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30 September 2013Particle filter tracking for the banana problem
In this paper we present an approach for tracking with a high-bandwidth active sensor in very long range
scenarios. We show that in these scenarios the extended Kalman filter is not desirable as it suffers from major
consistency problems; and most flavors of particle filter suffer from a loss of diversity among particles after
resampling. This leads to sample impoverishment and the divergence of the filter. In the scenarios studied,
this loss of diversity can be attributed to the very low process noise. However, a regularized particle filter is
shown to avoid this diversity problem while producing consistent results. The regularization is accomplished
using a modified version of the Epanechnikov kernel.
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Kevin Romeo, Peter Willett, Yaakov Bar-Shalom, "Particle filter tracking for the banana problem," Proc. SPIE 8857, Signal and Data Processing of Small Targets 2013, 885709 (30 September 2013); https://doi.org/10.1117/12.2023564