferencePaper en_US
dspace.orderedauthors Taylor, Josh A.; Hover, Franz S. en


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