APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
Abstract
There are spent three methods of importance density choice (Gaussian, kvasi-Gaussian and modified kvasi-Gaussian) for posterior density approximation using Monte Carlo numerical integration method and considered comparing Kalman filter and Particle Filter implementation in the report.
About the Authors
A. V. Parakhnevich
Военная академия Республики Беларусь
Belarus
Belarus
A. S. Solonar
Военная академия Республики Беларусь
Belarus
Belarus
S. A. Gorshkov
Военная академия Республики Беларусь
Belarus
Belarus
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Review
For citations:
Parakhnevich A.V., Solonar A.S., Gorshkov S.A. APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS. Doklady BGUIR. 2012;(4):68-74. (In Russ.)
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