论文信息 - The Coordinate Particle Filter - a novel Particle Filter for high dimensional systems

The Coordinate Particle Filter - a novel Particle Filter for high dimensional systems

Parametric filters, such as the Extended Kalman Filter and the Unscented Kalman Filter, typically scale well with the dimensionality of the problem, but they are known to fail if the posterior state distribution cannot be closely approximated by a density of the assumed parametric form.

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