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Resampling methods for particle filtering

version 1.1 (71.1 KB) by

Implementation of four resampling methods (Multinomial, Residual, Stratified, and Systematic)

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Particle filter resampling

Author: Jose Luis Blanco
Web: http://www.isa.uma.es/jlblanco
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This MATLAB toolkit contains functions and scripts demonstrating four different approaches to resampling:
- Multinomial
- Residual
- Stratified
- Systematic (universal sampling).

The main entry points for this toolkit are:
- runAnalysis.m
- runExample.m

A C++ version of these algorithms are part of the MRPT library ( http://mrpt.sourceforge.net/ ).

Comments and Ratings (8)

Rupeng Wang

Many thanks

Xiangping

Many thanks, :)

Atef

Atef (view profile)

Many thanks. I'm trying to understand this.

Lack of documentation and good comments. Many comments are in Spanish. The program is very particular to the system analyzed here. I have difficulties understanding this code.

Paul Mellor

I'm trying to understand this... you describe it as a SIS, yet i do not see any importance sampling taking place, as no new samples are drawn at each step (only during the resampling step). i had understood that SIS drew samples each step from an importance distribution - or perhaps i've got that wrong?

walid

walid (view profile)

thanks

Updates

1.1

(Fixed a typo in the description)

MATLAB Release
MATLAB 7.5 (R2007b)

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