Gaussian particle filtering

From MaRDI portal
Publication:5353888

DOI10.1109/TSP.2003.816758zbMath1369.94195OpenAlexW2178829616MaRDI QIDQ5353888

Jayesh H. Kotecha, Petar M. Djurić

Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2003.816758




Related Items (35)

Compressed Monte Carlo with application in particle filteringMulti-step prediction of time series with random missing dataNumerical fitting‐based likelihood calculation to speed up the particle filterExtended and unscented filtering algorithms using one-step randomly delayed observationsDesign and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noisesTarget tracking by fusion of random measuresA variable neighborhood search particle filter for bearings-only target trackingSequential Bayesian inference for static parameters in dynamic state space modelsComputationally Efficient Simplex Unscented Kalman Filter Based on Numerical IntegrationDifferent approaches for state filtering in nonlinear systems with uncertain observationsMaximum correntropy unscented filterRobust particle filter formulations with application to terrain‐aided navigationA Gaussian approximation recursive filter for nonlinear systems with correlated noisesVariants of extended Kalman filtering approaches for Bayesian trackingLog-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori AlgorithmState Space Modeling & Bayesian Inference with Computational IntelligenceLearning for infinitely divisible GARCH models in option pricingConstrained dynamic systems estimation based on adaptive particle filterMulti-step prediction of chaotic time-series with intermittent failures based on the generalized nonlinear filtering methodsData-driven power control for state estimation: a Bayesian inference approachGaussian particle filter based pose and motion estimationEffectiveness of Bayesian filters: an information fusion perspectiveA state estimation approach based on stochastic expansionsUnscented filtering algorithm using two-step randomly delayed observations in nonlinear systemsA New Derivation of the Cubature Kalman FiltersNonlinear estimation applying an unscented transformation in systems with correlated uncertain observationsBayesian methods for time‐varying state and parameter estimation in induction machinesSequential Monte Carlo pricing of American-style options under stochastic volatility modelsDistribution function tracking filter design using hybrid characteristic functionsParticle filter with one-step randomly delayed measurements and unknown latency probabilitySimultaneous state and parameter estimation based actuator fault detection and diagnosis for an unmanned helicopterAn Improved Dual Unscented Kalman Filter for State and Parameter EstimationA new conditional posterior Cramér-Rao lower bound for a class of nonlinear systemsUnnamed ItemPerformance evaluation of particle filter resampling techniques for improved estimation of misalignment and trajectory deviation




This page was built for publication: Gaussian particle filtering