From the Kalman Filter to the Particle Filter: A Geometrical Perspective of the Curse of Dimensionality
The aim of this contribution is to provide a description of the difference between Kalman filter and particle filter when the state space is of high dimension. In the Gaussian framework, KF and PF give the same theoretical result. However, in high dimension and using finite sampling for the Gaussian...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2016-01-01
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| Series: | Advances in Meteorology |
| Online Access: | http://dx.doi.org/10.1155/2016/9372786 |
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