Convex saturated particle filter

DOI10.1016/j.automatica.2014.08.026zbMath1301.93162OpenAlexW2072874161MaRDI QIDQ472560

Zsófia Lendek, Arnold J. den Dekker, Paweł Mirosław Stano, Robert Babuška

Publication date: 19 November 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.08.026

zbMATH Keywords

nonlinear systemsconstrained systemsestimation theorycomputational issuessaturated particle filter (SPF)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new approach to the Lindley recursion
• Bearings-only tracking of manoeuvring targets using particle filters
• Saturated particle filter: almost sure convergence and improved resampling
• Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic systems
• Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
• Introduction to Topological Manifolds
• Gaussian filters for nonlinear filtering problems
• An Improvement on Resampling Algorithm of Particle Filters
• A survey of convergence results on particle filtering methods for practitioners