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Proceedings Paper

Coulomb's law particle flow for nonlinear filters
Author(s): Fred Daum; Jim Huang; Arjang Noushin
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Paper Abstract

We have invented a new theory of exact particle flow for nonlinear filters. The flow of particles corresponding to Bayes' rule is computed from the gradient of the solution of Poisson's equation, and it is analogous to Coulomb's law. Our theory is a radical departure from other particle filters in several ways: (1) we compute Bayes' rule using a flow of particles rather than as a pointwise multiplication; (2) we never resample particles; (3) we do not use a proposal density; (4) we do not use importance sampling or any other MCMC algorithm; and (5) our filter is roughly 6 to 8 orders of magnitude faster than standard particle filters for the same accuracy.

Paper Details

Date Published: 16 September 2011
PDF: 10 pages
Proc. SPIE 8137, Signal and Data Processing of Small Targets 2011, 81370B (16 September 2011); doi: 10.1117/12.887514
Show Author Affiliations
Fred Daum, Raytheon Co. (United States)
Jim Huang, Raytheon Co. (United States)
Arjang Noushin, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 8137:
Signal and Data Processing of Small Targets 2011
Oliver E. Drummond, Editor(s)

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