h hx t • OPZ i d yz d 0, wd • P T OPZ i d h h s t xssd • き d • X UK i xr yz s • h hx s d • T ^ i yい sxc x • x s s c h hx ( しxr • O XZ i z yz d • S TIK O XZ i しd ys s w x w z 25
・ 33 w_sum = 0 for p in particles: w_sum += p.w threshold = w_sum * random() w_sum = 0 for i in range(particle_num): w_sum += p.w if w_sum > threshold: return p ·ͣɼύʔςΟΫϧͷॏΈͷ૯Λग़͢ ૯ʹ(0,1)ͷϥϯμϜͳ࣮Λ͔͚ͨΛ ᮢͱ͢Δ ύʔςΟΫϧͷॏΈΛॱ൪ʹ͠߹Θͤͯɼ ᮢΛ͑ͨ࣌ͷύʔςΟΫϧΛબ͢Δ ॏΈ͕େ͖͍ύʔςΟΫϧ΄Ͳબ͞ΕΔ͕֬ߴ͍
Έʹൺྫͨ֯͠ ΛׂΓͯͯϧʔ ϨοτΛճ͢ • ྑ͍ύʔςΟΫϧ ͕উͪ͗͢ΔͷΛ ͙ํ๏͕͍ͭ͘ ͔ݕ౼͞Ε͍ͯΔ 34 Douc, R. and Cappe, O. and Moulines, E., “Comparison of Resampling Schemes for Particle Filtering”, Image and Signal Processing and Analysis, 2005.