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Proceedings Paper

Seven dubious methods to mitigate stiffness in particle flow with non-zero diffusion for nonlinear filters, Bayesian decisions, and transport
Author(s): Fred Daum; Jim Huang
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Paper Abstract

We explain why one of our favorite particle flows (method #18) requires special care for numerical integration. The root cause is stiffness of the flow. This can be mitigated with a small increase in computational complexity (a factor of three). There are many ways to do this, but some are much better than others. In particular, one can use a smaller step size for numerical integration, or use principal coordinates, or use a stiff ODE solver or an adaptive ODE solver or other methods. We show that the best methods are contrary to the standard advice given in textbooks.

Paper Details

Date Published: 13 June 2014
PDF: 11 pages
Proc. SPIE 9092, Signal and Data Processing of Small Targets 2014, 90920C (13 June 2014); doi: 10.1117/12.2046814
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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