2024/05/15 by G. Kitagawa, Kitagawa, G.
Engineering · Mathematics · #62M10(Primary) #65D25(Secondary) #Computation (stat.CO) #Computer science #Computer vision #Cyclone Separators and Fluid Dynamics #Econometrics #FOS: Computer and information sciences #Filter (signal processing) #Geology #Mathematics #Particle (ecology) #Particle filter #Sampling (signal processing) #Statistics
paper · pdf · doi:10.48550/arxiv.2405.09167
published in arXiv (Cornell University) (Cornell University)
openalex publication_date 2024/05/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Particle filters are applicable to a wide range of nonlinear, non-Gaussian state-space models and have already been applied to a variety of problems. However, there is a problem in the calculation of smoothed distributions, where particles gradually degenerate and accuracy is reduced. The purpose of this paper is to consider the possibility of generating multiple particles in the prediction step of the particle filter and to empirically verify the effect using real data.