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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)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2011.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 3000
Keyword [en]
Convergence of numerical methods, Nonlinear estimation, Particle filters, State estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-97949ISRN: LiTH-ISY-R-3000OAI: oai:DiVA.org:liu-97949DiVA: diva2:650758
Projects
CADICS
Available from: 2013-09-23 Created: 2013-09-23 Last updated: 2014-08-07Bibliographically approved

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Schön, ThomasLjung, Lennart

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