Comparison of Resampling Schemes for Particle Filtering

Details Comparison of Resampling Schemes for Particle Filtering Comparison of Resampling Schemes for Particle Filtering

2005-07-08

arxiv.org/abs/cs/0507025v1

Image and Signal Processing and Analysis, 2005. ISPA 2005. Proceedings of the 4th International Symposium on (2005) 64-69

Computer Science

Computational Engineering, Finance, and Science

Scientific paper

This contribution is devoted to the comparison of various resampling approaches that have been proposed in the literature on particle filtering. It is first shown using simple arguments that the so-called residual and stratified methods do yield an improvement over the basic multinomial resampling approach. A simple counter-example showing that this property does not hold true for systematic resampling is given. Finally, some results on the large-sample behavior of the simple bootstrap filter algorithm are given. In particular, a central limit theorem is established for the case where resampling is performed using the residual approach.

Affiliated with

Also associated with

No associations

Rating

Comparison of Resampling Schemes for Particle Filtering does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Comparison of Resampling Schemes for Particle Filtering, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Comparison of Resampling Schemes for Particle Filtering will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-374765