Particle filter optimization parameter-selection conjectures
Particle filter optimization parameter-selection conjectures
Let be the maximum number of iterations, let be the unscented-transform scaling factor, let be the number of particles, and let be the state-transition covariance. The parameter analysis considers these quantities at high, low, or moderate levels, and compares the resulting optimization solutions.
Parameter-selection conjecture. It is likely to reach a better solution with lower and when and are high. The results suggest a correlation between and , and between and .
This claim is based on random-sampling experiments for parameter selection in single-variable optimization and is suggested to extend to relatively higher dimensions. Its status is not established beyond the reported experiments.
Sources & referencesView supporting material
Primary source
Mostafa Eslami and Maryam Babazadeh, “Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization”, arXiv:2406.03089 (2025).
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