Implicit sampling for particle filters

Proceedings of the National Academy of Sciences of the United States of America

Volumn 106, Issue 41, 2009, Pages 17249-17254

  Chorin, Alexandre J ^a   Tu, Xuemin ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Chainless sampling; Jacobian; Pseudo Gaussian

Indexed keywords

ARTICLE; BAYES THEOREM; FILTER; MATHEMATICAL COMPUTING; MATHEMATICAL MODEL; MONTE CARLO METHOD; NORMAL DISTRIBUTION; PRIORITY JOURNAL; PROBABILITY; SAMPLING;

ELEMENTARY PARTICLE INTERACTIONS; MATHEMATICS; MODELS, THEORETICAL; MONTE CARLO METHOD; NONLINEAR DYNAMICS; NORMAL DISTRIBUTION; PROBABILITY; UNCERTAINTY;

EID: 70350453771     PISSN: 00278424     EISSN: 10916490     Source Type: Journal    
DOI: 10.1073/pnas.0909196106     Document Type: Article

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