DocumentCode :
2304143
Title :
Entropy calculation in particle filters
Author :
Orguner, Umut
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Linkoping, Sweden
fYear :
2009
fDate :
9-11 April 2009
Firstpage :
628
Lastpage :
631
Abstract :
This paper presents a differential entropy calculation method to be used for particle mixtures in particle filters. First it is shown that the exact differential entropy of particle mixtures is minus infinity and therefore useless in practice. The disadvantage of using discrete entropy formulation instead of differential entropy is also explained. Unlike the kernel-based methods in the literature, a Bayes rule based approximation is then proposed. The performance of the algorithm is illustrated on a basic Gaussian mixture example.
Keywords :
Bayes methods; approximation theory; entropy; filtering theory; Bayes rule based approximation; differential entropy calculation method; particle filter; Automatic control; Bayesian methods; Entropy; Gaussian processes; H infinity control; Kalman filters; Kernel; Particle filters;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Signal Processing and Communications Applications Conference, 2009. SIU 2009. IEEE 17th
Conference_Location :
Antalya
Print_ISBN :
978-1-4244-4435-9
Electronic_ISBN :
978-1-4244-4436-6
Type :
conf
DOI :
10.1109/SIU.2009.5136474
Filename :
5136474
Link To Document :
بازگشت