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Proceedings Paper

How to avoid normalization of particle flow for nonlinear filters, Bayesian decisions, and transport
Author(s): Fred Daum; Jim Huang
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Paper Abstract

We describe four distinct ways to avoid normalization of the probability density for particle flow. We have roughly 20 algorithms to compute particle flow, and the three best algorithms avoid computing the normalization of the conditional probability density of the state. We explain why explicit normalization often spoils the flow. This phenomenon has been noticed by other researchers for completely different applications (e.g., weather prediction), but apparently the benefits of avoiding normalization are not well known.

Paper Details

Date Published: 13 June 2014
PDF: 9 pages
Proc. SPIE 9092, Signal and Data Processing of Small Targets 2014, 90920B (13 June 2014); doi: 10.1117/12.2044122
Show Author Affiliations
Fred Daum, Raytheon Co. (United States)
Jim Huang, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 9092:
Signal and Data Processing of Small Targets 2014
Oliver E. Drummond, Editor(s)

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