Saturated particle filter: almost sure convergence and improved resampling

DOI10.1016/J.AUTOMATICA.2012.10.006zbMATH Open1257.93101OpenAlexW2065233684MaRDI QIDQ1939617FDOQ1939617

Authors: Paweł Mirosław Stano, Zsófia Lendek, Robert Babuška 

Publication date: 4 March 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.10.006

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zbMATH Keywords

nonlinear systemsestimation theorystatistical analysiscomputational issuessaturated particle filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• Enhanced consistency of the resampled convolution particle filter
• On resampling schemes for particle filters with weakly informative observations
• Convex saturated particle filter
• Implicit particle filtering \textit{via} a bank of nonlinear Kalman filters

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