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EURASIP Journal on Advances in Signal Processing

Table 1 Features of the considered likelihood approximation schemes

From: Multiple particle filtering for tracking wireless agents via Monte Carlo likelihood approximation

 

Applicable to vector states

Based on Gaussian and Taylor approx.

2nd-order approx. for mean

2nd-order approx. for variance

Exploits full particle description

PE, [8]

✓§

Ă—

n.a.

n.a.

Ă—

[14]

׆

âś“

âś“

Ă—

Ă—

GA

✓‡

âś“

âś“

Ă—

Ă—

EGA

âś“

âś“

âś“

✓⋆

Ă—

MCA

âś“

n.a.

n.a.

n.a.

âś“

  1. n.a. not applicable
  2. §Uses point estimates only
  3. †Equations are given only for scalar states
  4. ‡Generalization of [14] to vector states
  5. ⋆Extension of GA to a full second-order Taylor approximation
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