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theogf / ParticleFlow_Exp

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Adding related work with Ensemble Kalman Filter #11

Open theogf opened 4 years ago

theogf commented 4 years ago

Manfred explained to me that our approach is very similar to the Ensemble Kalman Filter Method so it's probably worth adding it in the related work section. It's a similar approach but the objective is different!

mlblack commented 4 years ago

Yes, it's related to EKF, which is an ad hoc procedure of defining particles. You should definitely add the reference and explain how the Gaussian particle flow is more principled. EKF is used in dynamical systems as a better option to the extended Kalman filter. This direction might be an option to consider for additional experiments too.

On Thu, 3 Sep 2020 at 18:10, Théo Galy-Fajou notifications@github.com wrote:

Manfred explained to me that our approach is very similar to the Ensemble Kalman Filter Method https://en.wikipedia.org/wiki/Ensemble_Kalman_filter so it's probably worth adding it in the related work section. It's a similar approach but the objective is different!

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