Marginalized particle filters for mixed linear/nonlinear state-space models
From MaRDI portal
Publication:5355776
DOI10.1109/TSP.2005.849151zbMath1370.94229MaRDI QIDQ5355776
Per Nordlund, Thomas B. Schön, Fredrik Gustafsson
Publication date: 20 September 2017
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Related Items (25)
Multivariable feedback particle filter ⋮ A Survey of Sequential Monte Carlo Methods for Economics and Finance ⋮ Robust particle filtering with enhanced outlier resilience and real-time disturbance compensation ⋮ An enhanced UWB-based range/GPS cooperative positioning approach using adaptive variational Bayesian cubature Kalman filtering ⋮ Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls ⋮ Particle filter SLAM with high dimensional vehicle model ⋮ Particle filtering: the need for speed ⋮ Second-order recursive filtering on the rigid-motion Lie group \(\mathrm{SE}_3\) based on nonlinear observations ⋮ Bayesian phase tracking for multiple pulse signals ⋮ Multitarget tracking by improved particle filter based on \(H_\infty\) unscented transform ⋮ Non-pilot-aided sequential Monte Carlo method to joint signal, phase noise, and frequency offset estimation in multicarrier systems ⋮ A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models ⋮ Marginalized approximate filtering of state‐space models ⋮ Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters ⋮ Variance reduction techniques in particle-based visual contour tracking ⋮ Distributed Gauss-Newton optimization method for history matching problems with multiple best matches ⋮ Sequential Monte Carlo methods for multi-aircraft trajectory prediction in air traffic management ⋮ Substructuring tools for probabilistic analysis of instrumented nonlinear moving oscillator-beam systems ⋮ Implementation of a square‐root filtering approach in marginalized particle filters for mixed linear/nonlinear state‐space models ⋮ Estimation algorithm for system with non‐Gaussian multiplicative/additive noises based on variational Bayesian inference ⋮ Incremental reasoning in probabilistic signal temporal logic ⋮ Two-stage particle filtering for non-Gaussian state estimation with fading measurements ⋮ Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming ⋮ Moving target parameter estimation for MIMO radar based on the improved particle filter ⋮ Novel Rao–Blackwellized jump Markov CBMeMBer filter for multi-target tracking
This page was built for publication: Marginalized particle filters for mixed linear/nonlinear state-space models