A new class of particle filters for random dynamic systems with unknown statistics

Eurasip Journal on Applied Signal Processing

Volumn 2004, Issue 15, 2004, Pages 2278-2294

  Míguez, Joaquín ^a   Bugallo, Mónica F ^b   Djurić, Petar M ^b  

^a UNIVERSITY OF A CORUÑA   (Spain)

^b Stony Brook University   (United States)

Author keywords

Dynamic systems; Online estimation; Particle filtering; Stochastic optimization

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY; SIGNAL PROCESSING;

DYNAMIC SYSTEMS; ONLINE ESTIMATION; PARTICLE FILTERING; STOCHASTIC OPTIMIZATION;

STATISTICAL METHODS;

EID: 11844256399     PISSN: 11108657     EISSN: None     Source Type: Journal    
DOI: 10.1155/S1110865704406039     Document Type: Article

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