A direct sampling particle filter from approximate conditional density function supported on constrained state space

Computers and Chemical Engineering

Volumn 35, Issue 6, 2011, Pages 1110-1118

  Ungarala, Sridhar ^a  

^a Cleveland State University   (United States)

Author keywords

Maximum a posteriori estimation; Particle filter; State estimation

Indexed keywords

ACCEPTANCE/REJECTION; CONDITIONAL DENSITY; CONDITIONAL DENSITY FUNCTION; CONDITIONAL PROBABILITY DENSITY; CONSTRAINED STATE; DIRECT SAMPLING; ENSEMBLE KALMAN FILTER; ESTIMATION PROBLEM; GAUSSIANS; INEQUALITY CONSTRAINT; MAXIMUM A POSTERIORI ESTIMATION; NON-LINEAR CONSTRAINTS; PARTICLE FILTER; PROJECTION METHOD; STATE VECTOR; WEIGHTED LEAST SQUARES;

ALGORITHMS; CONSTRAINT THEORY; ESTIMATION; LARGE SCALE SYSTEMS; NONLINEAR FILTERING; STATE ESTIMATION;

PROBABILITY DENSITY FUNCTION;

EID: 79955470290     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compchemeng.2010.07.022     Document Type: Article

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