An Auxiliary Particle Filtering Algorithm With Inequality Constraints

DOI10.1109/TAC.2016.2624698MaRDI QIDQ4566795zbMATH OpenOpenAlexFDO

Authors Baibing Li, Cunjia Liu, Wen-Hua Chen

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

Bayesian inference (62F15) Monte Carlo methods (65C05) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited in

(2)

• The auxiliary iterated extended Kalman particle filter
• Maximum likelihood recursive state estimation using the expectation maximization algorithm

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