A Framework for Simultaneous Localization and Mapping Utilizing Model Structure
2007 (English)Report (Other academic)
The basic nonlinear ltering problem for dynamical systems is considered. Approximating the optimal lter estimate by particle lter methods has become perhaps the most common and useful method in recent years. Many variants of particle lters have been suggested, and there is an extensive lit- erature 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 innity seems to be lacking. It is the purpose of this contribution to give such a basic convergence result.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2007. , 10 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2782
Nonlinear lters, particle lter, convergence, dynamic systems.
IdentifiersURN: urn:nbn:se:liu:diva-56047ISRN: LiTH-ISY-R-2782OAI: oai:DiVA.org:liu-56047DiVA: diva2:316894