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Entropy Calculation in Particle Filters
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology. (Sensor Fusion)
2009 (English)In: Proceedings of the 17th IEEE Signal Processing and Communications Applications Conference, 2009, 628-631 p.Conference paper, Published paper (Refereed)
Abstract [en]

This paper presents a differential entropy calculation method to be used for particle mixtures in particle filters. First it is shown that the exact differential entropy of particle mixtures is minus infinity and therefore useless in practice. The disadvantage of using discrete entropy formulation instead of differential entropy is also explained. Unlike the kernel-based methods in the literature, a Bayes rule based approximation is then proposed. The performance of the algorithm is illustrated on a basic Gaussian mixture example.

Place, publisher, year, edition, pages
2009. 628-631 p.
Keyword [en]
Bayes methods, Approximation theory, Entropy, Filtering theory
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-50813DOI: 10.1109/SIU.2009.5136474ISI: 000273935600213ISBN: 978-1-4244-4436-6 (print)ISBN: 978-1-4244-4435-9 (print)OAI: oai:DiVA.org:liu-50813DiVA: diva2:272220
Conference
17th IEEE Signal Processing and Communications Applications Conference, Antalya, Turkey, 9-11 April, 2009
Available from: 2009-10-14 Created: 2009-10-14 Last updated: 2013-07-07

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Orguner, Umut

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