Thursday, July 29, 2010

Kolia Sadeghi : August 4


I will attempt to take the latest paper on the deterministic particle flow filter discussed in a previous blog post, and strip it down to the essentials.  The authors present a more general, stable and improved version of their previous deterministic particle flow filter, supposedly. This paper is rife with ideas and peculiarly written; for a gentler introduction, please refer to the papers linked to in the previous blog post. Here is the paper:

Exact particle flow for nonlinear filters by Fred Daum, Jim Huang and Arjang Noushin,
Numerical experiments for nonlinear filters with exact particle flow induced by log-homotopy (companion paper)

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