The Marginalized Auxiliary Particle Filter, Report no. LiTH-ISY-R-2934
نویسندگان
چکیده
In this paper we are concerned with nonlinear systems subject to a conditionally linear, Gaussian sub-structure. This structure is often exploited in high-dimensional state estimation problems using the marginalized (aka Rao-Blackwellized) particle lter. The main contribution in the present work is to show how an e cient lter can be derived by exploiting this structure within the auxiliary particle lter. Based on a multisensor aircraft tracking example, the superior performance of the proposed lter over conventional particle ltering approaches is demonstrated.
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