The Rao-Blackwellized Particle Filter: A Filter Bank Implementation

<p/> <p>For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the <...

Full description

Bibliographic Details
Main Authors: Karlsson Rickard, Gustafsson Fredrik, Hendeby Gustaf
Format: Article
Language:English
Published: SpringerOpen 2010-01-01
Series:EURASIP Journal on Advances in Signal Processing
Online Access:http://asp.eurasipjournals.com/content/2010/724087