An Auxiliary Particle Filtering Algorithm With Inequality Constraints

DOI10.1109/TAC.2016.2624698zbMath1390.93794MaRDI QIDQ4566795

Wen-Hua Chen, Cunjia Liu, Baibing Li

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2016.2624698

Mathematics Subject Classification ID

62F15: Bayesian inference

93E11: Filtering in stochastic control theory

65C05: Monte Carlo methods

60G35: Signal detection and filtering (aspects of stochastic processes)

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