A Basic Convergence Result for Particle Filtering
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Publication:4567752
Cited in
(20)- On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
- Particle-kernel estimation of the filter density in state-space models
- A new continuous-discrete particle filter for continuous-discrete nonlinear systems
- On convergence of the unscented Kalman-Bucy filter using contraction theory
- A new paradigm for parameter estimation in system modeling
- Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
- General convergence result for continuous-discrete feedback particle filter
- An ant stochastic decision based particle filter and its convergence
- On the performance of particle filters with adaptive number of particles
- Convergence of the Markov Chain Distributed Particle Filter (MCDPF)
- Convergence rates of kernel density estimates in particle filtering
- Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
- On dynamic generalized linear models with applications
- Stability properties of some particle filters
- Error analysis for numerical formulation of particle filter
- A uniformly convergent adaptive particle filter
- scientific article; zbMATH DE number 5919871 (Why is no real title available?)
- System identification of nonlinear state-space models
- An extension of Rosenthal's inequality
- On extended state estimation for nonlinear uncertain systems with round-robin protocol
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