Work

Interpolation and Iteration for Nonlinear Filters

Year: 2009

Type: preprint

Abstract: We present a general form of the iteration and interpolation process used in implicit particle filters. Implicit filters are based on a pseudo-Gaussian representation of posterior densities, and are designed to focus the particle paths so as to reduce the number of particles needed in nonlinear data assimilation. Examples are given.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.0910.3241

Authors: Chorin, Alexandre J., Tu, Xuemin

Institutions: Lawrence Berkeley National Laboratory, University of California, Berkeley

Language: English

Topic: Target Tracking and Data Fusion in Sensor Networks

Subfield: Artificial Intelligence

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, U.S. Department of Energy, Office of Science

Awards: G1286236842, G1863003419, G3083819904, G419881185, G4501827968, G498139845, G6652958823, Multiscale Sampling with Applications, G969889393

OpenAlex ID: W1587412282

Cites: 14

Cited by: 12

Related to: 10