A hybrid importance function for particle filtering

Abstract

Particle filtering has drawn much attention in recent years due to its capacity to handle nonlinear and non-Gaussian dynamic problems. One crucial issue in particle filtering is the selection of the importance function that generates the particles. In this letter, we propose a new type of importance function that possesses the advantages of the posterior… (More)
DOI: 10.1109/LSP.2003.821715

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