Particle Filtering

Source code for reproducing results in several papers related to particle filtering.

Distributed Resampling with Nonproportional Allocation

• A proof of uniform convergence over time for a distributed particle filter, Joaquín Míguez, Manuel A. Vázquez. Signal Processing. 122, pp. 152-163}. (DRNA convergence simulation)

Median Posterior

• A robust scheme for distributed particle filtering in wireless sensors networks, Manuel A. Vázquez, Joaquín Míguez. Signal Processing. 131, pp. 190-201. (Mposterior* simulations)

Nonlinear Importance Sampling

• Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models, Joaquín Míguez, Inés P. Mariño, Manuel A. Vázquez. Signal Processing. 142, pp. 281-291. (Nonlinear* simulations)

Requirements

• Python 3 (Anaconda provides all the required packages)