Marginalized particle filters for mixed linear/nonlinear state-space models
نویسندگان
چکیده
منابع مشابه
RMSE Based Performance Analysis of Marginalized Particle Filter and Rao Blackwellised Particle filter for Linear/Nonlinear State Space Models
Particle filters and Rao Blackwellised particle filter have been widely used in solving nonlinear filtering problems. The particle filter is fairly easy to implement and tune, its main drawback is that it is quite computer intensive, with the computational complexity increasing quickly with the state dimension. One solution to this problem is to marginalize out the states appearing linearly in ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2005
ISSN: 1053-587X
DOI: 10.1109/tsp.2005.849151