Particle estimation algorithm using correlation of observation for nonlinear system state

Jun Liang, Xiyuan Peng, Yunxi Ma · Electronics Letters · 2008

A particle estimation algorithm, where the weight of the particle is proportional to the correlation coefficient of observations, is presented. When the likelihood has a bimodal nature, this algorithm leads to more accurate state estimates than SIR, APF, RPF, and GPF.

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