On Resampling Algorithms for Particle Filters

Jeroen D. Hol, Thomas B. Schon, Fredrik Gustafsson
2006 2006 IEEE Nonlinear Statistical Signal Processing Workshop  
In this paper a comparison is made between four frequently encountered resampling algorithms for particle filters. A theoretical framework is introduced to be able to understand and explain the differences between the resampling algorithms. This facilitates a comparison of the algorithms with respect to their resampling quality and computational complexity. Using extensive Monte Carlo simulations the theoretical results are verified. It is found that systematic resampling is favourable, both in
more » ... terms of resampling quality and computational complexity.
doi:10.1109/nsspw.2006.4378824 fatcat:pwhhhipczvfkrp5dj6tym5xy2m