A Basic Convergence Result for Particle Filtering
From MaRDI portal
Publication:4567752
DOI10.1109/TSP.2007.911295zbMath1390.94218WikidataQ59591882 ScholiaQ59591882MaRDI QIDQ4567752
Xiao Li Hu, Thomas B. Schön, Lennart Ljung
Publication date: 27 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items
Estimation algorithm for system with non‐Gaussian multiplicative/additive noises based on variational Bayesian inference, General convergence result for continuous-discrete feedback particle filter, A new paradigm for parameter estimation in system modeling, Error analysis for numerical formulation of particle filter, On dynamic generalized linear models with applications, An extension of Rosenthal's inequality, Particle-kernel estimation of the filter density in state-space models, A new continuous-discrete particle filter for continuous-discrete nonlinear systems, System identification of nonlinear state-space models, On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization, An ant stochastic decision based particle filter and its convergence, On the performance of particle filters with adaptive number of particles, On extended state estimation for nonlinear uncertain systems with round-robin protocol, Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations, On convergence of the unscented Kalman–Bucy filter using contraction theory