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Volumn 42, Issue 4, 2005, Pages 1053-1068

A uniformly convergent adaptive particle filter

Author keywords

Bayesian estimation; Nonlinear filtering; Particle filter

Indexed keywords


EID: 33645336034     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1134587816     Document Type: Article
Times cited : (16)

References (13)
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  • 3
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    • Del Moral, P.1
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    • On the stability of measure valued processes with applications to filtering
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    • Del Moral, P.1    Guionnet, A.2
  • 6
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    • Branching and interactive particle systems approximations of Feynman-Kac formulae with application to non-linear filtering
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    • DEL MORAL, P. AND MICLO, L. (2000). Branching and interactive particle systems approximations of Feynman-Kac formulae with application to non-linear filtering. In Séminaire de ProbabilitÉs XXXIV (Lecture Notes Maths. 1729), eds J. AzÉma, M. Émery, M. Ledoux and M. Yor, Springer, Berlin, pp. 1-145.
    • (2000) Lecture Notes Maths. , vol.1729 , pp. 1-145
    • Del Moral, P.1    Miclo, L.2
  • 8
    • 0027580559 scopus 로고
    • Novel approach to nonlinear/non-Gaussian Bayesian state estimation
    • GORDON, N. J., SALMOND, D. J. AND SMITH, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proc. F 140, 107-113.
    • (1993) IEE Proc. F , vol.140 , pp. 107-113
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    • Monte Carlo filter and smoother for non-Gaussian nonlinear state space models
    • KITAGAWA, G. (1996). Monte Carlo filter and smoother for non-Gaussian nonlinear state space models. J. Comput. Graphical Statist. 5, 1-25.
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  • 10
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    • Stability and uniform approximation of nonlinear filters using the Hilbert metric, and application to particle filters
    • LE GLAND, F. AND OUDJANE, N. (2004). Stability and uniform approximation of nonlinear filters using the Hilbert metric, and application to particle filters. Ann. Appl. Prob. 14, 144-187.
    • (2004) Ann. Appl. Prob. , vol.14 , pp. 144-187
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  • 11
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    • Combined parameter and state estimation in simulation-based filtering
    • eds A. Doucet, N. de Freitas and N. Gordon, Springer, New York
    • LIU, J. AND WEST, M. (2001). Combined parameter and state estimation in simulation-based filtering. In Sequential Monte Carlo Methods in Practice, eds A. Doucet, N. de Freitas and N. Gordon, Springer, New York, pp. 197-223.
    • (2001) Sequential Monte Carlo Methods in Practice , pp. 197-223
    • Liu, J.1    West, M.2
  • 12
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    • Parameter estimation and asymptotic stability in stochastic filtering
    • To appear
    • PAPAVASILIOU, A. (2005). Parameter estimation and asymptotic stability in stochastic filtering. To appear in Stoch. Process. Appl.
    • (2005) Stoch. Process. Appl.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.