کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4949221 1440045 2017 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Residual and stratified branching particle filters
ترجمه فارسی عنوان
فیلترهای ذرات مجزا و طبقه بندی شده
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
چکیده انگلیسی
A class of discrete-time branching particle filters is introduced with individual resampling: If there are Nn particles alive at time n, N0=N, an≤1≤bn, L̂n+1i is the current unnormalized importance weight for particle i and An+1=1N∑i=1NnL̂n+1i, then weight is preserved when L̂n+1i∈(anAn+1,bnAn+1). Otherwise, ⌊L̂n+1iAn+1⌋+ρni offspring are produced and assigned weight An+1, where ρni is a Bernoulli of parameter L̂n+1iAn+1−⌊L̂n+1iAn+1⌋. The algorithms are shown to be stable with respect to the number of particles and perform better than the bootstrap algorithm as well as other popular resampled particle filters on both tracking problems considered here. Moreover, the new branching filters run significantly faster than these other particle filters on tracking and Bayesian model selection problems.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 111, July 2017, Pages 145-165
نویسندگان
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