August 2017
Beginner to intermediate
310 pages
10h 17m
English
Example 7.5 Iteration of particle filter.
Consider the 1-D case, where xt and st are just scalar real numbers. Suppose at time t, xt has a displacement vt, and it is subject to a zero-mean Gaussian noise e, that is, Suppose further the observation zt has Gaussian distribution centered at x and with variance The particle filter will make N times “guess” to obtain S1 = {s11,s12,..., s1N}.
Now to generate S2. Selecting a sj from S1 (irrespective of the value of w1i), so that s21 = sj + v1 + e, where . The above-described process is repeated N times to generate the particles at time t = 2. At this time,
Read now
Unlock full access