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Kalman and Particle Filtering

2008
The Kalman and particle filters are algorithms that recursively update an estimate of the state and find the innovations driving a stochastic process given a sequence of observations. The Kalman filter accomplishes this goal by linear projections, while the particle filter does so by a sequential Monte Carlo method.
openaire   +1 more source

Consistency checks for particle filters

IEEE Transactions on Pattern Analysis and Machine Intelligence, 2006
An "inconsistent" particle filter produces--in a statistical sense--larger estimation errors than predicted by the model on which the filter is based. Two test variables are introduced that allow the detection of inconsistent behavior. The statistical properties of the variables are analyzed.
openaire   +2 more sources

A review of resampling techniques in particle filtering framework

Measurement: Journal of the International Measurement Confederation, 2022
Nattapol Aunsri
exaly  

Nonlinear filtering with particle filters

2014
Convective phenomena in the atmosphere, such as convective storms, are characterized by very fast, intermittent and seemingly stochastic processes. They are thus difficult to predict with Numerical Weather Prediction (NWP) models, and difficult to estimate with data assimilation methods that combine prediction and observations.
openaire   +1 more source

Filtering efficiency measurement of respirators by laser-based particle counting method

Measurement: Journal of the International Measurement Confederation, 2021
Balázs Illés, Peter Gordon
exaly  

Distributed Auxiliary Particle Filtering With Diffusion Strategy for Target Tracking: A Dynamic Event-Triggered Approach

IEEE Transactions on Signal Processing, 2021
Weihao Song, Zidong Wang, Jianan Wang
exaly  

Comparison of Particle Filter and Extended Kalman Particle Filter

2017
W pracy zostały zaprezentowane trzy algorytmy estymacji – rozszerzony filtr Kalmana, filtr cząsteczkowy (algorytm Bootstrap) i rozszerzony cząsteczkowy filtr Kalmana. Algorytmy filtru cząsteczkowego i rozszerzonego cząsteczkowego filtru Kalmana zostały porównane dla różnej liczby cząsteczek, a wyniki zestawione z wynikami działania rozszerzonego filtru
Michalski, Jacek   +2 more
openaire   +1 more source

Particle filtering and moving horizon estimation

Computers and Chemical Engineering, 2006
Bhavik R Bakshi
exaly  

Wind farm layout optimization using particle filtering approach

Renewable Energy, 2013
Yunus Eroglu, Serap Ulusam Seckiner
exaly  

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