Resampling in particle filters
Independent thesis Basic level (professional degree)Student thesis
In this report a comparison is made between four frequently encountered resampling algorithms for particle filters. A theoretical framework is introduced to be able to understand and explain the differences between the resampling algorithms. This facilitates a comparison of the algorithms based on resampling quality and on computational complexity. Using extensive Monte Carlo simulations the theoretical results are verified. It is found that systematic resampling is favourable, both in resampling quality and computational complexity.
Place, publisher, year, edition, pages
Institutionen för systemteknik , 2004. , 44 p.
Reglerteknik, Resampling, Particle filters, sequential Monte Carlo methods, SIR, SISR
IdentifiersURN: urn:nbn:se:liu:diva-2366OAI: oai:DiVA.org:liu-2366DiVA: diva2:19698