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Volumn 15, Issue 1, 2002, Pages 79-84

Nonlinear estimation by particle filters and Cramér-rao bound

Author keywords

Cram r Rao bound; Mean square error; Monte Carlo method; Nonlinear filters; Nonlinear systems

Indexed keywords

AUTOMATION; DISTRIBUTED COMPUTER SYSTEMS; MEAN SQUARE ERROR; NONLINEAR FILTERING; NONLINEAR SYSTEMS; SAMPLING; STATE ESTIMATION;

EID: 84945579489     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20020721-6-es-1901.00424     Document Type: Conference Paper
Times cited : (13)

References (13)
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  • 3
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    • Improvement strategies for Monte Carlo particle filters
    • Springer-Verlag, New York
    • Godsill, S., and T. Clapp, (2001). Improvement Strategies for Monte Carlo Particle Filters In: Monte Carlo Methods in Practise. Springer-Verlag, New York.
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  • 4
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    • Novel approach to nonlinear/non-Gaussian Bayesian state estimation
    • Gordon, N., D. Salmond and A.F.M. Smith (1993). Novel approach to nonlinear/non-gaussian Bayesian state estimation. IEE proceedings-F 140, 107-113.
    • (1993) IEE Proceedings-F , vol.140 , pp. 107-113
    • Gordon, N.1    Salmond, D.2    Smith, A.F.M.3
  • 6
    • 0000871666 scopus 로고
    • Recursive Bayesian estimation using piece-wise constant approximations
    • Kramer, S. and H. Sorenson (1988). Recursive Bayesian estimation using piece-wise constant approximations. Automatica 24(6), 789-801.
    • (1988) Automatica , vol.24 , Issue.6 , pp. 789-801
    • Kramer, S.1    Sorenson, H.2
  • 8
    • 0032359151 scopus 로고    scopus 로고
    • Sequential Monte Carlo methods for dynamic systems
    • Liu, J.S. and R. Chen (1998). Sequential Monte Carlo Methods for Dynamic Systems. J. Amer. Statist. Assoc. 93(443), 1032-1044.
    • (1998) J. Amer. Statist. Assoc. , vol.93 , Issue.443 , pp. 1032-1044
    • Liu, J.S.1    Chen, R.2
  • 9
    • 1542427941 scopus 로고    scopus 로고
    • Filtering via simulation: Auxiliary particle filter
    • Pitt, M.K. and N. Shephard (1999). Filtering via simulation: auxiliary particle filter. J. Amer. Statist. Assoc. 94, 590-599.
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    • Pitt, M.K.1    Shephard, N.2
  • 11
    • 0035501846 scopus 로고    scopus 로고
    • Filtering, predictive and smoothing cramér-rao bounds for discrete-time nonlinear dynamic filters
    • Šimandl, M., J. Královec and P. Tichavský (2001). Filtering, predictive and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic filters. Automatica.
    • (2001) Automatica
    • Šimandl, M.1    Královec, J.2    Tichavský, P.3
  • 12
    • 0016104320 scopus 로고
    • On the development of practical nonlinear filters
    • Sorenson, H.W. (1974). On the Development of Practical Nonlinear Filters. Inf. Sci. 7, 230-270.
    • (1974) Inf. Sci. , vol.7 , pp. 230-270
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  • 13
    • 1542700719 scopus 로고    scopus 로고
    • Randomized algorithms for robust controller synthesis using statistical learning theory: A tutorial overview
    • Vidyasagar, M. (2001). Randomized algorithms for robust controller synthesis using statistical learning theory: A tutorial overview. European Journal of Control 7(2), 287-30.
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    • Vidyasagar, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.