A General Convergence Result for Particle Filtering
2011 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 59, no 7, 3424-3429 p.Article in journal (Refereed) Published
The particle filter has become an important tool in solving nonlinear filtering problems for dynamic systems. This correspondence extends our recent work, where we proved that the particle filter converges for unbounded functions, using L4-convergence. More specifically, the present contribution is that we prove that the particle filter converge for unbounded functions in the sense of Lp-convergence, for an arbitrary p ≥ 2.
Place, publisher, year, edition, pages
IEEE Signal Processing Society, 2011. Vol. 59, no 7, 3424-3429 p.
Convergence of numerical methods, Nonlinear estimation, Particle filters, State estimation
IdentifiersURN: urn:nbn:se:liu:diva-69836DOI: 10.1109/TSP.2011.2135349ISI: 000291680200034OAI: oai:DiVA.org:liu-69836DiVA: diva2:433465
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