In the Kalman filter the density propagation changes from one Gaussian to… another Gaussian distribution. What changes is the mean and variance.
This is very good if our system is linear and the noise is Gaussian. But if it isn’t (i.e. cluttered data etc.) – Kalman fails
This is where th... MatlabMatlab
I have developed a serial of resampling methods for pArticle filtering in Matlab as attached below in separate .m files that you may have interest and that you may have better implementation than me, or if you have any question, your feedback will be appreciated.
These resamplin... 算法Matlab
PSO PArticle Swarm Optimization Algorithm
% PSO PArticle Swarm Optimization Algorithm
% PSO attempts to solve continuous optimization problem of the form
% min OBJFUNC(X)
% No... MatlabMatlab