Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

Sampling densities of particle filter: a survey and comparison

Typ:

Conference paper

Authors:

Šimandl M., Straka O.

Proceedings name:

Proceedings of the 26th American Control Conference (ACC)

Serie:

New York City, USA

Year:

2007

Contact:

Ing. Ondřej Straka, Ph.D. (FAV Západočeská univerzita, katedra kybernetiky)

Keywords:

particle filter, state estimation, sampling density

URL (www page):

http://www.a2c2.org/conferences/acc2007/

attachment1:

clanek_ACC07_OS.pdf [file]

attachment2:

prezentace_ACC07_OS.pdf [file]

Anotation:

The paper deals with the particle filter in discretetime nonlinear non-Gaussian system state estimation. One of the key parameters affecting estimation quality of the particle filter is the sampling density (also called importance function or proposal density). In the literature, there are many sampling density proposals based on various ideas. The goal of the paper is to provide a survey of sampling densities, to classify them and to compare estimation quality of the particle filter with various sampling densities in an illustration example.