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Particle Filter comparison with Smoothing Methods

version 1.0.0.0 (822 KB) by Moeti Ncube
Compares Particle filtering to smoother

2.7K Downloads

Updated 04 Jan 2011

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This program simulates a nonlinear dynamical system and estimates the hidden state using particle methods.

The program compares the performance of 3 particle methods (particle filter, forward backward smoother (FBS),and Maximum A-Posterior Smoother (MAP).

It computes the likelihood and MSE of each method compared with the dynamical system given.

See Chapter 5 of thesis.pdf included for detailed description of methods, models, and results generated by this code.

Cite As

Moeti Ncube (2021). Particle Filter comparison with Smoothing Methods (https://www.mathworks.com/matlabcentral/fileexchange/29905-particle-filter-comparison-with-smoothing-methods), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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