liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A Basic Convergence Result for Particle Filtering
China Jiliang University, China.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2007 (English)In: Proceedings of the 7th IFAC Symposium on Nonlinear Control Systems, 2007, 288-293 p.Conference paper, Published paper (Refereed)
Abstract [en]

The basic nonlinear filtering problem for dynamical systems is considered. Approximating the optimal filter estimate by particle filter methods has become perhaps the most common and useful method in recent years. Many variants of particle filters have been suggested, and there is an extensive literature on the theoretical aspects of the quality of the approximation. Still, a clear cut result that the approximate solution, for unbounded functions, converges to the true optimal estimate as the number of particles tends to infinity seems to be lacking. It is the purpose of this contribution to give such a basic convergence result.  

Place, publisher, year, edition, pages
2007. 288-293 p.
Keyword [en]
Nonlinear filters, Particle filter, Convergence, Dynamic systems
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-38860DOI: 10.3182/20070822-3-ZA-2920.00048Local ID: 45908ISBN: 978-3-902661-28-9 (print)OAI: oai:DiVA.org:liu-38860DiVA: diva2:259709
Conference
7th IFAC Symposium on Nonlinear Control Systems, Pretoria, South Africa, August, 2007
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-03-20

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Authority records BETA

Schön, ThomasLjung, Lennart

Search in DiVA

By author/editor
Schön, ThomasLjung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Engineering and TechnologyControl Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 128 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf