Error analysis for numerical formulation of particle filter

DOI10.3934/dcdsb.2015.20.1337zbMath1334.65021OpenAlexW2524624004MaRDI QIDQ256820

Xiaoying Han, Jinglai Li, Dongbin Xiu

Publication date: 10 March 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2015.20.1337

zbMATH Keywords

convergencenumerical exampleerror analysissequential Monte Carlodata assimilationparticle filterBayesian filer

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic particle methods (65C35)

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