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|a Taylor, Joshua Adam
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|a Massachusetts Institute of Technology. Department of Mechanical Engineering
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|a Hover, Franz S.
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|a Hover, Franz S.
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|a Taylor, Joshua Adam
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|a Hover, Franz S.
|e author
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|a Economical simulation in particle filtering using interpolation
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|b Institute of Electrical and Electronics Engineers,
|c 2011-04-19T15:48:12Z.
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|z Get fulltext
|u http://hdl.handle.net/1721.1/62228
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|a 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.
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|a United States. Office of Naval Research (ONR grant N00014- 02-1-0623)
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|a en_US
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|a Article
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|t International Conference on Information and Automation, 2009. ICIA '09.
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