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Particle Filter implementation: Observational noise #37

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Daafip opened this issue Jun 5, 2024 · 1 comment
Open

Particle Filter implementation: Observational noise #37

Daafip opened this issue Jun 5, 2024 · 1 comment

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@Daafip
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Daafip commented Jun 5, 2024

In the current implementation of the particel filter no noise is added to the observations. This should be the case as the observation also contains errors. In literature this is often sampled from a zero-mean normal distribution with a variance of: $(eta * Q_{obs})^2$ where eta is often chosen as 0.1 or 0.01. See the table obtained from a literature review below.

image

Before using the particel filter for any real use case, this should be added

@Daafip
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Daafip commented Jun 13, 2024

This should be the case as the observation also contains errors.

Correction: Could be the case. If real data is used, no noise is added. Only to synthetic runs this is added.
The table can be useful so will leave this issue open

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