Consistency checks for particle filters.
An "inconsistent" particle filter produces--in a statistical sense--larger estimation errors than predicted by the model on which the filter is based. Two test variables are introduced that allow the detection of inconsistent behavior. The statistical properties of the variables are analyzed. Experiments confirm their suitability for inconsistency detection.
van der Heijden
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University of Twente, Faculty of EEMCS, PO Box 217, 7500AE Enschede, The Netherlands. F.vanderHeijden@utwente.nl
D000465:Algorithms; D001185:Artificial Intelligence; D003198:Computer Simulation; D015233:Models, Statistical; D010363:Pattern Recognition, Automated / Q000379:methods*; D012815:Signal Processing, Computer-Assisted; D013269:Stochastic Processes; D013598:Systems Theory