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A sequential Monte Carlo approximation of the HISP filter
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Houssineau, Jeremie, Clark, Daniel E. and Del Moral, Pierre (2015) A sequential Monte Carlo approximation of the HISP filter. In: 2015 23rd European Signal Processing Conference (EUSIPCO), Nice, France, 31 Aug - 4 Sept 2015 pp. 1251-1255. ISBN 9780992862633. doi:10.1109/EUSIPCO.2015.7362584 ISSN 2076-1465.
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Official URL: http://dx.doi.org/10.1109/EUSIPCO.2015.7362584
Abstract
A formulation of the hypothesised filter for independent stochastic populations (hisp) is proposed, based on the concept of association measure, which is a measure on the set of observation histories. Using this formulation, a particle approximation is introduced at the level of the association measure for handling the exponential growth in the number of underlying hypotheses. This approximation is combined with a sequential Monte Carlo implementation for the underlying single-object distributions to form a mixed particle association model. Finally, the performance of this approach is compared against a Kalman filter implementation on simulated data based on a finite-resolution sensor.
Item Type: | Conference Item (Paper) | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Publisher: | IEEE | ||||
ISBN: | 9780992862633 | ||||
ISSN: | 2076-1465 | ||||
Book Title: | 2015 23rd European Signal Processing Conference (EUSIPCO) | ||||
Official Date: | 28 December 2015 | ||||
Dates: |
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Page Range: | pp. 1251-1255 | ||||
DOI: | 10.1109/EUSIPCO.2015.7362584 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | 2015 23rd European Signal Processing Conference (EUSIPCO) | ||||
Type of Event: | Conference | ||||
Location of Event: | Nice, France | ||||
Date(s) of Event: | 31 Aug - 4 Sept 2015 |
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