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FrankE
2018-09-17 19:40:30 +02:00
parent ed46dd65dd
commit 1f44af390d
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tex/chapters/estimation.tex
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@@ -26,7 +26,7 @@ In the case of particle filters the MMSE estimate equals to the weighted-average
\hat{\mStateVec}_t := \frac{1}{W_t} \sum_{i=1}^{N} w^i_t \mStateVec^i_t \, \text{,}
\end{equation}
\commentByMarkus{Passt die Notation so?}
\commentByFrank{sieht fuer mich auf den ersten blick nach korrektem weighted average aller partikel aus}
\commentByFrank{sieht fuer mich auf den ersten blick nach korrektem weighted average aller partikel aus. was stoert dich?}
where $W_t=\sum_{i=1}^{N}w^i_t$ is the sum of all weights.
While producing an overall good result in many situations, it fails when the posterior is multimodal.
In these situations the weighted-average estimate will find the estimate somewhere between the modes.