Particle filter

GPTKB entity

Statements (49)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkbp:advantage Handles nonlinear, non-Gaussian systems
gptkbp:alsoKnownAs gptkb:Sequential_Monte_Carlo_method
gptkbp:basedOn gptkb:Monte_Carlo_methods
gptkbp:citation Novel approach to nonlinear/non-Gaussian Bayesian state estimation (1993)
gptkbp:firstDescribed gptkb:Gordon,_Salmond,_and_Smith
1993
gptkbp:hasConcept Importance sampling
Particles represent hypotheses
Resampling
Weighting
https://www.w3.org/2000/01/rdf-schema#label Particle filter
gptkbp:introducedIn 1990s
gptkbp:limitation Computationally expensive
Particle degeneracy
Sample impoverishment
gptkbp:mathematicalFoundation gptkb:Probability_theory
Bayesian statistics
Stochastic processes
gptkbp:notableFor gptkb:SLAM_(Simultaneous_Localization_and_Mapping)
Financial time series analysis
Object tracking
Robot localization
Speech recognition
Weather prediction
gptkbp:notableVariant gptkb:Bootstrap_filter
gptkb:Rao-Blackwellized_particle_filter
gptkb:Unscented_particle_filter
Auxiliary particle filter
gptkbp:relatedTo gptkb:Kalman_filter
gptkb:Hidden_Markov_model
Markov chain
Bayesian filter
gptkbp:requires Observation model
Random number generation
Transition model
gptkbp:step Prediction
Resampling
Update
Weight normalization
gptkbp:usedFor Bayesian inference
Nonlinear filtering
State estimation
gptkbp:usedIn gptkb:robot
gptkb:signal_processing
Computer vision
Navigation
gptkbp:bfsParent gptkb:Kalman_filter
gptkbp:bfsLayer 4