Particle filtering for systems with unknown noise probability distributions

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn 2003-January, Issue , 2003, Pages 522-525

  Miguez J ^a   Xu, Shanshan ^b   Bugallo, M F ^b   Djuric P M ^b  

^a UNIVERSITY OF A CORUÑA   (Spain)

^b Stony Brook University   (United States)

Author keywords

Cost function; Distributed computing; Filtering; Monte Carlo methods; Particle filters; Power engineering and energy; Power engineering computing; Signal processing algorithms; State estimation; Target tracking

Indexed keywords

CLUTTER (INFORMATION THEORY); COMPUTER AIDED ENGINEERING; COST ENGINEERING; COST FUNCTIONS; DISTRIBUTED COMPUTER SYSTEMS; DYNAMICAL SYSTEMS; FILTRATION; MONTE CARLO METHODS; SIGNAL FILTERING AND PREDICTION; SIGNAL PROCESSING; STATE ESTIMATION; TARGET TRACKING; TRACKING (POSITION);

MATHEMATICAL REPRESENTATIONS; PARTICLE FILTER; PARTICLE FILTERING METHODS; POWER ENGINEERING AND ENERGIES; POWER ENGINEERING COMPUTING; SIGNAL PROCESSING ALGORITHMS; THEORETICAL DEVELOPMENT; TIME VARYING PARAMETER;

PROBABILITY DISTRIBUTIONS;

EID: 84947550405     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2003.1289505     Document Type: Conference Paper

References (5)

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3. A. Doucet, S. Godsill, and C. Andrieu, "On sequential Monte Carlo Sampling methods for Bayesian filtering," Statistics and Computing, vol. 10, no. 3, pp. 197-208, 2000.
4. M. K. Pitt and N. Shephard, "Auxiliary variable based particle filters," in Sequential Monte Carlo Methods in Practice, A. Doucet, N. de Freitas, and N. Gordon, Eds., chapter 13, pp. 273-293. Springer, 2001.
5. J. Míguez, M. F. Bugallo, and P. M. Djurić, "A new class of particle filters for random dynamical systems with unknown statistics," Submitted to EURASIP Journal of Applied Signal Processing.