A Basic Convergence Result for Particle Filtering

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)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (15)

On extended state estimation for nonlinear uncertain systems with round-robin protocol ⋮ General convergence result for continuous-discrete feedback particle filter ⋮ Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations ⋮ On dynamic generalized linear models with applications ⋮ System identification of nonlinear state-space models ⋮ 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 ⋮ A new paradigm for parameter estimation in system modeling ⋮ An ant stochastic decision based particle filter and its convergence ⋮ On convergence of the unscented Kalman–Bucy filter using contraction theory ⋮ Estimation algorithm for system with non‐Gaussian multiplicative/additive noises based on variational Bayesian inference ⋮ On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization ⋮ On the performance of particle filters with adaptive number of particles ⋮ Error analysis for numerical formulation of particle filter

This page was built for publication: A Basic Convergence Result for Particle Filtering