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Resampling in particle filters

<p>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.</p>

Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:liu-2366
Date January 2004
CreatorsHol, Jeroen D.
PublisherLinköping University, Department of Electrical Engineering, Institutionen för systemteknik
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text
RelationLiTH-ISY-Ex-ET, ; 0283

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