15 May 2012 Small curvature particle flow for nonlinear filters
Author Affiliations +
Proceedings Volume 8393, Signal and Data Processing of Small Targets 2012; 83930A (2012); doi: 10.1117/12.915183
Event: SPIE Defense, Security, and Sensing, 2012, Baltimore, Maryland, United States
We derive five new particle flow algorithms for nonlinear filters based on the small curvature approximation inspired by fluid dynamics. We find it extremely interesting that this physically motivated approximation generalizes two of our previous exact flow algorithms, namely incompressible flow and Gaussian flow. We derive a new algorithm to compute the inverse of the sum of two linear differential operators using a second homotopy, similar to Feynman's perturbation theory for quantum electrodynamics as well as Gromov's h-principle.
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Fred Daum, Jim Huang, "Small curvature particle flow for nonlinear filters", Proc. SPIE 8393, Signal and Data Processing of Small Targets 2012, 83930A (15 May 2012); doi: 10.1117/12.915183; https://doi.org/10.1117/12.915183


Nonlinear filtering

Particle filters


Algorithm development

Fluid dynamics

Filtering (signal processing)

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