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...

Полное описание

Библиографические подробности
Главные авторы: Van Der Merwe, R, Doucet, A, De Freitas, N, Wan, E
Формат: Conference item
Опубликовано: Neural information processing systems foundation 2001