Paper
5 May 2011 Discussion and application of the homotopy filter
Author Affiliations +
Abstract
Development of the novel homotopy, or particle-flow, nonlinear filters1-10 has recently been quite rapid. There is actually a whole family of such methods, so we will refer to these collectively in this paper as "DH" filters, after their developers, the third and fourth authors of this manuscript. Unlike a particle filter, a DH filter does not resample; instead, the particles are moved in a smooth way, from a space that reflects prior (predicted) knowledge to one that is updated according to the measurements. Working versions of several DH filters now exist, and the purpose of this paper is to attempt to provide some perspective on them. We stress that this paper discusses the efforts of the first two authors to learn about and to explain in their own terms these these filters that others might benefit from that. The latter pair of authors - these are the developers of the DH filter family - have been instrumental in this effort. But it must be noted that they continue to develop their algorithms, and that this paper represents a snapshot of a rapidly changing landscape.
© (2011) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Sora Choi, Peter Willett, Fred Daum, and Jim Huang "Discussion and application of the homotopy filter", Proc. SPIE 8050, Signal Processing, Sensor Fusion, and Target Recognition XX, 805021 (5 May 2011); https://doi.org/10.1117/12.886385
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Cited by 19 scholarly publications.
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KEYWORDS
Particles

Particle filters

Filtering (signal processing)

Nonlinear filtering

Gaussian filters

Electronic filtering

Algorithm development

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