Gaussian sum particle filtering for dynamic state space models

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 6, Issue , 2001, Pages 3465-3468

  Kotecha, J H ^a   Djuric P M ^a  

^a Stony Brook University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; GAUSSIAN NOISE (ELECTRONIC); LINEARIZATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; SAMPLING; STATE SPACE METHODS;

DYNAMIC STATE SPACE MODELS; GAUSSIAN SUM PARTICLE FILTERING; LINEAR GAUSSIAN MODELS;

NONLINEAR FILTERING;

EID: 0034848156     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)

1. Bayesian forecasting (with discussion)
2. Bayesian state estimation for tracking and guidance using the bootstrap filter
3. Sequential Monte Carlo sampling detector for Rayleigh fast-fading channels
4. Monte Carlo methods for dynamic systems
5. Nonlinear Bayesian estimation using Gaussian sum approximation
6. Recursive Bayesian estimation using Gaussian sums
7. Gaussian sum particle filtering
8. Efficient estimation of parameters for non-Gaussian autoregressive processes