A basic convergence result for particle filtering

IEEE Transactions on Signal Processing

Volumn 56, Issue 4, 2008, Pages 1337-1348

  Hu, Xiao Li ^a   Schön, Thomas B ^b   Ljung, Lennart ^b  

^a CHINA JILIANG UNIVERSITY   (China)

^b LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Convergence of numerical methods; Nonlinear estimation; Particle filter; State estimation

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ESTIMATION;

NONLINEAR ESTIMATION; OPTIMAL FILTER; PARTICLE FILTER; UNBOUNDED FUNCTIONS;

DYNAMICAL SYSTEMS;

EID: 41849123126     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.911295     Document Type: Article

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