Conditional importance sampling for particle filters
文献类型：期刊论文
| 作者 | Zhang, Qingming2,3; Shi, Buhai3; Zhang, Yuhao1 |
| 刊名 | INFORMATION SCIENCES
 |
| 出版日期 | 2019-10-01 |
| 卷号 | 501页码:388-396 |
| 关键词 | Importance sampling Conditional density Variance of importance weights Effective sample size Particle filter |
| ISSN号 | 0020-0255 |
| DOI | 10.1016/j.ins.2019.06.026 |
| 英文摘要 | In this paper, we present a new importance sampling method, namely the conditional importance sampling (CIS). This new method uses a conditional density as a proposal density and exploits rejection sampling, adaptively neglecting samples whose importance weights are relatively low. The CIS improves the efficiency of estimation without creating bias. We apply the CIS to the bootstrap filter to obtain a new algorithm, named the conditional bootstrap filter, which achieves higher estimation efficiency than the bootstrap filter and shows advantages over some other filters in our simulations. (C) 2019 Elsevier Inc. All rights reserved. |
| WOS研究方向 | Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000480663900023 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35388]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, Qingming |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Guizhou Minzu Univ, Sch Data Sci & Informat Engn, Guiyang 550025, Guizhou, Peoples R China 3.South China Univ Technol, Sch Automat Sci & Engn, Guangzhou 510641, Guangdong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, Qingming,Shi, Buhai,Zhang, Yuhao. Conditional importance sampling for particle filters[J]. INFORMATION SCIENCES,2019,501:388-396. |
| APA | Zhang, Qingming,Shi, Buhai,&Zhang, Yuhao.(2019).Conditional importance sampling for particle filters.INFORMATION SCIENCES,501,388-396. |
| MLA | Zhang, Qingming,et al."Conditional importance sampling for particle filters".INFORMATION SCIENCES 501(2019):388-396. |
入库方式： OAI收割
来源：数学与系统科学研究院
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