Bernoulli race particle filters

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This algorithm is still valid but at the cost of higher variance...

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Bibliographic Details
Main Authors: Schmon, S, Deligiannidis, G, Doucet, A
Format: Conference item
Published: MLR Press 2019