Particle Gaussian mixture filters. I.

DOI10.1016/j.automatica.2018.07.023zbMath1406.93350arXiv1603.04510OpenAlexW2889709742MaRDI QIDQ1716620

Dilshad Raihan, Suman Chakravorty

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04510

zbMATH Keywords

nonlinear filtersstate estimationcurse of dimensionalityKalman filtersmachine learningGaussian mixture modelsmultimodalityparticle filteringestimation algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Related Items (2)

Particle Gaussian mixture filters. II. ⋮ Implicit particle filtering \textit{via} a bank of nonlinear Kalman filters

Uses Software

• EnKF

Cites Work

• Unnamed Item
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• Cubature Kalman Filters
• Comment on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [with authors' reply]
• Adaptive Gaussian Sum Filter for Nonlinear Bayesian Estimation
• Feedback Particle Filter
• Gaussian sum particle filtering
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Data Assimilation

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