Saturated particle filter: almost sure convergence and improved resampling

DOI10.1016/J.AUTOMATICA.2012.10.006MaRDI QIDQ1939617zbMATH OpenOpenAlexFDO

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

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)

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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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