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Improving the Gaussian Sum Particle filtering by MMSE constraint

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1 Author(s)
Chao Shao ; Xi¿an Institute of post and telecommunications, 710061, China

In the paper, we proposed a new modification to the Gaussian sum particle filtering (GSPF) by incorporating a minimum mean square error constraint (MMSE-GSPF) in tracking parameter variation of dynamic state space model, the algorithm complexity is reduced yet. In addition, the MMSE-GSPF also shows better performance in tracking of time-varying parameters than the original Gaussian sum particle filtering.

Published in:

2008 9th International Conference on Signal Processing

Date of Conference:

26-29 Oct. 2008