CALCULATION OF WEIGHT COEFFICIENTS IN CONTINUOUS PARTICLE FILTER

This article shows the relationship between filters based on modeling of the random process paths with terminating and branching and a continuous particle filter that are related to sequential Monte Carlo methods. Different variants for calculation of weight coefficients in the particle filter for s...

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Autor principal: K. A. Rybakov
Formato: Artigo
Idioma:Russo
Publicado em: Moscow State Technical University of Civil Aviation 2018-04-01
Colecção:Naučnyj Vestnik MGTU GA
Assuntos:
weight coefficient
branching process
monte carlo method
statistical modeling
optimal filtering problem
random process
stochastic system
particle filter
Acesso em linha:https://avia.mstuca.ru/jour/article/view/1218
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