Abstract
In this paper, we provide a brief introduction to particle filter optimization (PFO). The particle filter (PF) theory has revolutionized probabilistic state filtering for dynamic systems, while the PFO algorithms, which are developed within the PF framework, have not attracted enough attention from the community of optimization. The purpose of this paper is threefold. First, it aims to provide a succinct introduction of the PF theory which forms the theoretical foundation for all PFO algorithms. Second, it reviews PFO algorithms under the umbrella of the PF theory. Lastly, it discusses promising research directions on the interface of PF methods and swarm intelligence techniques.
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Acknowledgments
This work was partly supported by the National Natural Science Foundation (NSF) of China under grant Nos. 61571238, 61302158 and 61571434, the NSF of Jiangsu province under grant No. BK20130869, China Postdoctoral Science Foundation under grant No.2015M580455, China Postdoctoral International Academic Exchange Program and the Scientific Research Foundation of Nanjing University of Posts and Telecommunications under grant No. NY213030.
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Liu, B., Cheng, S., Shi, Y. (2016). Particle Filter Optimization: A Brief Introduction. In: Tan, Y., Shi, Y., Niu, B. (eds) Advances in Swarm Intelligence. ICSI 2016. Lecture Notes in Computer Science(), vol 9712. Springer, Cham. https://doi.org/10.1007/978-3-319-41000-5_10
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