ICASSP
2011
IEEE
13 years 4 months ago
2011
IEEE
A new particle filtering technique is proposed which addresses the problem of mode preservation in the approximation of multi-modal posteriors. The key is a resampling step which...
CORR
2008
Springer
14 years 16 days ago
2008
Springer
We study efficient importance sampling techniques for particle filtering (PF) when either (a) the observation likelihood (OL) is frequently multimodal or heavy-tailed, or (b) the s...