Direct, prediction- and smoothing-based Kalman and particle filter algorithms

DOI10.1016/J.SIGPRO.2011.03.013zbMATH Open1217.94085OpenAlexW2097513924MaRDI QIDQ553773FDOQ553773

Authors: François Desbouvries, Yohan Petetin, Boujemaa Ait-El-Fquih 

Publication date: 27 July 2011

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2011.03.013

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zbMATH Keywords

sequential Monte Carloparticle filteringsequential importance samplingKalman filterssampling importance resampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Filtering in stochastic control theory (93E11) Sampling theory in information and communication theory (94A20)

Cites Work

• Title not available (Why is that?)
• Bootstrap methods: another look at the jackknife
• Inference in hidden Markov models.
• Sampling-Based Approaches to Calculating Marginal Densities
• Filtering via Simulation: Auxiliary Particle Filters
• Sequential Monte Carlo Methods for Dynamic Systems
• The weighted bootstrap
• The bootstrap: To smooth or not to smooth?
• Monte-Carlo technique in problems of optimal information processing
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the auxiliary particle filter
• Array algorithms for H/sup ∞/ estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• One-step fixed-lag smoothers for Markovian switching systems
• On Bayesian Fixed-Interval Smoothing Algorithms

Cited In (1)

• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems

Uses Software

• bootstrap

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