@inproceedings{7101c778b7f04352af25f49a46d21ef0,
title = "Economical simulation in particle filtering using interpolation",
abstract = "Sampling from the importance density is often a costly aspect of particle filters. We present a method by which to replace the most computationally expensive component of the importance density with an efficient approximation, thus allowing for the propagation of a large number of particles at reduced cost. The modification is implemented within auxiliary and regularized particle filters in a numerical example based on the Kraichnan-Orszag system.",
author = "Taylor, {Josh A.} and Hover, {Franz S.}",
year = "2009",
doi = "10.1109/ICINFA.2009.5205122",
language = "English (US)",
isbn = "9781424436088",
series = "2009 IEEE International Conference on Information and Automation, ICIA 2009",
pages = "1326--1330",
booktitle = "2009 IEEE International Conference on Information and Automation, ICIA 2009",
note = "2009 IEEE International Conference on Information and Automation, ICIA 2009 ; Conference date: 22-06-2009 Through 25-06-2009",
}