Particle Gaussian mixture filters. II.

DOI10.1016/J.AUTOMATICA.2018.07.024zbMath1406.93351OpenAlexW4235997195WikidataQ129241136 ScholiaQ129241136MaRDI QIDQ1716621

Dilshad Raihan, Suman Chakravorty

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.07.024

zbMATH Keywords

nonlinear filtersstate estimationparallel algorithmscurse of dimensionalitymachine learningGaussian mixture modelsmultimodalityestimation algorithmsMarkov chain Monte Carlo sampling

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 (1)

Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems

Cites Work

• Particle Gaussian mixture filters. I.
• Recursive Bayesian estimation using Gaussian sums
• Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
• Gaussian Mixture Nonlinear Filtering With Resampling for Mixand Narrowing
• The blind tricyclist problem and a comparative study of nonlinear filters: A challenging benchmark for evaluating nonlinear estimation methods
• Monte Carlo sampling methods using Markov chains and their applications
• Nonlinear Bayesian estimation using Gaussian sum approximations
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