Arnaud Doucet, “On Sequential Simulation-Based Methods for Bayesian Filtering”, Technical report. Signal Processing Group, Department of Engineering, University of Cambridge, 1998

has been cited by the following article:

• TITLE: Particle Filtering with Multi Proposal Distributions

  AUTHORS: Fasheng WANG, Qingjie ZHAO, Yingbo ZHANG, Liqun ZHANG

  KEYWORDS: Sequential Monte Carlo, Proposal Distribution, Multiple Proposal Distributions

  JOURNAL NAME: International Journal of Communications, Network and System Sciences, Vol.1 No.1, June 6, 2008

  ABSTRACT: Particle filtering algorithm has been applied to various fields due to its capacity to handle nonlinear/non-Gaussian dynamic problems. One crucial issue in particle filtering is the selection of the proposal distribution that generates the particles. In this paper, we give a novel strategy for selecting proposal distribution. Firstly, divide-conquer strategy is used, in which the particles used are divided into several parts. Afterward, different parts of particles are drawn from different proposal distributions. People can flexibly adjust how many of the particles drawn from specific proposal distributions according to their idiographic requirements. We provide simulation results that show its efficiency and performance.