Particle filters with random resampling times

Stochastic Processes and their Applications

Volumn 122, Issue 4, 2012, Pages 1332-1368

  Crisan, D ^a   Obanubi, O ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Central limit theorem; Coefficient of variation; Effective sample size; Filtering; Particle filters; Random times; Resampling; Resampling times; Sequential Monte Carlo methods; Soft maximum; Stochastic partial differential equation; Zakai equation

Indexed keywords

CENTRAL LIMIT THEOREM; COEFFICIENT OF VARIATION; PARTICLE FILTER; RANDOM TIMES; RESAMPLING; SAMPLE SIZES; SOFT MAXIMUM; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; ZAKAI EQUATION;

CONTINUOUS TIME SYSTEMS; FILTRATION; PARTIAL DIFFERENTIAL EQUATIONS; SIGNAL PROCESSING; STOCHASTIC PROGRAMMING;

NONLINEAR FILTERING;

EID: 84857991109     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2011.12.012     Document Type: Article

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