KLD Sampling for Particle Filters - using Kullback-Leibler Distance
When using particle filters to approximate an unknown distribution, how many samples should be used? Too few may not adequately sample the distribution, while too many can unacceptably increase the run-time.
Dieter Fox's KLD-sampling algorithm lets use adaptively estimate how many samples are needed. This class facilitates (implements) this method.
Citation:
Fox, Dieter. "Adapting the sample size in particle filters through KLD-sampling." The international Journal of robotics research 22.12 (2003): 985-1003.