Improving the Gaussian Sum Particle filtering by MMSE constraint

  • Chao Shao
  • Published 2008 in
    2008 9th International Conference on Signal…

Abstract

In the paper, we proposed a new modification to the Gaussian sum particle filtering (GSPF) by incorporating a minimum mean square error constraint (MMSE-GSPF) in tracking parameter variation of dynamic state space model, the algorithm complexity is reduced yet. In addition, the MMSE-GSPF also shows better performance in tracking of time-varying parameters… (More)

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