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A Robust Particle Filter for State Estimation - with Convergence Results
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 46th IEEE Conference on Decision and Control, 2007, 312-317 p.Conference paper, Published paper (Refereed)
Abstract [en]

Particle filters are becoming increasingly important and useful for state estimation in nonlinear systems. Many filter versions have been suggested, and several results on convergence of filter properties have been reported. However, apparently a result on the convergence of the state estimate itself has been lacking. This contribution describes a general framework for particle filters for state estimation, as well as a robustified filter version. For this version a quite general convergence result is established. In particular, it is proved that the particle filter estimate convergences w.p.1 to the optimal estimate, as the number of particles tends to infinity.

Place, publisher, year, edition, pages
2007. 312-317 p.
Keyword [en]
Nonlinear estimation, Nonlinear systems, Particle filtering, State estimation
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-38861DOI: 10.1109/CDC.2007.4434208Local ID: 45909ISBN: 978-1-4244-1498-7 (print)ISBN: 978-1-4244-1497-0 (print)OAI: oai:DiVA.org:liu-38861DiVA: diva2:259710
Conference
46th IEEE Conference on Decision and Control, New Orleans, LA, USA, December, 2007
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-02-23

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Schön, ThomasLjung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
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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