Gaussian sum particle filtering
نویسندگان
چکیده
منابع مشابه
Gaussian sum particle filtering
In this paper, we use the Gaussian particle filter introduced in a companion paper to build several types of Gaussian sum particle filters. These filters approximate the filtering and predictive distributions by weighted Gaussian mixtures and are basically banks of Gaussian particle filters. Then, we extend the use of Gaussian particle filters and Gaussian sum particle filters to dynamic state ...
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For dynamic systems, sequential Bayesian estimation requires updating of the filtering and predictive densities. For nonlinear and non-Gaussian models, sequential updating is not as straightforward as in the linear Gaussian model. In this paper, densities are approximated as finite mixture models as is done in the Gaussian sum filter. A novel method is presented, whereby sequential updating of ...
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Sequential Bayesian estimation for nonlinear dynamic state-space models involves recursive estimation of filtering and predictive distributions of unobserved time varying signals based on noisy observations. This paper introduces a new filter called the Gaussian particle filter1. It is based on the particle filtering concept, and it approximates the posterior distributions by single Gaussians, ...
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This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian processes (GP), that does not rely on linearizations or unimodal Gaussian approximations of the belief. The algorithm can be seen as a combination of a sampling-ba...
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In INS (Inertial Navigation System) /GPS (Global Positioning System) integration, nonlinear models should be properly handled. The most popular and commonly used method is the Extended Kalman Filter (EKF) which approximates the nonlinear state and measurement equations using the first order Taylor series expansion. On the other hand, recently, some nonlinear filtering methods such as Gaussian S...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2003
ISSN: 1053-587X
DOI: 10.1109/tsp.2003.816754