Particle flow for nonlinear filters with log-homotopy

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 6969, Issue , 2008, Pages

  Daum, Fred ^a   Huang, Jim ^a  

^a NONE

Author keywords

Concentration of measure; Curse of dimensionality; Degeneracy; Homotopy; Kalman filter; MCMC; Metropolis Hastings; Nonlinear filter; Particle collapse; Particle filter

Indexed keywords

AIR FILTERS; COMPUTATIONAL COMPLEXITY; DATA PROCESSING; DISTRIBUTED COMPUTER SYSTEMS; ESTIMATION; MICROFLUIDICS; NONLINEAR ANALYSIS; NONLINEAR FILTERING; NONLINEAR PROGRAMMING; SIGNAL FILTERING AND PREDICTION; TARGET TRACKING; TARGETS;

(2+1) DIMENSIONS; (ALGORITHMIC) COMPLEXITY; (MIN ,MAX ,+) FUNCTIONS; BAYES RULES; COLLAPSE (DRYING); FULLY COUPLED; HOMOTOPY; NON-LINEAR ESTIMATION; NON-LINEAR FILTERING; OPTIMAL ESTIMATIONS; ORDERS-OF-MAGNITUDE; PARTICLE FILTER (PF); PARTICLE FLOWS; SMALL TARGETS;

WAVE FILTERS;

EID: 44949137411     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.764909     Document Type: Conference Paper

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