Particle Filtering With Dependent Noise Processes

DOI10.1109/TSP.2012.2202653MaRDI QIDQ4573974zbMATH OpenOpenAlexFDO

Authors Saikat Saha, Fredrik Gustafsson

Publication date 18 July 2018

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

Full work available at URL https://doi.org/10.1109/tsp.2012.2202653

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(8)

• Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
• Online Bayesian inference and learning of Gaussian-process state-space models
• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
• scientific article; zbMATH DE number 5932307 (Why is no real title available?)
• Particle Filtering With Invertible Particle Flow
• Analysis of nonlinear state space model with dependent measurement noises
• Homogeneity Localization Using Particle Filters With Application to Noise Estimation
• Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes

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