Analysis of error propagation in particle filters with approximation
نویسندگان
چکیده
منابع مشابه
Analysis of error propagation in particle filters with approximation
This paper examines the impact of approximation steps that become necessary when particle filters are implemented on resource-constrained platforms. We consider particle filters that perform intermittent approximation, either by subsampling the particles or by generating a parametric approximation. For such algorithms, we derive time-uniform bounds on the weak-sense Lp error and present associa...
متن کاملExact Approximation of Rao - Blackwellised Particle Filters ?
Particle methods are a category of Monte Carlo algorithms that have become popular for performing inference in non-linear non-Gaussian state-space models. The class of “RaoBlackwellised” particle filters exploits the analytic marginalisation that is possible for some statespace models to reduce the variance of the Monte Carlo estimates. Despite being applicable to only a restricted class of sta...
متن کاملanalysis of power in the network society
اندیشمندان و صاحب نظران علوم اجتماعی بر این باورند که مرحله تازه ای در تاریخ جوامع بشری اغاز شده است. ویژگیهای این جامعه نو را می توان پدیده هایی از جمله اقتصاد اطلاعاتی جهانی ، هندسه متغیر شبکه ای، فرهنگ مجاز واقعی ، توسعه حیرت انگیز فناوری های دیجیتال، خدمات پیوسته و نیز فشردگی زمان و مکان برشمرد. از سوی دیگر قدرت به عنوان موضوع اصلی علم سیاست جایگاه مهمی در روابط انسانی دارد، قدرت و بازتولید...
15 صفحه اولQuality of Approximation in Error Transfer Function Analysis of the LMS Adaptive Filters
This paper defines haw the quality of approximation used in the error transfer function analysis affects the accuracy of the resulting steady-state mean square error (MSE) of the Least-Mean-Square (LMS) adaptive filters. It shows that the error transfer function approach is very accurate for extremely narrow bandwidth input signals, and it deteriorates as the bandwidth of input signal increases.
متن کاملOPTIMISATION OF PARTICLE FILTERS USING SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION tBao
This paper addresses the optimisation of particle filtering methods aka Sequential Monte Carlo (SMC) methods using stochastic approximation. First, the SMC algorithm is parameterised smoothly by a parameter. Second, optimisation of an average cost function is performed using Simultaneous Perturbation Stochastic Approximation (SPSA). Simulations demonstrate the efficiency of our algorithm.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2011
ISSN: 1050-5164
DOI: 10.1214/11-aap760