A weighted likelihood criteria for learning importance densities in particle filtering
Selecting an optimal importance density and ensuring optimal particle weights are central challenges in particle-based filtering. In this paper, we provide a two-step procedure to learn importance densities for particle-based filtering. The first stage importance density is constructed based on ense...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Springer International Publishing
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048610027&doi=10.1186%2fs13634-018-0557-5&partnerID=40&md5=dc6f02a8759dd89aeac0e498b0e7fcf3 http://eprints.utp.edu.my/20740/ |
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