Particle filters for combined state and parameter estimation

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 4380, Issue , 2001, Pages 244-252

  Chan, H Y ^a   Kouritzin, M A ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Nonlinear filtering; Particle methods; System identification; Target tracking

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; DISCRETE TIME CONTROL SYSTEMS; PROBABILITY DISTRIBUTIONS; RADAR TRACKING; SIGNAL NOISE MEASUREMENT; STOCHASTIC CONTROL SYSTEMS;

CONDITIONAL PROBABILITY; PARTICLE FILTERS;

SIGNAL FILTERING AND PREDICTION;

EID: 0035168379     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.436952     Document Type: Conference Paper

References (4)

1. Particle representations for a class of nonlinear SPDEs
2. A novel branching particle method for tracking