Gaussian particle filtering

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn , Issue , 2001, Pages 429-432

  Kotecha, Jayesh H ^a   Djurić, Petar M ^a  

^a STONY BROOK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; GAUSSIAN NOISE (ELECTRONIC); KALMAN FILTERING; MONTE CARLO METHODS;

GAUSSIAN PARTICLE FILTERING;

NONLINEAR FILTERING;

EID: 0035556217     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)

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6. Monte Carlo methods for dynamic systems
7. On sequential Monte Carlo sampling methods for Bayesian filtering
8. Bayesian inference in econometrics models using Monte Carlo integration
9. Gaussian sum particle filtering - Part I
10. Non-Gaussian state-space modelling of nonstationary time series