Optimal SIR algorithm vs. fully adapted auxiliary particle filter: A non asymptotic analysis

Statistics and Computing

Volumn 23, Issue 6, 2013, Pages 759-775

  Petetin, Yohan ^a   Desbouvries, François ^a  

^a TELECOM SUDPARIS   (France)

Author keywords

Auxiliary particle filtering; Non asymptotic analysis; Particle filtering; Resampling; Sequential importance sampling; Sequential Monte Carlo

Indexed keywords

EID: 84883806596     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-012-9345-5     Document Type: Article

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