Comparison of Resampling Schemes for Particle Filtering¶
Douc, R., & Cappe, O. (2005). Comparison of Resampling Schemes for Particle Filtering. Proceedings of the 4th International Symposium on Image and Signal Processing and Analysis, 64-69.
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Domain-specific¶
- Particle Filter
- Resampling replaces the weighted population with an approximately equally weighted descendant population by drawing ancestors in proportion to their support; residual, stratified, systematic, and multinomial schemes differ in the sampling noise they introduce.
This sourceCompares multinomial, residual, stratified, and systematic resampling and their variance properties.
- Resampling replaces the weighted population with an approximately equally weighted descendant population by drawing ancestors in proportion to their support; residual, stratified, systematic, and multinomial schemes differ in the sampling noise they introduce.
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