Exact(15)
However, this approach leads to a degeneracy problem and renders the filter inefficient.
SIR PF avoids the particle degeneracy problem by re-sampling at every time step.
Because of the degeneracy, Problem (1.1) does not admit classical solutions in general.
While importance sampling is convenient and attractive, it suffers from the sample degeneracy problem.
SIR PF circumvents the particle degeneracy problem by resampling with replacement at every time step [16].
In order to overcome the degeneracy problem, some additional heuristic constraints were introduced.
Similar(45)
The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems.
In these senses, the present paper has given some simpler approach to the non-degeneracy problem.
Such a non-degeneracy problem can be considered as the dual problem in a series of papers by Li et al. Let us introduce the notion of non-degenerate potentials by considering the Dirichlet boundary condition.
At first, we introduce the Pontryagin maximum principle in optimal control theory and establish the connection between non-degeneracy problems and optimal control problems.
Due to the degeneracy of (1.1), problem (1.1 - 1.3 1.1 - 1.3lassical solutions in general.
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