On using Likelihood-adjusted Proposals in Particle Filtering: Local Importance Sampling
P. Torma, and {. Szepesvári. 4th International Symposium on Image and Signal Processing and Analysis, page 1--2. (2005)
Abstract
An unsatisfactory property of particle filters is that they may become inefficient when the observation noise is low. In this paper we consider a simple-to-implement particle filter, called `LIS-based particle filter', whose aim is to overcome the above mentioned weakness. LIS-based particle filters sample the particles in a two-stage process that uses information of the most recent observation, too. Experiments with the standard bearings-only tracking problem indicate that the proposed new particle filter method is indeed a viable alternative to other methods.
%0 Conference Paper
%1 torma2005
%A Torma, P.
%A Szepesvári, Cs.
%B 4th International Symposium on Image and Signal Processing and Analysis
%D 2005
%K application filtering, particle theory, vision,
%P 1--2
%T On using Likelihood-adjusted Proposals in Particle Filtering: Local Importance Sampling
%X An unsatisfactory property of particle filters is that they may become inefficient when the observation noise is low. In this paper we consider a simple-to-implement particle filter, called `LIS-based particle filter', whose aim is to overcome the above mentioned weakness. LIS-based particle filters sample the particles in a two-stage process that uses information of the most recent observation, too. Experiments with the standard bearings-only tracking problem indicate that the proposed new particle filter method is indeed a viable alternative to other methods.
@inproceedings{torma2005,
abstract = {An unsatisfactory property of particle filters is that they may become inefficient when the observation noise is low. In this paper we consider a simple-to-implement particle filter, called `LIS-based particle filter', whose aim is to overcome the above mentioned weakness. LIS-based particle filters sample the particles in a two-stage process that uses information of the most recent observation, too. Experiments with the standard bearings-only tracking problem indicate that the proposed new particle filter method is indeed a viable alternative to other methods.},
added-at = {2020-03-17T03:03:01.000+0100},
author = {Torma, P. and Szepesv{\'a}ri, {Cs}.},
biburl = {https://www.bibsonomy.org/bibtex/2b417fe0c37856cf1a5e0c5792fc85793/csaba},
booktitle = {4th International Symposium on Image and Signal Processing and Analysis},
date-modified = {2010-11-25 00:00:51 -0700},
interhash = {649d90cbb6dc7a02679057f42ce998ae},
intrahash = {b417fe0c37856cf1a5e0c5792fc85793},
keywords = {application filtering, particle theory, vision,},
owner = {Beata},
pages = {1--2},
pdf = {papers/torma-ispa2005.pdf},
timestamp = {2020-03-17T03:03:01.000+0100},
title = {On using Likelihood-adjusted Proposals in Particle Filtering: Local Importance Sampling},
year = 2005
}