Adaptive signal processing by particle filters and discounting of old measurements

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

Volumn 6, Issue , 2001, Pages 3733-3736

  Djurić, Petar M ^a   Kotecha, Jayesh ^a   Tourneret, Jean Yves ^b   Lesage, Stéphane ^b  

^a Stony Brook University   (United States)

^b UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION;

ADAPTIVE SIGNAL PROCESSING; BAYESIAN METHODOLOGY; PARTICLE FILTERS; RECURSIVE LEAST SQUARE ALGORITHMS; TIME VARYING SIGNALS;

ADAPTIVE FILTERING;

EID: 0034857684     PISSN: 15206149     EISSN: None     Source Type: Journal    
DOI: 10.1109/ICASSP.2001.940654     Document Type: Article

References (7)

1. On sequential Monte Carlo sampling methods for Bayesian filtering
2. Sequential Monte Carlo methods for dynamic systems
3. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
4. Filtering via simulation: Auxiliary particle filters