Particle filters with random resampling times
نویسندگان
چکیده
منابع مشابه
Particle Filters with Random Resampling Times
Particle filters are numerical methods for approximating the solution of the filtering problem which use systems of weighted particles that (typically) evolve according to the law of the signal process. These methods involve a corrective/resampling procedure which eliminates the particles that become redundant and multiplies the ones that contribute most to the resulting approximation. The corr...
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Particle filtering is a statistical signal processing methodology that has recently gained popularity in solving several problems in signal processing and communications. Particle filters (PFs) have been shown to outperform traditional filters in important practical scenarios. However their computational complexity and lack of dedicated hardware for real-time processing have adversely affected ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2012
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.12.012