메뉴 건너뛰기




Volumn 7698, Issue , 2010, Pages

Numerical experiments for nonlinear filters with exact particle flow induced by log-homotopy

Author keywords

[No Author keywords available]

Indexed keywords

BAYES' RULE; CONDITIONAL PROBABILITY DENSITY; FILTER THEORY; NEW THEORY; NONLINEAR FILTER; NONLINEAR PROBLEMS; NUMERICAL EXPERIMENTS; ORDERS OF MAGNITUDE; PARTICLE FILTER; PARTICLE FLOW; RESAMPLES; SUBSONIC FLIGHT; SUPERSONIC FLIGHTS;

EID: 79957953479     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.839299     Document Type: Conference Paper
Times cited : (41)

References (21)
  • 1
    • 0027580559 scopus 로고
    • Novel approach to nonlinear/non-Gaussian Bayesian state estimation
    • Neil Gordon, David Salmond and A. F. M. Smith, "Novel approach to nonlinear/non-Gaussian Bayesian state estimation," IEE Proceedings-F 140(2), pp. 107-113 (1993).
    • (1993) IEE Proceedings-F , vol.140 , Issue.2 , pp. 107-113
    • Gordon, N.1    Salmond, D.2    Smith, A.F.M.3
  • 5
    • 0003345004 scopus 로고    scopus 로고
    • Improving Regularised Particle Filters
    • Chapter 12 edited by A. Doucet, N. de Freitas and N. Gordon, Springer-Verlag
    • Christian Musso, Nadia Oudjane and Francois Le Gland, "Improving Regularised Particle Filters," Chapter 12 in "Sequential Monte Carlo Methods in Practice," edited by A. Doucet, N. de Freitas and N. Gordon, Springer-Verlag, 2001.
    • (2001) Sequential Monte Carlo Methods in Practice
    • Musso, C.1    Oudjane, N.2    Le Gland, F.3
  • 6
    • 0008782869 scopus 로고    scopus 로고
    • Improvement Strategies for Monte Carlo Particle Filters
    • Chapter 7 edited by A. Doucet, N. de Freitas and N. Gordon, Springer-Verlag
    • Simon Godsill and Tim Clapp, "Improvement Strategies for Monte Carlo Particle Filters," Chapter 7 in "Sequential Monte Carlo Methods in Practice," edited by A. Doucet, N. de Freitas and N. Gordon, Springer-Verlag, 2001.
    • (2001) Sequential Monte Carlo Methods in Practice
    • Godsill, S.1    Clapp, T.2
  • 7
    • 60349102956 scopus 로고    scopus 로고
    • Adaptive Particle Filtering for Spacecraft Attitude Estimation from Vector Observations
    • January-February
    • Avishy Carmi and Yaakov Oshman, "Adaptive Particle Filtering for Spacecraft Attitude Estimation from Vector Observations," Journal of Guidance, Control and Dynamics, vol. 32, No. 1, January-February 2009.
    • (2009) Journal of Guidance, Control and Dynamics , vol.32 , Issue.1
    • Carmi, A.1    Oshman, Y.2
  • 9
    • 77953522039 scopus 로고    scopus 로고
    • A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters
    • March
    • Francois Le Gland and Nadia Oudjane, "A Robustification Approach to Stability and to Uniform Particle Approximation of Nonlinear Filters," INRIA Technical Report, March 2002.
    • (2002) INRIA Technical Report
    • Le Gland, F.1    Oudjane, N.2
  • 10
    • 23844456306 scopus 로고    scopus 로고
    • Nonlinear filters: Beyond the Kalman filter
    • Special tutorial issue of the August
    • Fred Daum, "Nonlinear filters: Beyond the Kalman filter," Special tutorial issue of the IEEE Aerospace and Electronic Systems Magazine, August 2005.
    • (2005) IEEE Aerospace and Electronic Systems Magazine
    • Daum, F.1
  • 16
    • 84874286884 scopus 로고
    • Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering
    • first series
    • J. E. Handschin and David Q. Mayne, "Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering" International Journal of Control, first series, Vol. 9, pp. 547-559, 1969.
    • (1969) International Journal of Control , vol.9 , pp. 547-559
    • Handschin, J.E.1    Mayne, D.Q.2
  • 17
    • 77953523599 scopus 로고    scopus 로고
    • Particle Markov chain Monte Carlo methods
    • read before a meeting of the Royal Statistical Society on 14 October 2009, available on-line, to be published
    • Christophe Andrieu, Arnaud Doucet & Roman Holenstein, "Particle Markov chain Monte Carlo methods," read before a meeting of the Royal Statistical Society on 14 October 2009, available on-line, to be published in Journal of Royal Statistical Society series B, volume 72, Part 2, pages 1-33, 2010.
    • (2010) Journal of Royal Statistical Society Series B , vol.72 , Issue.PART 2 , pp. 1-33
    • Andrieu, C.1    Doucet, A.2    Holenstein, R.3
  • 18
    • 57949085983 scopus 로고    scopus 로고
    • Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
    • Institute of Mathematical Statistics, 2008
    • Thomas Bengtsson, Peter Bickel and Bo Li, "Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems", IMS Collections Probability and Statistics: Essays in Honor of David A. Freedman, Vol. 2 (2008) 316-334, Institute of Mathematical Statistics, 2008.
    • (2008) IMS Collections Probability and Statistics: Essays in Honor of David A. Freedman , vol.2 , pp. 316334
    • Bengtsson, T.1    Bickel, P.2    Li, B.3
  • 19
    • 64149128340 scopus 로고    scopus 로고
    • Sharp failure rates for the bootstrap particle filter in high dimensions
    • Peter Bickel, Bo Li & Thomas Bengtsson, "Sharp failure rates for the bootstrap particle filter in high dimensions," IMS Collections Volume 3 pages 318-329, 2008.
    • (2008) IMS Collections , vol.3 , pp. 318-329
    • Bickel, P.1    Li, B.2    Bengtsson, T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.