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Proceedings Paper

A plethora of open problems in particle flow research for nonlinear filters, Bayesian decisions, Bayesian learning, and transport
Author(s): Fred Daum; Jim Huang
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Paper Abstract

We describe many open problems for research in particle flows to compute Bayes’ rule for nonlinear filters, Bayesian decisions and Bayesian learning as well as transport. Particle flow mitigates particle degeneracy, which is the main cause of the curse of dimensionality for particle filters. Particle flow filters are many orders of magnitude faster to compute in real time compared with standard particle filters for the same accuracy for difficult high dimensional problems.

Paper Details

Date Published: 17 May 2016
PDF: 13 pages
Proc. SPIE 9842, Signal Processing, Sensor/Information Fusion, and Target Recognition XXV, 98420I (17 May 2016); doi: 10.1117/12.2217755
Show Author Affiliations
Fred Daum, Raytheon Co. (United States)
Jim Huang, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 9842:
Signal Processing, Sensor/Information Fusion, and Target Recognition XXV
Ivan Kadar, Editor(s)

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