Hi, I am reading a paper on particle filter on bearing estimation. The system model is: x_k = P*x_k-1 + w_k P is a 4X4 matrix. x_k is the position and speed of a 2-D of the object position (a, a^, b, b^). The measurement z_k is: z_k=tan^-1(b_k/a_k) + v_k w_k and v_k are Gaussian noise. On particle filter, it needs likelihood to calculate posterior probability: p(z_k|x_k) z_k is a scalar, while x_k is a vector. The pdf of p(z_k|x_k) would be very complicated analytically. I think I may be in the wrong direction on this problem. The original problem was described at page 4 of this link: http://www.ece.iastate.edu/~namrata/EE520/Gordonnovelapproach.pdf Could you tell me how to deal with likelihood p(z_k|x_k) in particle filter? Thanks,
How to get likelihood of a bearing estimation?
Started by ●October 10, 2015