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