A novel hypothesis splitting method implementation for multi-hypothesis filters

Enis Bayramoglu, Ole Ravn, N. Andersen
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引用次数: 5

Abstract

The paper presents a multi-hypothesis filter library featuring a novel method for splitting Gaussians into ones with smaller variances. The library is written in C++ for high performance and the source code is open and free1. The multi-hypothesis filters commonly approximate the distribution transformations better, if the covariances of the individual hypotheses are sufficiently small. We propose a look-up table based method to calculate a set of Gaussian hypotheses approximating a wider Gaussian in order to improve the filter approximation. Python bindings for the library are also provided for fast prototyping.
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一种新的多假设滤波器的假设分割方法实现
本文提出了一个多假设滤波器库,该库采用了一种新颖的方法将高斯分布分解为方差较小的高斯分布。该库是用c++编写的,以获得高性能,源代码是开放和免费的。如果单个假设的协方差足够小,多假设滤波器通常能更好地近似分布变换。为了改进滤波近似,我们提出了一种基于查找表的方法来计算一组近似于更宽高斯的高斯假设。库的Python绑定也提供了快速原型。
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