An explicit variance reduction expression for the Rao-Blackwellised particle filter
نویسندگان
چکیده
منابع مشابه
An explicit variance reduction expression for the Rao-Blackwellised particle filter
Particle filters (PFs) have shown to be very potent tools for state estimation in nonlinear and/or non-Gaussian state-space models. For certain models, containing a conditionally tractable substructure (typically conditionally linear Gaussian or with finite support), it is possible to exploit this structure in order to obtain more accurate estimates. This has become known as Rao-Blackwellised p...
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Particle lters (PFs) have shown to be very potent tools for state estimation in nonlinear and/or non-Gaussian state-space models. For certain models, containing a conditionally tractable substructure (typically conditionally linear Gaussian or with nite support), it is possible to exploit this structure in order to obtain more accurate estimates. This has become known as Rao-Blackwellised parti...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2011
ISSN: 1474-6670
DOI: 10.3182/20110828-6-it-1002.02920