Enhanced consistency of the resampled convolution particle filter

DOI10.1016/J.SPL.2012.01.003zbMATH Open1242.62109OpenAlexW2094153622MaRDI QIDQ434722FDOQ434722

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

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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 (7)

• 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
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets
• On resampling schemes for particle filters with weakly informative observations
• 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

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