Dirac mixture approximation for nonlinear stochastic filtering

DOI10.1007/978-3-540-85640-5_22zbMATH Open1188.93109OpenAlexW1035604748MaRDI QIDQ3564558FDOQ3564558

Authors: Oliver C. Schrempf, Uwe Hanebeck 

Publication date: 2 June 2010

Published in: Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-85640-5_22

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zbMATH Keywords

Dirac mixtureestimating the state of nonlinear dynamic systemsoptimal recursive approximation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Sequential Monte Carlo Methods in Practice
• On Information and Sufficiency
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Minimum Distance Estimators for Location and Goodness of Fit

Cited In (2)

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Estimation of state variable using MCMC-based particle filter for Dirichlet process mixture model

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