Economical simulation in particle filtering using interpolation

Sampling from the importance density is often a costly aspect of particle filters. We present a method by which to replace the most computationally expensive component of the importance density with an efficient approximation, thus allowing for the propagation of a large number of particles at reduc...

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Bibliographic Details
Main Authors: Taylor, Joshua Adam, Hover, Franz S.
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2011
Online Access:http://hdl.handle.net/1721.1/62228
https://orcid.org/0000-0002-2621-7633