Gaussian particle filtering

IEEE Transactions on Signal Processing

Volumn 51, Issue 10, 2003, Pages 2592-2601

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

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b STONY BROOK UNIVERSITY   (United States)

Author keywords

Dynamic state space models; Extended Kalman filter; Gaussian mixture; Gaussian mixture filter; Gaussian particle filter; Gaussian sum filter; Gaussian sum particle filter; Monte Carlo filters; Nonlinear non Gaussian stochastic systems; Particle filters; Sequential Bayesian estimation; Sequential sampling methods; Unscented Kalman filter

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; DIGITAL FILTERS; ESTIMATION; KALMAN FILTERING; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RECURSIVE FUNCTIONS; STATE SPACE METHODS;

GAUSSIAN MIXTURE FILTER; GAUSSIAN PARTICLE FILTER; GAUSSIAN SUM FILTER; SEQUENTIAL BAYESIAN ESTIMATION;

NONLINEAR FILTERING;

EID: 0141954079     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2003.816758     Document Type: Article

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