Gaussian sum particle filtering

DOI10.1109/TSP.2003.816754MaRDI QIDQ5353889zbMATH OpenOpenAlexFDO

Authors Jayesh H. Kotecha, P. 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.2003.816754

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(38)

• A quadrature-based method of moments for nonlinear filtering
• Distributed Bayesian filtering using logarithmic opinion pool for dynamic sensor networks
• Particle Gaussian mixture filters. I.
• Efficient global maximum likelihood estimation through kernel methods
• Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
• Secure state estimation for systems under mixed cyber-attacks: security and performance analysis
• Compressed Monte Carlo with application in particle filtering
• Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
• Adaptive event based fault detection
• Generalised particle filters with Gaussian mixtures
• The auxiliary iterated extended Kalman particle filter
• Lookahead strategies for sequential Monte Carlo
• Particle filter with one-step randomly delayed measurements and unknown latency probability
• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
• Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming
• Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
• Bandwidth selection in pre-smoothed particle filters
• On Event Based State Estimation
• State space modeling \& Bayesian inference with computational intelligence
• Marginalized approximate filtering of state‐space models
• Adaptive kernels in approximate filtering of state-space models
• A new derivation of the cubature Kalman filters
• Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
• Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
• State estimation for systems with unobservable packet losses: Approximate estimation, stability, and performance analysis
• Maximum likelihood estimation of latent Markov models using closed-form approximations
• Quadratic filtering for non-Gaussian stochastic parameter systems with buffer-aided strategy
• NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
• Analysis of error propagation in particle filters with approximation
• New robust state-estimation frameworks for angles-only underwater target tracking problems
• An overview of differentiable particle filters for data-adaptive sequential Bayesian inference
• Decomposition of likelihoods and techniques for multi-scale data assimilation
• Estimation and specification test for diffusion models with stochastic volatility
• A numerical solution to the Bayesian tracking problem using statistical manifolds
• A Gaussian sum filtering algorithm for the nonlinear systems with mixed non-Gaussian noises based on Gaussian kernel quadrature filter
• A filter algorithm for multi-measurement nonlinear system with parameter perturbation
• Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics
• PDF target detection and tracking

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