Quality measure and optimization for grid flow approaches

Abstract

With increasing calculation power of modern systems, the focus of Stochastic Filtering turns to nonlinear effects. Fully nonlinear solutions to the estimation problem are provided by an approximation of the full probability density function (pdf) in particle filters or the Fokker-Planck equation. Several papers deal with overcoming the problem of degeneration in the measurement update for these nonlinear solutions by particle flow (for the particle filters) or grid flow (for grid based approaches). For the grid flow approach a suggestion for a reasonable choice of the concrete flow exists, but without regarding a measurable quality in comparison to other possible flows. In this contribution a quality measure together with a possible optimization process for the grid flow approach is introduced.