Particle filters with random resampling times (Q424474)

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scientific article; zbMATH DE number 6040286
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    Particle filters with random resampling times
    scientific article; zbMATH DE number 6040286

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      Particle filters with random resampling times (English)
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      1 June 2012
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      stochastic partial differential equation
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      filtering
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      Zakai equation
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      particle filters
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      sequential Monte-Carlo methods
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      resampling
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      resampling times
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      random times
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      effective sample size
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      coefficient of variation
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      soft maximum
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      central limit theorem
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