메뉴 건너뛰기




Volumn 146, Issue 1, 1999, Pages 2-7

Improved particle filter for nonlinear problems

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; PROBABILITY DENSITY FUNCTION;

EID: 0032626544     PISSN: 13502395     EISSN: None     Source Type: Journal    
DOI: 10.1049/ip-rsn:19990255     Document Type: Article
Times cited : (873)

References (30)
  • 3
    • 0015385037 scopus 로고
    • Non-linear Bayesian estimation using Gaussian sum approximation
    • ALSPACH, D. L., and SORENSON, H.W.:Non-linear Bayesian estimation using Gaussian sum approximationIEEE Trans., 1972, AC-17, pp. 439447
    • (1972) IEEE Trans. , vol.AC-17 , pp. 439447
    • Alspach, D.L.1    Sorenson, H.W.2
  • 4
    • 0016473357 scopus 로고
    • Approximate non-Gaussian filtering with linear state and observation relations
    • MASRELIEZ, C. J.:Approximate non-Gaussian filtering with linear state and observation relationsIEEE Trans., 1975, AC-20, pp. 107-110
    • (1975) IEEE Trans. , vol.AC-20 , pp. 107-110
    • Masreliez, C.J.1
  • 5
    • 84919201360 scopus 로고
    • Dynamic generalised linear models and Bayesian forecasting, with discussion
    • WEST, M., HARRISON, P.J., and MIGON, H.S.:Dynamic generalised linear models and Bayesian forecasting, with discussionJ. Am. Slat. Assoc., 1985, 80, pp. 73-97
    • (1985) J. Am. Slat. Assoc. , vol.80 , pp. 73-97
    • West, M.1    Harrison, P.J.2    Migon, H.S.3
  • 6
    • 0014570310 scopus 로고
    • Bayes theorem and digital realiasation for nonlinear filters
    • BUCY, R. S.:Bayes theorem and digital realiasation for nonlinear filtersJ. Astronaut. Sci., 1969, 17, pp. 80-94
    • (1969) J. Astronaut. Sci. , vol.17 , pp. 80-94
    • Bucy, R.S.1
  • 7
    • 0000871666 scopus 로고
    • Recursive Bayesian estimation using piece-wise constant approximations
    • KRAMER, S. C., and SORENSON, H.W.:Recursive Bayesian estimation using piece-wise constant approximationsAutomatica. 1988, 24, pp. 789-801
    • (1988) Automatica. , vol.24 , pp. 789-801
    • Kramer, S.C.1    Sorenson, H.W.2
  • 9
    • 84950459387 scopus 로고
    • Non-Gaussian state-space modelling of nonstationary time series, with discussion
    • KITAGAWA, G.:Non-Gaussian state-space modelling of nonstationary time series, with discussionJ. Am., Slat. Assoc., 1987, 82, pp. 1032-1063
    • (1987) J. Am., Slat. Assoc. , vol.82 , pp. 1032-1063
    • Kitagawa, G.1
  • 10
    • 84979376623 scopus 로고
    • Efficient Bayesian learning in dynamic models
    • POLE, A., and WEST, M.:Efficient Bayesian learning in dynamic modelsJ. Forecast., 1990, 9, pp. 119-136
    • (1990) J. Forecast. , vol.9 , pp. 119-136
    • Pole, A.1    West, M.2
  • 11
    • 84950445183 scopus 로고
    • A Monte Carlo approach to nonnormal and nonlinear state-space modelling
    • CARLIN, B. P., POLSON, N.G., and STOFFER, D.S.:A Monte Carlo approach to nonnormal and nonlinear state-space modellingJASA, 1992, 87, pp. 493-500
    • (1992) JASA , vol.87 , pp. 493-500
    • Carlin, B.P.1    Polson, N.G.2    Stoffer, D.S.3
  • 12
    • 0003049326 scopus 로고
    • Modelling with mixtures
    • WEST, M.: Modelling with mixturesBayesian Slat 1992 4 pp. 503-524
    • (1992) Bayesian Slat , vol.4 , pp. 503-524
    • West, M.1
  • 13
    • 33749803630 scopus 로고    scopus 로고
    • Posterior integration in dynamic models'
    • Institute of Statistics and Decision Sciences, Duke University, Durham, NC 27706
    • MUELLER, P.:Posterior integration in dynamic models'. Technical report 92-A13, Institute of Statistics and Decision Sciences, Duke University, Durham, NC 27706, 1992
    • Technical Report 92-A13 , pp. 1992
    • Mueller, P.1
  • 14
    • 0027580559 scopus 로고
    • Novel approach to nonlinear/non-Gaussian Bayesian state estimation
    • GORDON, N., SALMOND, D., and SMITH, A.F.M.:Novel approach to nonlinear/non-Gaussian Bayesian state estimationIEEProc.-F, 1993, 140, pp. 107-113
    • (1993) IEEProc.-F , vol.140 , pp. 107-113
    • Salmond D, G.N.1    Smith, A.F.M.2
  • 15
    • 0001635376 scopus 로고    scopus 로고
    • Contour tracking by stochastic propagation of conditional density'
    • Cambridge, UK
    • ISARD, M., and BLAKE, A.:Contour tracking by stochastic propagation of conditional density'. Proceedings of European conference on Computer vision, Cambridge, UK, 1996, pp. 343356
    • (1996) Proceedings of European Conference on Computer Vision , pp. 343356
    • Isard, M.1    Blake, A.2
  • 16
    • 0030304310 scopus 로고    scopus 로고
    • Monte Carlo filter and smoother for nongaussian nonlinear state space models
    • KITAGAWA, G.:Monte Carlo filter and smoother for nongaussian nonlinear state space modelsJ. Comput. Graph. Stat., 1996, 5, pp. 1-25
    • (1996) J. Comput. Graph. Stat. , vol.5 , pp. 1-25
    • Kitagawa, G.1
  • 17
    • 33749811944 scopus 로고    scopus 로고
    • Dynamic conditional independence models and Markov chain Monte Carlo methods
    • to be published
    • BERZUINI, C., BEST, N.G., GILKS, W.R., and LARIZZA, C:Dynamic conditional independence models and Markov chain Monte Carlo methodsJ, Am. Stat. Assoc., 1998, (to be published)
    • (1998) J, Am. Stat. Assoc.
    • Berzuini, C.1    Best, N.G.2    Gilks, W.R.3    Larizza, C.4
  • 18
    • 33749798300 scopus 로고    scopus 로고
    • Monte Carlo methods for dynamic systems
    • to be published
    • LIU, J. S., and CHEN, R.:Monte Carlo methods for dynamic systemsJ. Am. Statist. Assoc., 1998, (to be published)
    • (1998) J. Am. Statist. Assoc.
    • Liu, J.S.1    Chen, R.2
  • 19
    • 33749758296 scopus 로고    scopus 로고
    • On sequential simulation-based methods for Bayesian filtering'
    • Imperial College, London, Department of Mathematics
    • CRISAN, D., and LYONS, T.:On sequential simulation-based methods for Bayesian filtering'. Technical report, Imperial College, London, Department of Mathematics, 1997
    • (1997) Technical Report
    • Crisan, D.1    Lyons, T.2
  • 20
    • 84950788916 scopus 로고
    • Comment on the calculation of posterior distributions by data augmentation
    • by Tanner, M.A. and Wong W.H.
    • RUBIN, D.:Comment on The calculation of posterior distributions by data augmentation by Tanner, M.A. and Wong W.H.J. Am. Stat. Assoc., 1987, 82, pp. 543
    • (1987) J. Am. Stat. Assoc. , vol.82 , pp. 543
    • Rubin, D.1
  • 21
    • 0029408930 scopus 로고
    • Bayesian state estimation for tracking and guidance using the bootstrap filter
    • GORDON, N., SALMOND, D., and EWING, C.:Bayesian state estimation for tracking and guidance using the bootstrap filterJ. Guid., Control Dyn., 1995, 18, pp. 1434-1443
    • (1995) J. Guid., Control Dyn. , vol.18 , pp. 1434-1443
    • Gordon, N.1    Salmond, D.2    Ewing, C.3
  • 22
    • 0039619519 scopus 로고    scopus 로고
    • Filtering via simulation: Auxiliary particle filters'
    • Oxford University, September
    • PITT, M. K., and SHEPHARD, N.:Filtering via simulation: auxiliary particle filters'. Technical report, Nuffield College, Oxford University, September 1997
    • (1997) Technical Report, Nuffield College
    • Pitt, M.K.1    Shephard, N.2
  • 24
    • 0003174553 scopus 로고
    • Bayesian statistics without tears: A sampling-resampling perspective
    • SMITH, A. F.M., and GELFAND, A.E.:Bayesian statistics without tears: a sampling-resampling perspectiveAnt. Stat., 1992, 46, pp. 84-88
    • (1992) Ant. Stat. , vol.46 , pp. 84-88
    • Smith, A.F.M.1    Gelfand, A.E.2
  • 27
    • 0004089380 scopus 로고    scopus 로고
    • A particle approximation of the solution of the Kushner-Stratonovitch equation'
    • Imperial College, London, Department of Mathematics
    • CRISAN, D., and LYONS, T.:A particle approximation of the solution of the Kushner-Stratonovitch equation'. Technical report, Imperial College, London, Department of Mathematics, 1997
    • (1997) Technical Report
    • Crisan, D.1    Lyons, T.2
  • 28
    • 33749730086 scopus 로고
    • Monte Carlo generation of order statistics from a general distribution
    • GERONTIDES, I., and SMITH, R.L.:Monte Carlo generation of order statistics from a general distributionAppl. Slat., 1982, 31, pp. 236-243
    • (1982) Appl. Slat. , vol.31 , pp. 236-243
    • Gerontides, I.1    Smith, R.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.