Monty Hall Particle filter: A new method to tackle predictive model uncertainties


This paper proposes a simple adaptive weight computing method for particle filters that utilizes knowledge about predictive model uncertainty. In each time step the particles are assigned into subsets based on the corresponding uncertainty estimates. The weights are then updated based on accumulated subset-inclusion and likelihood information using a… (More)
DOI: 10.1109/ICAR.2013.6766512


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