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Consistency Checks for Particle Filters
January 2006 (vol. 28 no. 1)
pp. 140-145
An "inconsistent” particle filter produces—in a statistical sense—larger estimation errors than predicted by the model on which the filter is based. Two test variables are introduced that allow the detection of inconsistent behavior. The statistical properties of the variables are analyzed. Experiments confirm their suitability for inconsistency detection.

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Index Terms:
Index Terms- Particle filtering, consistency checks, modeling errors, fault detection, model validation.
Citation:
F. van der Heijden, "Consistency Checks for Particle Filters," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 28, no. 1, pp. 140-145, Jan. 2006, doi:10.1109/TPAMI.2006.5
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