You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
It seems that I may have misunderstood what is commonly meant by "SIR Particle Filter". It seems that most authors use SIR to refer to filters that use any proposal distribution while the SIRParticleFilter in this package always uses the transition probability distribution as the proposal distribution.
Perhaps BootstrapFilter would be better? It's hard to tell what people use.
Gordon, N. J., Salmond, D. J., & Smith, A. F. M. (n.d.). Novel approach to nonlinear / non-Gaussian Bayesian state estimation, 107–113.
Crisan, D., & Doucet, A. (2002). A survey of convergence results on particle filtering methods for practitioners. IEEE Transactions on Signal Processing, 50(3), 736–746. https://doi.org/10.1109/78.984773
The text was updated successfully, but these errors were encountered:
zsunberg
changed the title
SIR Particle filter misnamed
SIR Particle filter misnamed?
Jan 15, 2019
It seems that I may have misunderstood what is commonly meant by "SIR Particle Filter". It seems that most authors use SIR to refer to filters that use any proposal distribution while the
SIRParticleFilter
in this package always uses the transition probability distribution as the proposal distribution.Perhaps
BootstrapFilter
would be better? It's hard to tell what people use.Relevant sources to consult:
The text was updated successfully, but these errors were encountered: