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@@ -15,7 +15,7 @@
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% Problems: larger error compared to WA and bandwidth selection
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Each particle is a realization of one possible system state, here, the position of a pedestrian within a building.
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Each particle is a realization of one possible system state, here the position of a pedestrian within a building.
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The set of all particles represents the posterior of the system.
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In other words, the particle filter naturally generates a sample based representation of the posterior.
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With this representation a point estimator can directly be applied to the sample data to derive a sample statistic serving as a \qq{best guess}.
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@@ -30,7 +30,7 @@ In the case of particle filters the MMSE estimate equals to the weighted-average
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where $W_t=\sum_{i=1}^{N}w^i_t$ is the sum of all weights.
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While producing an overall good result in many situations, it fails when the posterior is multimodal.
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In these situations the weighted-average estimate will find the estimate somewhere between the modes.
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\del{Clearly}\add{It is expected that}, such a position between modes is extremely unlikely the position of the pedestrian.
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\del{Clearly}\add{It is expected that} such a position between modes is extremely unlikely the position of the pedestrian.
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The real position is more likely to be found at the position of one of the modes, but virtually never somewhere between.
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In the case of a multimodal posterior the system should estimate the position based on the highest mode.
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