A hybrid particle-stochastic map filter

Signal Processing（2023）

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摘要

•A hybrid filter, PSMF, combines the particle filter and stochastic map filter.•The PSMF-L and PSMF-NL are based on linear and nonlinear transport maps, respectively.•The PSMF-L shows advantages for medium-to-large numbers of particles.•The PSMF-NL shows better resilience to parameter changes.

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关键词

Optimal transport,Particle filtering,Nonlinear models

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