scholarly journals A Defensive Marginal Particle Filtering Method for Data Assimilation

2020 ◽  
Vol 8 (3) ◽  
pp. 1215-1235
Author(s):  
Linjie Wen ◽  
Jiangqi Wu ◽  
Linjun Lu ◽  
Jinglai Li
2017 ◽  
Vol 17 (02) ◽  
pp. 1750008
Author(s):  
Feng Bao ◽  
Yanzhao Cao ◽  
Xiaoying Han ◽  
Jinglai Li

We propose an efficient algorithm to perform nonlinear data assimilation for Korteweg–de Vries solitons. In particular we develop a reduced particle filtering method to reduce the dimension of the problem. The method decomposes a solitonic pulse into a clean soliton and small radiative noise, and instead of inferring the complete pulse profile, we only infer the two soliton parameters with particle filter. Numerical examples are provided to demonstrate that the proposed method can provide rather accurate results, while being much more computationally affordable than a standard particle filter.


Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1090
Author(s):  
Wenxu Wang ◽  
Damián Marelli ◽  
Minyue Fu

A popular approach for solving the indoor dynamic localization problem based on WiFi measurements consists of using particle filtering. However, a drawback of this approach is that a very large number of particles are needed to achieve accurate results in real environments. The reason for this drawback is that, in this particular application, classical particle filtering wastes many unnecessary particles. To remedy this, we propose a novel particle filtering method which we call maximum likelihood particle filter (MLPF). The essential idea consists of combining the particle prediction and update steps into a single one in which all particles are efficiently used. This drastically reduces the number of particles, leading to numerically feasible algorithms with high accuracy. We provide experimental results, using real data, confirming our claim.


2015 ◽  
Vol 47 ◽  
pp. 192-204 ◽  
Author(s):  
Xi Chen ◽  
Simo Särkkä ◽  
Simon Godsill

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