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23 May 2013Particle flow inspired by Knothe-Rosenblatt transport for nonlinear filters
We derive a new algorithm for particle flow
corresponding to Bayes’ rule that was inspired by Knothe-
Rosenblatt transport, which is well known in transport
theory. We emphasize that our flow is not Knothe-
Rosenblatt transport, but rather it is a completely different
algorithm for particle flow. In particular, we pick a nearly
upper triangular Jacobian matrix, but the meaning of the
word “Jacobian” as used here is completely different than
used in Knothe-Rosenblatt transport.
Fred Daum andJim Huang
"Particle flow inspired by Knothe-Rosenblatt transport for nonlinear filters", Proc. SPIE 8745, Signal Processing, Sensor Fusion, and Target Recognition XXII, 87450O (23 May 2013); https://doi.org/10.1117/12.2009365
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Fred Daum, Jim Huang, "Particle flow inspired by Knothe-Rosenblatt transport for nonlinear filters," Proc. SPIE 8745, Signal Processing, Sensor Fusion, and Target Recognition XXII, 87450O (23 May 2013); https://doi.org/10.1117/12.2009365