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KLD-SAMPLING: Adequately Sampling from an Unknown Distribution. Copyright (C) 2006 - Patrick Beeson (pbeeson@cs.utexas.edu) This program is released under the GNU General Public License (GPL). See COPYING for details. ---------------------------------- This program implements Dieter Fox's KLD-sampling algorithm (KLD stands for Kullback-Leibler distance). When using particle filters to approximate an unknown distribution, too few particles may not adequately sample the underlying distribution, while too many samples can increase the run time of time sensitive programs (e.g. particle filter localization for a mobile robot). Running this program demonstrates how different KLD-sampling parameters affect both the number of samples and the estimated mean and variance of the underlying distribution. This sample program assumes a 1D underlying distribution, but the provided KLD-sampling module works on multivariate distributions. Relevant Citations: Fox, 2003, "Adapting the sample size in particle filters through KLD-sampling." International Journal of Robotics Research (IJRR). ---------------------------------- Installation ------------ $ make Running ------- $ ./test <options> options: -? : Prints options bin-size, quantile, and error are best determined experimentally. See Dieter Fox's text for experiments on mobile robot localization. -bin-size B : KLD-sampling uses discrete bins to detect how well the underlying distribution is being sampled. The larger the bins, the fewer particles needed, but the less accurate the discrete, sampled distribution will be. Value must be greater than 0. -quantile Q : Probability that the KL-distance between the discrete, sampled distribution (set by bin-size) is less than ERROR (see below) from the true distribution. Must be between 0.5 and 1.0 (max thresholded at 0.99998). -error E : Target KL-distance between discrete, sampled distribution and true underlying distribution. Must be greater than 0. -min-samples M : Minimum number of samples. KLD-sampling always samples AT LEAST 10 samples. -underlying-mean U : The mean of the underlying Gaussian being sampled from. By default this is 0. -underlying-variance V : The variance of the underlying Gaussian being sampled from. By default this is 1. -seed S : Sets the random number generator seed. By default, the system clock is used to create a seed at run time.
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