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Results tagged with particle-filter
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user 127
Particle filtering is a general Monte Carlo (sampling) method for performing inference in state-space models where the state of a system evolves in time and information about the state is obtained via noisy measurements made at each time step
4
votes
Resampling attitude states (quaternions, rotation matrix) in a Particle Filter
Most particle filter implementations will use some kind of importance sampling, which does not require you to make an assumption on the underlying distribution. This is one of the main reasons for usi …
- 3,064
13
votes
Particle filters: How to do resampling?
As I guess you found out yourself, the resampling method you are proposing is slightly flawed, as it should not alter the number of particles (unless you want to). The principle is that the weight rep …
- 3,064
17
votes
Accepted
Difference between Rao-Blackwellized particle filters and regular ones
The Rao-Blackwellized Particle Filter (RBPF) as you say in your question performs a marginalization of the probability distribution of your state space.
The particle filter uses sampling to represen …
- 3,064
2
votes
Accepted
Addressing the sample impoverishment in particle filter
Your description of sample impoverishment and the way to fix it seems about right. Resampling only when the variance gets low is doing exactly what you are asking for when you say the measurements com …
- 3,064