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)


94A12: Signal theory (characterization, reconstruction, filtering, etc.)


Related Items

Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls, Marginalized approximate filtering of state‐space models, 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, Novel Rao–Blackwellized jump Markov CBMeMBer filter for multi-target tracking, A Survey of Sequential Monte Carlo Methods for Economics and Finance, Multivariable feedback particle filter, Multitarget tracking by improved particle filter based on \(H_\infty\) unscented transform, Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters, Particle filter SLAM with high dimensional vehicle model, Particle filtering: the need for speed, Moving target parameter estimation for MIMO radar based on the improved particle filter, Non-pilot-aided sequential Monte Carlo method to joint signal, phase noise, and frequency offset estimation in multicarrier systems, An enhanced UWB-based range/GPS cooperative positioning approach using adaptive variational Bayesian cubature Kalman filtering, Second-order recursive filtering on the rigid-motion Lie group \(\mathrm{SE}_3\) based on nonlinear observations, Distributed Gauss-Newton optimization method for history matching problems with multiple best matches, Bayesian phase tracking for multiple pulse signals, A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models, Variance reduction techniques in particle-based visual contour tracking, Substructuring tools for probabilistic analysis of instrumented nonlinear moving oscillator-beam systems, Incremental reasoning in probabilistic signal temporal logic, Two-stage particle filtering for non-Gaussian state estimation with fading measurements, Robust particle filtering with enhanced outlier resilience and real-time disturbance compensation, Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming, Sequential Monte Carlo methods for multi-aircraft trajectory prediction in air traffic management