Comparative Analysis of Particle Filters for Stochastic Systems with Continuous and Discrete Time
Irina Kudryavtseva, К. А. Рыбаков · Journal of Computer and Systems Sciences International · 2022
Abstract A comparative analysis of particle filters for stochastic observation systems with continuous and discrete time is carried out in terms of their practical implementation, i.e., in the form of application programs. The advantage of a discrete particle filter, which provides a small gain in computation time in the absence of overflow errors, is shown.