Complexity analysis of the marginalized particle filter

DOI10.1109/TSP.2005.857061MaRDI QIDQ5355884zbMATH OpenOpenAlexFDO

Authors Rickard Karlsson, Thomas B. Schön, Fredrik Gustafsson

Publication date 20 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2005.857061

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited in

(8)

• An improved particle filtering-based approach for health prediction and prognosis of nonlinear systems
• A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models
• A new algorithm for latent state estimation in non-linear time series models
• Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
• Particle filter SLAM with high dimensional vehicle model
• Multimodel Bayesian estimation for LPV time-delay systems with incomplete observations
• _1 norm-based recursive estimation for non-linear systems with non-Gaussian noises
• Cell-level state-estimation in parallel connected lithium-ion battery packs

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