A survey of convergence results on particle filtering methods for practitioners

IEEE Transactions on Signal Processing

Volumn 50, Issue 3, 2002, Pages 736-746

  Crisan, Dan ^a   Doucet, Arnaud ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Bayesian estimation; Optimal filtering; Particle filtering; Sequential Monte Carlo; State space models

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; KNOWLEDGE BASED SYSTEMS; MATHEMATICAL MODELS; MONTE CARLO METHODS; OPTIMIZATION; RANDOM PROCESSES; STATE SPACE METHODS;

BAYESIAN ESTIMATION; OPTIMAL FILTERING; PARTICLE FILTERING METHOD; STATE SPACE MODELS;

SIGNAL FILTERING AND PREDICTION;

EID: 0036504051     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.984773     Document Type: Article

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