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The Marginalized Particle Filter - Analysis, Applications and Generalizations
Linköping University, The Institute of Technology. Linköping University, Department of Electrical Engineering, Automatic Control.
Linköping University, The Institute of Technology. Linköping University, Department of Electrical Engineering, Automatic Control.
Linköping University, The Institute of Technology. Linköping University, Department of Electrical Engineering, Automatic Control.
2006 (English)In: Workshop on Sequential Monte Carlo Methods: filtering and other applications,2006, 2006Conference paper, Published paper (Refereed)
Abstract [en]

The marginalized particle filter is a powerful combination of the particle filter and the Kalman filter, which can be used when the underlying model contains a linear sub-structure, subject to Gaussian noise. This paper will briefly introduce the marginalized particle filter and hint at possible generalizations, giving rise to a larger family of marginalized nonlinear filters. Furthermore, we analyze several properties of the marginalized particle filter, including its ability to reduce variance and its computational complexity. Finally, we provide an introduction to various applications of the marginalized particle filter. 

Place, publisher, year, edition, pages
2006.
Keyword [en]
Nonlinear state estimation, marginalized particle filter, applications, marginalized nonlinear filters
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:liu:diva-35408Local ID: 26665OAI: oai:DiVA.org:liu-35408DiVA: diva2:256256
Available from: 2009-10-10 Created: 2009-10-10

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Schön, ThomasKarlsson, G RickardGustafsson, Fredrik

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