Functional sampling density design for particle filters

DOI10.1016/J.SIGPRO.2008.06.002MaRDI QIDQ2377832zbMATH OpenOpenAlexFDO

Authors Miroslav Šimandl, Ondřej Straka

Publication date 20 January 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2008.06.002

zbMATH Keywords

estimationparticle filtersstochastic systemsnonlinear filteringsampling density design

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• A particle filter method based on inverse mapping of distribution function sampling
• Particle Filtering
• Particle methods for statistical inference and design optimization
• Particle Filters for Multiscale Diffusions
• Particle Filters for Partially Observed Diffusions
• Particle filters
• Particle filters for continuous likelihood evaluation and maximisation
• Particle Filtering Framework for a Class of Randomized Optimization Algorithms

Cited in

(1)

• An ant stochastic decision based particle filter and its convergence

This page was built for publication: Functional sampling density design for particle filters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2377832)