Quasi-Monte Carlo filtering in nonlinear dynamic systems

IEEE Transactions on Signal Processing

Volumn 54, Issue 6 I, 2006, Pages 2087-2098

  Guo, Dong ^a,b   Wang, Xiaodong ^a  

^a Columbia University ^*  (United States)

^b Rutter Associates   (United States)

Author keywords

Kalman filter (KF); Nonlinear dynamic systems; Quasi Monte Carlo (QMC); Sequential Monte Carlo (SMC)

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; KALMAN FILTERING; MATRIX ALGEBRA; MONTE CARLO METHODS; NONLINEAR FILTERING;

JACOBIAN MATRIX; NONLINEAR DYNAMIC SYSTEMS; QUADRATURE KALMAN FILTER (QKF); QUASI-MONTE CARLO (QMC) FILTERING; UNSCENTED KALMAN FILTER (UKF);

NONLINEAR SYSTEMS;

EID: 33744532631     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2006.873585     Document Type: Article

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