APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS

There are spent three methods of importance density choice (Gaussian, kvasi-Gaussian and modified kvasi-Gaussian) for posterior density approximation using Monte Carlo numerical integration method and considered comparing Kalman filter and Particle Filter implementation in the report.

Bibliographic Details
Main Authors: A. V. Parakhnevich, A. S. Solonar, S. A. Gorshkov
Format: Article
Language:Russian
Published: Educational institution «Belarusian State University of Informatics and Radioelectronics» 2019-06-01
Series:Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
Subjects:
Online Access:https://doklady.bsuir.by/jour/article/view/48