Adaptive Importance Sampling in Particle Filtering
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F13%3A00394050" target="_blank" >RIV/67985556:_____/13:00394050 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Adaptive Importance Sampling in Particle Filtering
Original language description
Computational efficiency of the particle filter, as a method based on importance sampling, depends on the choice of the proposal density. Various default schemes, such as the bootstrap proposal, can be very inefficient in demanding applications. Adaptiveparticle filtering is a general class of algorithms that adapt the proposal function using the observed data. Adaptive importance sampling is a technique based on parametrization of the proposal and recursive estimation of the parameters. In this paper,we investigate the use of the adaptive importance sampling in the context of particle filtering. Specifically, we propose and test several options of parameter initialization and particle association. The technique is applied in a demanding scenario oftracking an atmospheric release of radiation. In this scenario, the likelihood of the observations is rather sharp and its evaluation is computationally expensive. Hence, the overhead of the adaptation procedure is negligible and the prop
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceeding of the 16th International Conference on Information Fusion
ISBN
978-605-86311-1-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
ISIF
Place of publication
Istanbul
Event location
Istanbul
Event date
Jul 9, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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