Title
Auxiliary and Rao-Blackwellised particle filters comparison
Authors
[ 1 ] Wydział Elektryczny, Politechnika Poznańska | [ D ] phd student
Year of publication
2013
Article type
scientific article
Publication language
english
Keywords
EN
- particle filters
- PF
- SIR algorithm
- Bootstrap Filter
- Auxiliary Particle Filter
- Rao-Blackwellised Particle Filter
Abstract
EN Particle filters are very popular - number of algorithms based on Sequential Monte Carlo methods is growing. Paper describes and compares the performance of two of them - Auxiliary and Rao-Blackwellised Particle Filters. Comparison includes also Bootstrap Filter and some variety of SIR algorithm.
Pages (from - to)
79 - 88
Ministry points / journal
9
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