added some comments. more to-do

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2018-09-17 19:31:03 +02:00
parent 93082818ef
commit ed46dd65dd
5 changed files with 67 additions and 31 deletions

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@@ -26,6 +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}
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.