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Citation

Straka, O. and Šimandl, M. : Sample size adaptation for particle filters . 16th IFAC symposium on automatic control in aerospace, p. 444-449, State University of Aerospace Instrumentation, Saint-Petersburg, 2004.

Abstract

Particle filters for state estimation of discrete time dynamic stochastic systems are treated. The stress is laid on design of an algorithm for sample size adaptation. The proposed adaptation algorithm enables quality of state estimate to be independent of sampling density used in particle filter. The algorithm maintains quality of the whole set of samples generated from a sampling density with respect to the current measurement by modification of sample size. Equal estimate quality of particle filters with different sampling density achieved using the proposed adaptation algorithm is illustrated in a numerical example.

Detail of publication

Title: Sample size adaptation for particle filters
Author: Straka, O. ; Šimandl, M.
Language: English
Date of publication: 14 Jun 2004
Year: 2004
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: 16th IFAC symposium on automatic control in aerospace
Page: 444 - 449
Publisher: State University of Aerospace Instrumentation
Address: Saint-Petersburg
Date: 14 Jun 2004 - 16 Jun 2004
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Keywords

state estimation, nonlinear systems, particle filters, sample sizes, probability density function, stochastic systems

BibTeX

@INPROCEEDINGS{StrakaO_2004_Samplesize,
 author = {Straka, O. and \v{S}imandl, M.},
 title = {Sample size adaptation for particle filters},
 year = {2004},
 publisher = {State University of Aerospace Instrumentation},
 journal = {16th IFAC symposium on automatic control in aerospace},
 address = {Saint-Petersburg},
 pages = {444-449},
 url = {http://www.kky.zcu.cz/en/publications/StrakaO_2004_Samplesize},
}