作者
Yunpeng Li, Mark Coates
发表日期
2017/8
期刊
IEEE Transactions on Signal Processing
卷号
65
期号
15
页码范围
4102-4116
出版商
IEEE
简介
A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue to avoid weight degeneracy; particles drawn from the prior distribution are migrated in the state space to the posterior distribution by solving partial differential equations. Numerous particle flow filters have been proposed based on different assumptions concerning the flow dynamics. Approximations are needed in the implementation of all of these filters; as a result, the particles do not exactly match a sample drawn from the desired posterior distribution. Past efforts to correct the discrepancies involve expensive calculations of importance weights. In this paper, we present new filters which incorporate deterministic particle flows into an encompassing particle filter framework. The …
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