Particle methods for risk sensitive filtering

Proceedings of INDICON 2005: An International Conference of IEEE India Council

Volumn 2005, Issue , 2005, Pages 423-426

  Sadhu, Smita ^a   Doucet, Arnaud ^b  

^a JADAVPUR UNIVERSITY   (India)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Non Gaussian; Non linear; Particle filters; Risk sensitive filters; Robustness

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; NUMERICAL METHODS; ROBUSTNESS (CONTROL SYSTEMS); STATE SPACE METHODS;

NON-GAUSSIAN MODELS; PARTICLE ALGORITHMS; PARTICLE FILTERS; RISK SENSITIVE FILTERS;

UNCERTAIN SYSTEMS;

EID: 33847136855     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/INDCON.2005.1590204     Document Type: Conference Paper

References (4)

1. Boel R.K., James M.R. and Peterson I.R., "Robustness and risk-sensitive filtering", IEEE Trans. Automatic Control, vol. 47, no. 3, pp. 451-461, 2002.
2. Doucet A., Godsill S. and Andrieu C., "On sequential Monte Carlo sampling methods for Bayesian filtering, Statistics and Computing", vol. 10, pp. 197-208, 2000.
3. Thrun S. Langford J. and Verma V., "Risk sensitive particle filters", Proceedings NIPS, 2002.
4. Del Moral P., Feynman-Kac Formulae, Springer-Verlag, 2004.