GPF

The GPF class implements the Gaussian particle filter.

Configuration

Configure the number of particles

Set the number of particles used by the filter with the setNumParticles() method.

Use a semi-analytic measurement update

Enable a semi-analytic measurement update if a measurement model does not require all state variables with the setStateDecompDim() method.

Enable post-processing of the predicted state estimate

Set a post-processing method for the state prediction with the setPredictionPostProcessing() method.

Enable post-processing of the updated state estimate

Set a post-processing method for the measurement update with the setUpdatePostProcessing() method.

Supported Models

System Models

Measurement Models

Literature

  • Jayesh H. Kotecha and Petar M. Djuric, “Gaussian Particle Filtering,” IEEE Transactions on Signal Processing, vol. 51, no. 10, pp. 2592–2601, Oct. 2003.

  • Jannik Steinbring, Antonio Zea, and Uwe D. Hanebeck, “Semi-Analytic Progressive Gaussian Filtering,” in Proceedings of the 2016 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems (MFI 2016), Baden-Baden, Germany, Sep. 2016.