Comparison of resampling schemes for particle filtering

@article{Douc2005ComparisonOR,
  title={Comparison of resampling schemes for particle filtering},
  author={Randal Douc and Olivier Capp{\'e} and Eric Moulines},
  journal={ISPA 2005. Proceedings of the 4th International Symposium on Image and Signal Processing and Analysis, 2005.},
  year={2005},
  pages={64-69}
}
  • Randal Douc, Olivier Cappé, Eric Moulines
  • Published in
    ISPA . Proceedings of the 4th…
    2005
  • Computer Science, Mathematics
  • This contribution is devoted to the comparison of various resampling approaches that have been proposed in the literature on particle filtering. It is first shown using simple arguments that the so-called residual and stratified methods do yield an improvement over the basic multinomial resampling approach. A simple counter-example showing that this property does not hold true for systematic resampling is given. Finally, some results on the large-sample behavior of the simple bootstrap filter… CONTINUE READING

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