Consistency checks for particle filters

F. van der Heijden

doi:10.1109/TPAMI.2006.5

Consistency checks for particle filters

F. van der Heijden

Research output: Contribution to journal › Article › Academic › peer-review

21 Citations (Scopus)

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Abstract

An "inconsistent" particle filter produces — in a statistical sense — larger estimation errors than predicted by the model on which the filter is based. Two test variables are introduced that allow the detection of inconsistent behavior. The statistical properties of the variables are analyzed. Experiments confirm their suitability for inconsistency detection.

Original language	English
Pages (from-to)	140-145
Number of pages	6
Journal	IEEE transactions on pattern analysis and machine intelligence
Volume	28
Issue number	1
DOIs	https://doi.org/10.1109/TPAMI.2006.5
Publication status	Published - 2006

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10.1109/TPAMI.2006.5

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DO - 10.1109/TPAMI.2006.5

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JO - IEEE transactions on pattern analysis and machine intelligence

JF - IEEE transactions on pattern analysis and machine intelligence

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Consistency checks for particle filters

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