Economical simulation in particle filtering using interpolation

Josh A. Taylor, Franz S. Hover

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

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.

Original languageEnglish (US)
Title of host publication2009 IEEE International Conference on Information and Automation, ICIA 2009
Pages1326-1330
Number of pages5
DOIs
StatePublished - 2009
Externally publishedYes
Event2009 IEEE International Conference on Information and Automation, ICIA 2009 - Zhuhai, Macau, China
Duration: Jun 22 2009Jun 25 2009

Publication series

Name2009 IEEE International Conference on Information and Automation, ICIA 2009

Conference

Conference2009 IEEE International Conference on Information and Automation, ICIA 2009
Country/TerritoryChina
CityZhuhai, Macau
Period6/22/096/25/09

All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Computer Science Applications
  • Control and Systems Engineering

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