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博文

目前显示的是标签为“Sequential Monte Carlo”的博文

Particle Filtering with Multi Proposal Distributions

Read  full  paper  at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=4#.VNMpqizQrzE Author(s)  Fasheng WANG , Qingjie ZHAO , Yingbo ZHANG , Liqun ZHANG Affiliation(s) Neusoft Institute of Information, Northeastern University, P.R.China . Beijing Key Lab of Intelligent Information . Neusoft Institute of Information, Northeastern University, P.R.China . Beijing Key Lab of Intelligent Information . ABSTRACT Particle filtering algorithm has been applied to various fields due to its capacity to handle nonlinear/non-Gaussian dynamic problems. One crucial issue in particle filtering is the selection of the proposal distribution that generates the particles. In this paper, we give a novel strategy for selecting proposal distribution. Firstly, divide-conquer strategy is used, in which the particles used are divided into several parts. Afterward, different parts of particles are drawn from different proposal distributions. People can f...