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toni
2018-09-18 15:35:05 +02:00
parent 4134f949b3
commit 235aaa5839
6 changed files with 9 additions and 11 deletions
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tex/chapters/estimation.tex
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@@ -25,8 +25,8 @@ In the case of particle filters the MMSE estimate equals to the weighted-average
\begin{equation}
\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. was stoert dich?}
%\commentByMarkus{Passt die Notation so?}
%\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.