Particle filters in a multiscale environment: Homogenized hybrid particle filter

Journal of Applied Mechanics, Transactions ASME

Volumn 78, Issue 6, 2011, Pages

  Park, Jun H ^a   Namachchivaya, N Sri ^a   Yeong, Hoong Chieh ^a  

^a University of Illinois at Urbana Champaign   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONDITIONAL DISTRIBUTION; DIMENSIONAL REDUCTION; DYNAMIC SIGNALS; HIGH-DIMENSIONAL; HIGH-DIMENSIONAL PROBLEMS; HIGHER-DIMENSIONAL; HYBRID PARTICLES; MULTISCALES; NOISY OBSERVATIONS; NON-LINEAR FILTERING PROBLEMS; NON-LINEARITY; NONLINEAR FILTER; OPTIMAL ESTIMATIONS; PARTIAL OBSERVATION; PARTICLE FILTER; PARTICLE FILTER ALGORITHMS; PARTICLE METHODS; PARTICLE SYSTEMS; RANDOM DYNAMICAL SYSTEM; RECURSIVE PROCEDURE; REDUCED ORDER; SCIENCE AND ENGINEERING; SINGLE POINT; STATE VARIABLES; STOCHASTIC AVERAGING; STOCHASTICS; THEORETICAL DEVELOPMENT;

ALGORITHMS; DISTRIBUTED COMPUTER SYSTEMS; DYNAMICAL SYSTEMS; ESTIMATION; HOMOGENIZATION METHOD; PARKS; STATE ESTIMATION; TARGET TRACKING;

NONLINEAR FILTERING;

EID: 80052163873     PISSN: 00218936     EISSN: 15289036     Source Type: Journal    
DOI: 10.1115/1.4003167     Document Type: Article

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