Resampling methods for particle filtering: ESS( w ) - File Exchange

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Highlights from
Resampling methods for particle filtering

ESS( w )
Gauss( x )
countPathHypotheses(x)
covParticlesXY( x,y,w )
h=error_ellipse(varargin) ERROR_ELLIPSE - plot an error ellipse, or ellipsoid, defining confidence region
motionModel( X, action )
observationLikelihood( x, obs...
particleFilter( x,w, action, ... A simple SIS with resampling filter
plotParticles( x, w ) Dibuja un conjunto de particulas de "poses" del robot
plotParticlesFromFile( f ) Fondo negro:
plotParticlesUnweight( x, w ) Dibuja un conjunto de particulas de "poses" del robot
resample( w )
resampleMultinomial( w )
resampleResidual( w ) "Repetition counts" (plus the random part, later on):
resampleStratified( w )
resampleSystematic( w )
runExample(INTERACTIVE,RESAMP... The main script for running the Particle Filter example
runAnalysis.m
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from Resampling methods for particle filtering by Jose-Luis Blanco
Implementation of four resampling methods (Multinomial, Residual, Stratified, and Systematic)

ESS( w )

function [ ess ] = ESS( w )
% ------------------------------------------------------------------------------------------------------
% function [ ess ] = ESS( w )
%
% Calcula el "Efective Sample Size". Si es muy bajo es que hay que resamplear las muestras.
% ------------------------------------------------------------------------------------------------------
M = size(w,1);
cv = sum( ( w.*M - 1 ).^2 ) / M;
ess = 1 / ( 1 + cv );

Highlights from Resampling methods for particle filtering

Highlights from
Resampling methods for particle filtering