Lattice Particle Filters
نویسندگان
چکیده
A promising approach to approximate inference in state-space models is particle ltering. However, the performance of particle lters often varies signi cantly due to their stochastic nature. We present a class of algorithms, called lattice particle lters, that circumvent this diÆculty by placing the particles deterministically according to a QuasiMonte Carlo integration rule. We describe a practical realization of this idea, discuss its theoretical properties, and its eÆciency. Experimental results with a synthetic 2D tracking problem show that the lattice particle lter is equivalent to a conventional particle lter that has between 10 and 60% more particles, depending on their \sparsity" in the state-space. We also present results on inferring 3D human motion from moving light displays.
منابع مشابه
Semi-G-filters, Stonean filters, MTL-filters, divisible filters, BL-filters and regular filters in residuated lattices
At present, the filter theory of $BL$textit{-}algebras has been widelystudied, and some important results have been published (see for examplecite{4}, cite{5}, cite{xi}, cite{6}, cite{7}). In other works such ascite{BP}, cite{vii}, cite{xiii}, cite{xvi} a study of a filter theory inthe more general setting of residuated lattices is done, generalizing thatfor $BL$textit{-}algebras. Note that fil...
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