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Citation

Šimandl, M. and Straka, O. : Sampling Densities of Particle Filter: A Survey and Comparison . Proceedings of the 2007 American Control Conference, p. 4437-4442, 2007.

Abstract

The paper deals with the particle filter in discrete-time 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.

Detail of publication

Title: Sampling Densities of Particle Filter: A Survey and Comparison
Author: Šimandl, M. ; Straka, O.
Language: English
Date of publication: 1 Jan 2007
Year: 2007
Type of publication: Papers in journals
Title of journal or book: Proceedings of the 2007 American Control Conference
Page: 4437 - 4442
ISBN: 0743-1619
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Keywords

Particle fi, lter, state estimation, sampling density

BibTeX

@ARTICLE{SimandlM_2007_SamplingDensitiesof,
 author = {\v{S}imandl, M. and Straka, O.},
 title = {Sampling Densities of Particle Filter: A Survey and Comparison},
 year = {2007},
 journal = {Proceedings of the 2007 American Control Conference},
 pages = {4437-4442},
 ISBN = {0743-1619},
 url = {http://www.kky.zcu.cz/en/publications/SimandlM_2007_SamplingDensitiesof},
}