Sequential particle filtering in the presence of additive Gaussian noise with unknown parameters

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

Volumn 2, Issue , 2002, Pages

  Djurić, Petar M ^a   Miguez, Joaquín ^a  

^a Stony Brook University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; GAUSSIAN NOISE (ELECTRONIC); MATRIX ALGEBRA; NUMERICAL METHODS; PROBABILITY DENSITY FUNCTION; STATE ESTIMATION;

ADDITIVE GAUSSIAN NOISE; COVARIANCE MATRICES; SEQUENTIAL PARTICLE FILTERING;

SIGNAL FILTERING AND PREDICTION;

EID: 0036296224     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icassp.2002.5744928     Document Type: Conference Paper

References (10)

1. Digital synthesis of nonlinear filters
2. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
3. Monte Carlo techniques to estimate the conditional expectation in multistage non-linear filtering
4. Non-Gaussian state-space modeling of nonstationary time series
5. Combined parameter and state estimation in simulation based filtering
6. Ueber die analytische theorie der quadratischen formen
7. Recursive Bayesian estimation using Gaussian sums