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Citation

Straka Ondřej and Šimandl Miroslav : A Survey of Sample Size Adaptation Techniques for Particle Filters . IFAC-PapersOnline, vol. 15, p. 1358-1363, International Federation of Automatic Control, Saint-Malo, Francie, 2009.

Abstract

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.

Detail of publication

Title: A Survey of Sample Size Adaptation Techniques for Particle Filters
Author: Straka Ondřej ; Šimandl Miroslav
Language: English
Year: 2009
Type of publication: Papers in journals
Title of journal or book: IFAC-PapersOnline
Číslo vydání: 15
Page: 1358 - 1363
ISSN: 1474-6670
Publisher: International Federation of Automatic Control
Address: Saint-Malo, Francie
Date: 8 Jul 2009
2011-03-15 16:21:45 / 2011-03-15 16:21:45 / 1

Keywords

Particle Filtering, Monte Carlo Methods, Filtering, Smoothing

BibTeX

@ARTICLE{StrakaOndrej_2009_ASurveyofSample,
 author = {Straka Ond\v{r}ej and \v{S}imandl Miroslav},
 title = {A Survey of Sample Size Adaptation Techniques for Particle Filters},
 year = {2009},
 publisher = {International Federation of Automatic Control},
 journal = {IFAC-PapersOnline},
 address = {Saint-Malo, Francie},
 volume = {15},
 pages = {1358-1363},
 ISSN = {1474-6670},
 url = {http://www.kky.zcu.cz/en/publications/StrakaOndrej_2009_ASurveyofSample},
}