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فیلتر ذرات مقاوم (Robust Particle Filter)×فیلتر ذره‌ای (مونت کارلوی ترتیبی)×
حوزهبیزیبیزی
خانوادهBayesian methodsBayesian methods
سال پیدایش1998-20041993
پدیدآورHurzeler & Kunsch; Ristic, Arulampalam & GordonGordon, Salmond & Smith
نوعSequential Bayesian estimationSequential Monte Carlo estimator
منبع بنیادینRistic, B., Arulampalam, S. & Gordon, N. (2004). Beyond the Kalman Filter: Particle Filters for Tracking Applications. Artech House. ISBN: 978-1580536318Gordon, N. J., Salmond, D. J., & Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proceedings F (Radar and Signal Processing), 140(2), 107–113. DOI ↗
نام‌های دیگرRPF, robust sequential Monte Carlo, outlier-robust particle filter, heavy-tailed particle filterSMC, sequential Monte Carlo, bootstrap filter, condensation algorithm
مرتبط64
خلاصهThe Robust Particle Filter is a sequential Monte Carlo method that tracks hidden states in nonlinear, non-Gaussian systems while remaining resistant to outliers and model misspecification. It replaces the standard Gaussian likelihood with a heavy-tailed or bounded-influence density, so that anomalous observations receive downweighted importance and cannot derail the state estimate.The particle filter, introduced by Gordon, Salmond, and Smith in 1993, is a sequential Monte Carlo algorithm that approximates the Bayesian filtering distribution for nonlinear and non-Gaussian state-space models. Rather than tracking a single best estimate, it maintains a cloud of N weighted random samples — particles — that collectively represent the full posterior distribution of a hidden state at each point in time as new observations arrive.
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ScholarGateمقایسهٔ روش‌ها: Robust Particle Filter · Particle Filter. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare