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The Marginalized Auxiliary Particle Filter
Technische Universität Darmstadt, Germany. (Institute of Telecommunications)
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Technische Universität Darmstadt, Germany. (Institute of Telecommunications)
2009 (English)In: Proceedings of the 3rd International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2009, 289-292 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we are concerned with nonlinear systems subject to a conditionally linear, Gaussian sub-structure. This structure is often exploited in high-dimensional state estimation problems using the marginalized (aka Rao-Blackwellized) particle filter. The main contribution in the present work is to show how an efficient filter can be derived by exploiting this structure within the auxiliary particle filter. Based on a multisensor aircraft tracking example, the superior performance of the proposed filter over conventional particle filtering approaches is demonstrated.

Place, publisher, year, edition, pages
2009. 289-292 p.
Keyword [en]
Marginalized particle filter, Auxiliary particle filter, Nonlinear filtering, Dynamic systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-50660DOI: 10.1109/CAMSAP.2009.5413276ISBN: 978-1-4244-5180-7 (print)ISBN: 978-1-4244-5179-1 (print)OAI: oai:DiVA.org:liu-50660DiVA: diva2:271843
Conference
3rd International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, Aruba, Dutch Antilles, 13-16 December, 2009
Projects
CADICS
Funder
Swedish Foundation for Strategic Research Swedish Research Council
Available from: 2009-10-13 Created: 2009-10-13 Last updated: 2015-09-14

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Fritsche, CarstenSchön, Thomas

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf