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Nudging the particle filter |
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| Authors: | Akyildiz Ömer Deniz Míguez Joaquín |
| Institution: | 1.University of Warwick, Coventry, UK ;2.The Alan Turing Institute, London, UK ;3.Universidad Carlos III de Madrid, Madrid, Spain ;4.Instituto de Investigación Sanitaria Gregorio Mara?ón, Madrid, Spain ; |
| Abstract: | Statistics and Computing - We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model... |
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