Optimal nudging in particle filters

Probabilistic Engineering Mechanics

Volumn 37, Issue , 2014, Pages 160-169

  Lingala, N ^a   Perkowski, N ^b   Yeong, H C ^a   Sri Namachchivaya, N ^a   Rapti, Z ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Homogenization; Importance sampling; Multi scale dynamics; Optimal control; Particle filter; Zakai equation

Indexed keywords

ALGORITHMS; DIFFERENTIAL EQUATIONS; DISTRIBUTED COMPUTER SYSTEMS; DYNAMICAL SYSTEMS; DYNAMICS; HOMOGENIZATION METHOD; MONTE CARLO METHODS; SIGNAL FILTERING AND PREDICTION; STOCHASTIC SYSTEMS; TARGET TRACKING;

COARSE-GRAINED VARIABLES; CONDITIONAL DISTRIBUTION; MULTI-SCALE DYNAMICS; OPTIMAL CONTROLS; PARTICLE FILTER; PARTICLE FILTERING ALGORITHMS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; ZAKAI EQUATION;

IMPORTANCE SAMPLING;

EID: 84939263030     PISSN: 02668920     EISSN: 18784275     Source Type: Journal    
DOI: 10.1016/j.probengmech.2013.08.007     Document Type: Article

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