Small curvature particle flow for nonlinear filters

被引:6
|
作者
Daum, Fred [1 ]
Huang, Jim [1 ]
机构
[1] Raytheon Co, Woburn, MA USA
来源
SIGNAL AND DATA PROCESSING OF SMALL TARGETS 2012 | 2012年 / 8393卷
关键词
particle filter; nonlinear filter; particle flow; Kalman filter; extended Kalman filter;
D O I
10.1117/12.915183
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
We derive seven new particle flow algorithms for nonlinear filters based on the small curvature condition inspired by fluid dynamics. We find it extremely interesting that this physically motivated condition generalizes two of our previous exact flow algorithms, namely incompressible flow and Gaussian flow. We derive a new algorithm to compute the inverse of the sum of two linear differential operators using a second homotopy, similar to Feynman's perturbation theory for quantum electrodynamics as well as Gromov's h-principle.
引用
收藏
页数:11
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