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Proceedings Paper

Hollywood log-homotopy: movies of particle flow for nonlinear filters
Author(s): Fred Daum; Jim Huang
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Paper Abstract

In this paper we show five movies of particle flow to provide insight and intuition about this new algorithm. The particles flow solves the well known and important problem of particle degeneracy. Bayes' rule is implemented by particle flow rather than as a pointwise multiplication. This theory is roughly seven orders of magnitude faster than standard particle filters, and it often beats the extended Kalman filter by two orders of magnitude in accuracy for difficult nonlinear problems.

Paper Details

Date Published: 5 May 2011
PDF: 8 pages
Proc. SPIE 8050, Signal Processing, Sensor Fusion, and Target Recognition XX, 80500X (5 May 2011); doi: 10.1117/12.877171
Show Author Affiliations
Fred Daum, Raytheon (United States)
Jim Huang, Raytheon (United States)

Published in SPIE Proceedings Vol. 8050:
Signal Processing, Sensor Fusion, and Target Recognition XX
Ivan Kadar, Editor(s)

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