Consistency checks for particle filters

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2006 Netherlands Publisher:Institute of Electrical and Electronics Engineers (IEEE)Journal:IEEE Transactions on Pattern Analysis and Machine Intelligence, volume 28, pages 140-145 (issn: 0162-8828,

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Authors: Ferdinand van der Heijden;

doi: 10.1109/tpami.2006.5

pmid: 16402626

Consistency checks for particle filters

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Abstract

An "inconsistent" particle filter produces--in a statistical sense--larger estimation errors than predicted by the model on which the filter is based. Two test variables are introduced that allow the detection of inconsistent behavior. The statistical properties of the variables are analyzed. Experiments confirm their suitability for inconsistency detection.

Country

Netherlands

Related Organizations

University of Twente
Netherlands

Keywords

Stochastic Processes, Models, Statistical, Artificial Intelligence, Systems Theory, Computer Simulation, Signal Processing, Computer-Assisted, Algorithms, Pattern Recognition, Automated

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