Entropy Calculation in Particle Filters

Date

2009-04-11

Author

Orguner, Umut

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This paper presents a differential entropy calculation method to be used for particle mixtures in particle filters. First it is shown that the exact differential entropy of particle mixtures is minus infinity and therefore useless in practice. The disadvantage of using discrete entropy formulation instead of differential entropy is also explained. Unlike the kernel-based methods in the literature, a Bayes rule based approximation is then proposed. The performance of the algorithm is illustrated on a basic Gaussian mixture example.

Subject Keywords

Entropy, Particle filters, Kernel, Gaussian processes, Kalman filters, Automatic control, Bayesian methods, H infinity control

URI

https://hdl.handle.net/11511/42020

DOI

https://doi.org/10.1109/siu.2009.5136474

Collections

Department of Electrical and Electronics Engineering, Conference / Seminar

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Citation Formats

U. Orguner, “Entropy Calculation in Particle Filters,” 2009, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42020.