Convex saturated particle filter

DOI10.1016/J.AUTOMATICA.2014.08.026MaRDI QIDQ472560zbMATH OpenOpenAlexFDO

Authors Paweł Mirosław Stano, Arnold J. den Dekker, Zsófia Lendek, 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)

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Cites work

• scientific article; zbMATH DE number 3875591 (Why is no real title available?)
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• A new approach to the Lindley recursion
• A survey of convergence results on particle filtering methods for practitioners
• An Improvement on Resampling Algorithm of Particle Filters
• Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic systems
• Bearings-only tracking of manoeuvring targets using particle filters
• Following a moving target -- Monte Carlo inference for dynamic Bayesian models
• Gaussian filters for nonlinear filtering problems
• Introduction to topological manifolds
• Saturated particle filter: almost sure convergence and improved resampling

Cited in

(2)

• Autonomous crowds tracking with box particle filtering and convolution particle filtering
• Saturated particle filter: almost sure convergence and improved resampling

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