Particle Flow for Nonlinear Filters Inspired by Physics

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:williamt
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  Our new nonlinear filter theory is many orders of magnitude faster than standard particle filters for the same accuracy,and it beats the extended Kalman filter accuracy by several orders of magnitude for difficult nonlinear problems.
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