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Publications

A survey of sample size adaptation techniques for particle filters

Typ:
Conference paper
Proceedings name:
Proceedings of the 15th IFAC Symposium on System Identification
Serie:
Saint-Malo, France
Year:
2009
Pages:
1358-1363
Keywords:
state estimation, particle filter, sample size, adaptation
URL (www page):
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Anotation:
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.
 
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