Klíčová slova:
state estimation, particle filter, sample size, adaptation
Anotace:
The paper deals with the particle filter in discrete-time nonlinear non-Gaussian system state estimation. One of the key parameters affecting estimate quality of the particle filter is the sample size. In the literature, there is a number of techniques coming from various ideas that aim at adapting the sample size while keeping quality in some sense fixed. The goal of the paper is to provide a survey of sample size adaptation techniques, to classify them and to discuss various aspects concerning the techniques.