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5 May 2011Hollywood log-homotopy: movies of particle flow for nonlinear filters
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.
Fred Daum andJim 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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Fred Daum, 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