Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

FLOPS of Kalman and particle filters Consider the following linear Gaussian state space model: x k = ( [ 1 , 1 ; 0 ,

FLOPS of Kalman and particle filters
Consider the following linear Gaussian state space model: xk=([1,1; 0,1])xk-1+qk-1
yk=([1,0])xk+rk
where xk=(xk,xk) is the state, yk is the measurement, and qkN(0,diag(1102,12))
and rkN(0,102) are white Gaussian noise processes.
(a) Write down the Kalman filter equations for this model step-by-step.
(b) Derive an expression for the optimal importance distribution for the model step-by-step:
(xk)=p(xk|xk-1,y1:k)
(c) Write pseudo-code for the corresponding particle filter algorithm (sequential importance resampling algorithm) step-by-step. Also write down the equations for the weight update step-by-step.
(d) Compare the number of CPU steps (multiplications and additions) needed by the particle filter and Kalman filter step-by-step. Which implementation would you choose for a real implementation?
image text in transcribed

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

More Books

Students also viewed these Databases questions

Question

=+3. How does this message use an emotional appeal?

Answered: 1 week ago