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...

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Détails bibliographiques
Auteurs principaux: Van Der Merwe, R, Doucet, A, De Freitas, N, Wan, E
Format: Conference item
Publié: Neural information processing systems foundation 2001