Enhanced consistency of the resampled convolution particle filter

DOI10.1016/J.SPL.2012.01.003MaRDI QIDQ434722zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Vila

Publication date 16 July 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.01.003

zbMATH Keywords

kernel density estimatorresampled convolution filterstate space dynamic systems

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and prediction (62M20)

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Cited in

(10)

• Autonomous crowds tracking with box particle filtering and convolution particle filtering
• Of Particles and Molecules: Application of Particle Filtering to Irrigated Agriculture in Punjab, India
• Negative association, ordering and convergence of resampling methods
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets
• On resampling schemes for particle filters with weakly informative observations
• Convex saturated particle filter
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
• A low-power memory-efficient resampling architecture for particle filters
• Saturated particle filter: almost sure convergence and improved resampling

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