How to avoid normalization of particle flow for nonlinear filters, Bayesian decisions, and transport
Fred E. Daum, Jim Huang · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2014
We describe four distinct ways to avoid normalization of the probability density for particle flow. We have roughly 20 algorithms to compute particle flow, and the three best algorithms avoid computing the normalization of the conditional probability density of the state. We explain why explicit normalization often spoils the flow. This phenomenon has been noticed by other researchers for completely different applications (e.g., weather prediction), but apparently the benefits of avoiding normalization are not well known.