Consistency checks for particle filters

IEEE Transactions on Pattern Analysis and Machine Intelligence

Volumn 28, Issue 1, 2006, Pages 140-145

  Van Der Heijden, F ^a,b  

^a IEEE   (Netherlands)

^b UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

Consistency checks; Fault detection; Model validation; Modeling errors; Particle filtering

Indexed keywords

MODEL VALIDATION; MODELING ERRORS; PARTICLE FILTERING; PARTICLE FILTERS;

ERROR ANALYSIS; FAULT DETECTION; STATISTICAL METHODS;

DIGITAL FILTERS;

ALGORITHM; ARTICLE; ARTIFICIAL INTELLIGENCE; AUTOMATED PATTERN RECOGNITION; COMPUTER SIMULATION; METHODOLOGY; SIGNAL PROCESSING; STATISTICAL MODEL; STATISTICS; SYSTEMS THEORY;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; COMPUTER SIMULATION; MODELS, STATISTICAL; PATTERN RECOGNITION, AUTOMATED; SIGNAL PROCESSING, COMPUTER-ASSISTED; STOCHASTIC PROCESSES; SYSTEMS THEORY;

EID: 33644828428     PISSN: 01628828     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPAMI.2006.5     Document Type: Article

References (12)

1. N.J. Gordon, D.J. Salmond, and A.F.M. Smith, "Novel Approach to Nonlinear/NonGaussian Bayesian State Estimation," IEE Proc, vol. 140, no. 2, pp 107-113, 1993.
2. M.S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp, "A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian Tracking" IEEE Trans. Signal Processing, vol. 50, no. 2, pp. 174-188, Feb. 2002.
3. Kalman Filtering: Theory and Application, H.W. Sorenson, ed., New York: IEEE Press, 1985.
4. Y. Bar-Shalom and K. Birmiwal, "Consistency and Robustness of PDAF for Target Tracking in Cluttered Environments," Automatica, vol. 19, pp. 431-437, July 1983.
5. Y. Bar-Shalom and X.R. Li, Estimation and Tracking - Principles, Techniques, and Software. Boston: Artech House, 1993.
6. N. Vaswani, "Change Detection in Partially Observed Nonlinear Dynamic Systems with Unknown Change Parameters," Proc. Am. Control Conf., pp. 5387-5393, 2004.
7. R. Gerlach, C. Carter, and R. Kohn, "Diagnostics for Time Series Analysis," J. Time Series Analysis, vol. 20, no. 3, pp 309-330. 1999.
8. J. Vermaak, C. Andrieu, A. Doucet, and S.J. Godsill, "Particle Methods for Bayesian Modeling and Enhancement of Speech Signals," IEEE Trans. Speech and Audio Processing, vol. 10, no. 3, pp 173-185, Mar. 2002.
9. C. Andrieu, A. Doucet, S.S. Singh, and V.B. Tadic, "Particle Methods for Change Detection, System Identification, and Control," Proc. IEEE, vol. 92, no. 3, pp. 423-438, Mar. 2004.
10. M. Rosenblatt, "Remarks on a Multivariate Transformation," Annals of Math. Statistics, vol. 23, no. 3, pp. 470-472, Sept. 1952.
11. R.B. Blackman and J.W. Tukey, The Measurement of Power Spectra. New York: Dover Publications, 1958.
12. F. van der Heijden, D. de Ridder, D.M.J. Tax, and R.P.W. Duin, Classification, Parameter Estimation and Stale Estimation - An Engineering Approach Using MATLAB. Chichester: J. Wiley & Sons, 2004.