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
Degraded Image Analysis:An Invariant Approach一篇经典的关于不变矩的文章。
标签: Invariant Degraded Analysis Approach
上传时间: 2016-01-05
上传用户:ddddddos
将军——一种新的求解大规模问题的支持向量机程序(软件)。A Large Scale Machine Learning Toolbox
标签: Learning Machine Toolbox Large
上传时间: 2013-12-14
上传用户:zq70996813
ST7529液晶驱动 The ST7529 is a driver & controller LSI for 32 gray scale graphic dot-matrix liquid crystal display systems. It generates 255 Segment and 160 Common driver circuits. This chip is connected directly to a microprocessor, accepts Serial Peripheral Interface (SPI), 8-bit/16-bit parallel or IIC display data and stores in an on-chip display data RAM. It performs display data RAM read/write operation with no external operating clock to minimize power consumption. In addition, because it contains power supply circuits necessary to drive liquid crystal, it is possible to make a display system with the fewest components.
标签: 7529 controller dot-matrix graphic
上传时间: 2013-12-02
上传用户:奇奇奔奔
Learning Multi-scale Block Local Binary Patterns for Face Recognition”
标签: Multi-scale Recognition Learning Patterns
上传时间: 2016-02-11
上传用户:cursor
利用FREE SCALE的DSP56F803编写的AD采集程序
上传时间: 2016-04-07
上传用户:xfbs821
ARPACK is a collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.
标签: subroutines collection eigenvalue designed
上传时间: 2013-12-09
上传用户:66666
生成scale-free网络,目的是在这个网络结构上展开相关的讨论!
标签: scale-free 网络
上传时间: 2013-12-05
上传用户:erkuizhang
Electronic scale of the development and application of the text set out more Xiangxi electronic scale of the development and application of the situation.
标签: development application Electronic electronic
上传时间: 2013-12-25
上传用户:李梦晗
A Matlab toolbox for exact linear time-invariant system identification is presented. The emphasis is on the variety of possible ways to implement the mappings from data to parameters of the data generating system. The considered system representations are input/state/output, difference equation, and left matrix fraction. KEYWORDS: subspace identification, deterministic subspace identification, balanced model reduction, approximate system identification, MPUM.
标签: identification time-invariant presented emphasis
上传时间: 2013-12-28
上传用户:wfl_yy