Particle flow for nonlinear filters

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn , Issue , 2011, Pages 5920-5923

  Daum, Fred ^a   Huang, Jim ^a  

^a Raytheon ^*  (United States)

Author keywords

estimation; extended Kalman filter; nonlinear filter; particle filter

Indexed keywords

FOUR-ORDER; NONLINEAR FILTER; NONLINEAR PROBLEMS; ORDERS OF MAGNITUDE; PARTICLE DEGENERACY; PARTICLE FILTER; PARTICLE FLOW; THREE ORDERS OF MAGNITUDE;

DISTRIBUTED COMPUTER SYSTEMS; SIGNAL PROCESSING; SPEECH COMMUNICATION; TARGET TRACKING;

NONLINEAR FILTERING;

EID: 80051610231     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2011.5947709     Document Type: Conference Paper

References (6)

1. Fred Daum, Jim Huang and AJ Noushin, "Exact particle flow for nonlinear filters," Proceedings of SPIE Conference, Orlando Florida, April 2010.
2. Fred Daum and Jim Huang, "Numerical experiments for nonlinear filters with exact particle flow induced by log-homotopy," Proceedings of SPIE Conference, Orlando Florida, April 2010.
3. Fred Daum and Jim Huang, "Exact particle flow for nonlinear filters: seventeen dubious solutions to a first order linear underdeteremined PDE," Proceedings of IEEE Conference on Signals, Systems & Computers, Asilomar California, November 2010.
4. Fred Daum, Jim Huang, Misha Krichman and Talia Kohen, "Seventeen dubious methods to approximate the gradient for nonlinear filters with particle flow," Proceedings of SPIE Conference, San Diego CA, August 2009.
5. Fred Daum, "Nonlinear filters: beyond the Kalman filter," IEEE AES Systems Magazine, special tutorial issue, August 2005.
6. Flavia Lanzara, Vladimir Maz'ya and Gunther Schmidt, "On the fast computation of high dimensional volume potentials," arXiv:0911.0443v1 [Math.NA], 2 November 2009.