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Proceedings Paper

Particle flow inspired by Knothe-Rosenblatt transport for nonlinear filters
Author(s): Fred Daum; Jim Huang
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Paper Abstract

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.

Paper Details

Date Published: 23 May 2013
PDF: 8 pages
Proc. SPIE 8745, Signal Processing, Sensor Fusion, and Target Recognition XXII, 87450O (23 May 2013); doi: 10.1117/12.2009365
Show Author Affiliations
Fred Daum, Raytheon Co. (United States)
Jim Huang, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 8745:
Signal Processing, Sensor Fusion, and Target Recognition XXII
Ivan Kadar, Editor(s)

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