ICASSP
2011
IEEE
12 years 10 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
13 years 7 months 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...