Resampling Methods for Particle Filtering

被引:477
作者
Li, Tiancheng [1 ,2 ]
Bolic, Miodrag [3 ,4 ,5 ,6 ]
Djuric, Petar M. [7 ]
机构
[1] Northwestern Polytech Univ, Mechatron Engn, Xian, Peoples R China
[2] Univ Salamanca, Bioinformat Intelligent Syst & Educ Technol Grp, E-37008 Salamanca, Spain
[3] Univ Ottawa, Sch Elect Engn & Comp Sci, Ottawa, ON K1N 6N5, Canada
[4] Univ Ottawa, Comp Architecture Res Grp, Ottawa, ON K1N 6N5, Canada
[5] Univ Ottawa, Radio Frequency Identificat Res Grp, Ottawa, ON K1N 6N5, Canada
[6] Univ Ottawa, Med Devices Res Grp, Ottawa, ON K1N 6N5, Canada
[7] SUNY Stony Brook, Dept Elect & Comp Engn, Stony Brook, NY 11794 USA
基金
中国国家自然科学基金;
关键词
SAMPLE-SIZE; ALGORITHMS; INFERENCE; SYSTEMS;
D O I
10.1109/MSP.2014.2330626
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
Two decades ago, with the publication of [1], we witnessed the rebirth of particle filtering (PF) as a methodology for sequential signal processing. Since then, PF has become very popular because of its ability to process observations represented by nonlinear state-space models where the noises of the model can be non-Gaussian. This methodology has been adopted in various fields, including finance, geophysical systems, wireless communications, control, navigation and tracking, and robotics [2]. The popularity of PF has also spurred the publication of several review articles [2]-[6]. © 1991-2012 IEEE.
引用
收藏
页码:70 / 86
页数:17
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