Hollywood log-homotopy: movies of particle flow for nonlinear filters

Fred Daum; Jim Huang

doi:10.1117/12.877171

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5 May 2011 Hollywood log-homotopy: movies of particle flow for nonlinear filters

Fred Daum, Jim Huang

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Proceedings Volume 8050, Signal Processing, Sensor Fusion, and Target Recognition XX; 80500X (2011) https://doi.org/10.1117/12.877171
Event: SPIE Defense, Security, and Sensing, 2011, Orlando, Florida, United States

Abstract

In this paper we show five movies of particle flow to provide insight and intuition about this new algorithm. The particles flow solves the well known and important problem of particle degeneracy. Bayes' rule is implemented by particle flow rather than as a pointwise multiplication. This theory is roughly seven orders of magnitude faster than standard particle filters, and it often beats the extended Kalman filter by two orders of magnitude in accuracy for difficult nonlinear problems.

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Fred Daum and Jim Huang "Hollywood log-homotopy: movies of particle flow for nonlinear filters", Proc. SPIE 8050, Signal Processing, Sensor Fusion, and Target Recognition XX, 80500X (5 May 2011); https://doi.org/10.1117/12.877171

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