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Citation

Straka, O. and Šimandl, M. : Particle filter adaptation based on efficient sample size . 14th IFAC symposium on system identification, p. 991-996, IFAC, Newcastle, 2006.

Abstract

The paper deals with the particle filter in state estimation of a discrete time nonlinear nongaussian system. The aim of the paper is to design a sample size adaptation technique to guarantee an estimate quality. The proposed sample size adaptation technique considers an unadapted particle filter with a fixed number of samples that would be drawn directly from the filtering probability density function and modifies the sample size of the adapted particle filter to keep the particle filters estimate quality identical. The adaptation technique is based on the effective sample size and utilizes the sampling probability density function and an implicit form of the filtering probability density function. Application of the particle filter with the sample size adaptation technique is illustrated in a numerical example.

Detail of publication

Title: Particle filter adaptation based on efficient sample size
Author: Straka, O. ; Šimandl, M.
Language: English
Date of publication: 29 Mar 2006
Year: 2006
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: 14th IFAC symposium on system identification
Page: 991 - 996
Publisher: IFAC
Address: Newcastle
Date: 29 Mar 2006 - 31 Mar 2006
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Keywords

particle filters, state estimation, nonlinear systems, Monte Carlo method

BibTeX

@INPROCEEDINGS{StrakaO_2006_Particlefilter,
 author = {Straka, O. and \v{S}imandl, M.},
 title = {Particle filter adaptation based on efficient sample size},
 year = {2006},
 publisher = {IFAC},
 journal = {14th IFAC symposium on system identification},
 address = {Newcastle},
 pages = {991-996},
 url = {http://www.kky.zcu.cz/en/publications/StrakaO_2006_Particlefilter},
}