Name
Abstract | ||
|---|---|---|
For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF). This contribution suggests an alternative formulation of this well-known result that facilitates reuse of standard filtering components and which is also suitable for object-oriented programming. Our RBPF formulation can be seen as a Kalman filter bank with stochastic branching and pruning. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1155/2010/724087 | EURASIP J. Adv. Sig. Proc. |
Keywords | Field | DocType |
filter bank,control engineering | Extended Kalman filter,Alpha beta filter,Fast Kalman filter,Computer science,Control theory,Filter bank,Filtering problem,Ensemble Kalman filter,Invariant extended Kalman filter,Auxiliary particle filter | Journal |
Volume | Issue | ISSN |
2010 | 724087 | 1687-6180 |
Citations | PageRank | References |
7 | 0.56 | 8 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gustaf Hendeby | 1 | 216 | 21.37 |
| Rickard Karlsson | 2 | 123 | 8.89 |
| Fredrik Gustafsson | 3 | 2287 | 281.33 |