On Resampling Algorithms for Particle Filters
2006 (English)In: Proceedings of the 2006 IEEE Nonlinear Statistical Signal Processing Workshop, 2006, 79-82 p.Conference paper (Refereed)
In this paper 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 with respect to their resampling quality and computational complexity. Using extensive Monte Carlo simulations the theoretical results are verified. It is found that systematic resampling is favourable, both in terms of resampling quality and computational complexity.
Place, publisher, year, edition, pages
2006. 79-82 p.
Resampling, Particle filter
National CategoryEngineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-74546DOI: 10.1109/NSSPW.2006.4378824ISBN: 978-1-4244-0581-7OAI: oai:DiVA.org:liu-74546DiVA: diva2:487845
2006 IEEE Nonlinear Statistical Signal Processing Workshop, Cambridge, UK, September, 2006