The unscented particle filter

In this paper, we propose a new particle filter based on sequential importance sampling. The algorithm uses a bank of unscented filters to obtain the importance proposal distribution. This proposal has two very "nice" properties. Firstly, it makes efficient use of the latest available info...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Van Der Merwe, R, Doucet, A, De Freitas, N, Wan, E
Format: Conference item
Veröffentlicht: Neural information processing systems foundation 2001