Share Email Print
cover

Proceedings Paper

A fresh perspective on research for nonlinear filters
Author(s): Fred Daum; Jim Huang
Format Member Price Non-Member Price
PDF $14.40 $18.00

Paper Abstract

We give a fresh perspective on research for nonlinear filters with particle flow. Such research is an interesting mixture of theory and numerical experiments, as well as tradeoffs in filter implementation using GPUs and fast approximate k-NN algorithms, and fast approximate Poisson solvers. Our fundamental idea is to compute Bayes' rule using an ordinary differential equation (ODE) rather than a pointwise multiplication; this solves the problem of particle degeneracy. Our filter is many orders of magnitude faster than standard particle filters for high dimensional problems, and it is several orders of magnitude more accurate than the EKF for difficult nonlinear problems, including problems with multimodal densities.

Paper Details

Date Published: 28 April 2010
PDF: 12 pages
Proc. SPIE 7697, Signal Processing, Sensor Fusion, and Target Recognition XIX, 769705 (28 April 2010); doi: 10.1117/12.846741
Show Author Affiliations
Fred Daum, Raytheon (United States)
Jim Huang, Raytheon (United States)


Published in SPIE Proceedings Vol. 7697:
Signal Processing, Sensor Fusion, and Target Recognition XIX
Ivan Kadar, Editor(s)

© SPIE. Terms of Use
Back to Top