We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the system needed to solve for each particle and ii) the factorization of the transition probability which allows the Rao-Blackwellization of the filtering step. Both simplifications can be implemented using the coarse projective integration framework. The resulting particle filter is faster and has smaller variance than the particle filter based on the original system. The convergence of the new particle filter to the analytical filter for the original system is proved and some numerical results are provided.
标签: construction separation time-scale particle
上传时间: 2016-01-02
上传用户:fhzm5658
ucos From a small number of the concept of real-time kernel, developed a simple algorithm available, the core of the book made a detailed presentation
标签: algorithm available developed real-time
上传时间: 2014-10-27
上传用户:JIUSHICHEN
Real-Time Transport Protocol (RTP) Payload Format and File Storage Format for the Adaptive Multi-Rate (AMR) and Adaptive Multi-Rate Wideband (AMR-WB) Audio Codecs
标签: Format Real-Time Transport Protocol
上传时间: 2014-11-26
上传用户:小草123
To estimate the input-output mapping with inputs x % and outputs y generated by the following nonlinear, % nonstationary state space model: % x(t+1) = 0.5x(t) + [25x(t)]/[(1+x(t))^(2)] % + 8cos(1.2t) + process noise % y(t) = x(t)^(2) / 20 + 6 squareWave(0.05(t-1)) + 3 % + time varying measurement noise % using a multi-layer perceptron (MLP) and both the EKF and % the hybrid importance-samping resampling (SIR) algorithm.
标签: input-output the generated following
上传时间: 2014-01-05
上传用户:royzhangsz
abov公司的单片机器MC80F7208的演示程序,C代码,包含LCD,I2C,KEY,ADC,NVM,TIME等内容,适合初学者熟悉.
上传时间: 2013-12-14
上传用户:it男一枚
TI warrants performance of its products to the specifications applicable at the time of sale in accordance with TI’s standard warranty. Testing and other quality control techniques are utilized to the extent TI deems necessary to support this warranty. Specific testing of all parameters of each device is not necessarily performed, except those mandated by government requirements.
标签: specifications performance applicable the
上传时间: 2016-01-16
上传用户:weixiao99
2D Collsion Detection in Real-time Demonstration This is the sample application that accompanies Game Developer magazine. It is meant as a demonstration of a method for 2D collision detection.
标签: Demonstration application accompanies Detection
上传时间: 2016-01-17
上传用户:sardinescn
RTP( Real-time Transport Protocol)协议最初是在70年代为了尝试传输声音文件,把包分成几部分用来传输语音,时间标志和队列号。
标签: Real-time Transport Protocol RTP
上传时间: 2016-01-18
上传用户:Yukiseop
This cookbook contains a wealth of solutions to problems that SQL programmers face all the time. Recipes inside range from how to perform simple tasks, like importing external data, to ways of handling issues that are more complicated, like set algebra. Each recipe includes a discussion that explains the logic and concepts underlying the solution. The book covers audit logging, hierarchies, importing data, sets, statistics, temporal data, and data structures.
标签: programmers solutions cookbook contains
上传时间: 2013-12-08
上传用户:Altman
You imagine? Right, there s more than one possibility, this time I ll give you tree. One for your private data, one for the common data in order to receive data from other applications like Excel, WinWord etc. and at last, I ll give you a handy-dandy class you can derive ANY MFC object from, to make it a drop target
标签: possibility imagine Right there
上传时间: 2013-12-21
上传用户:jichenxi0730