APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS

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.

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Main Authors: A. V. Parakhnevich, A. S. Solonar, S. A. Gorshkov
Format: Article
Language:Russian
Published: Educational institution «Belarusian State University of Informatics and Radioelectronics» 2019-06-01
Series:Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
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Online Access:https://doklady.bsuir.by/jour/article/view/48
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author A. V. Parakhnevich
A. S. Solonar
S. A. Gorshkov
author_facet A. V. Parakhnevich
A. S. Solonar
S. A. Gorshkov
author_sort A. V. Parakhnevich
collection DOAJ
description 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.
format Article
id doaj-art-d1b8ecfb1bb34cfca01fc88833bd72c2
institution DOAJ
issn 1729-7648
language Russian
publishDate 2019-06-01
publisher Educational institution «Belarusian State University of Informatics and Radioelectronics»
record_format Article
series Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
spelling doaj-art-d1b8ecfb1bb34cfca01fc88833bd72c22025-08-20T03:02:15ZrusEducational institution «Belarusian State University of Informatics and Radioelectronics»Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki1729-76482019-06-0104687447APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERSA. V. Parakhnevich0A. S. Solonar1S. A. Gorshkov2Военная академия Республики БеларусьВоенная академия Республики БеларусьВоенная академия Республики БеларусьThere 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.https://doklady.bsuir.by/jour/article/view/48значимая плотность вероятности (importance density)метод монте-карлообобщенный фильтр частиц (particle filter)фильтр калмана
spellingShingle A. V. Parakhnevich
A. S. Solonar
S. A. Gorshkov
APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
значимая плотность вероятности (importance density)
метод монте-карло
обобщенный фильтр частиц (particle filter)
фильтр калмана
title APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
title_full APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
title_fullStr APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
title_full_unstemmed APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
title_short APPROACES TO THE IMPORTANCE DENSITY CHOICE IN PARTICLE FILTERS
title_sort approaces to the importance density choice in particle filters
topic значимая плотность вероятности (importance density)
метод монте-карло
обобщенный фильтр частиц (particle filter)
фильтр калмана
url https://doklady.bsuir.by/jour/article/view/48
work_keys_str_mv AT avparakhnevich approacestotheimportancedensitychoiceinparticlefilters
AT assolonar approacestotheimportancedensitychoiceinparticlefilters
AT sagorshkov approacestotheimportancedensitychoiceinparticlefilters