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Kullback-Leibler divergence 1

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Resampling methods for particle filtering: identical distribution, a new method, and comparable study

Tian-cheng LI,Gabriel VILLARRUBIA,Shu-dong SUN,Juan M. CORCHADO,Javier BAJO

Frontiers of Information Technology & Electronic Engineering 2015, Volume 16, Issue 11,   Pages 969-984 doi: 10.1631/FITEE.1500199

Abstract: Resampling is a critical procedure that is of both theoretical and practical significance for efficientTo gain an insight of the resampling process and the filter, this paper contributes in three furtherFirst, identical distribution (ID) is established as a general principle for the resampling design, whichrequires the distribution of particles before and after resampling to be statistically identical., and a corresponding, qualitative ID analysis of representative resampling methods is given.

Keywords： Particle filter     Resampling     Kullback-Leibler divergence     Kolmogorov-Smirnov statistic    

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Resampling methods for particle filtering: identical distribution, a new method, and comparable study

Tian-cheng LI,Gabriel VILLARRUBIA,Shu-dong SUN,Juan M. CORCHADO,Javier BAJO

Journal Article