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A General Convergence Result for Particle Filtering
University of Newcastle, Australia.
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.
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
Abstract [en]

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.
Keyword [en]
Convergence of numerical methods, Nonlinear estimation, Particle filters, State estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-69836DOI: 10.1109/TSP.2011.2135349ISI: 000291680200034OAI: oai:DiVA.org:liu-69836DiVA: diva2:433465
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©2011 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.

Available from: 2011-08-10 Created: 2011-08-08 Last updated: 2017-12-08

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Schön, ThomasLjung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
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  • vancouver
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  • Other style
More styles
Language
  • de-DE
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Output format
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