Semi-Independent Resampling for Particle Filtering
Roland Lamberti, Yohan Petetin, Francois Desbouvries, Francois Septier · IEEE Signal Processing Letters · 2017
Among sequential Monte Carlo methods, sampling importance resampling (SIR) algorithms are based on importance sampling and on some (resampling-based) rejuvenation algorithm that aims at fighting against weight degeneracy. However, this mechanism tends to be insufficient when applied to informative or high-dimensional models. In this letter, we revisit the rejuvenation mechanism and propose a class of parameterized SIR-based solutions that enable us to adjust the tradeoff between computational cost and statistical performances.