An Auxiliary Particle Filtering Algorithm With Inequality Constraints

DOI10.1109/TAC.2016.2624698zbMath1390.93794OpenAlexW2555222138MaRDI QIDQ4566795

Wen-Hua Chen, Cunjia Liu, Baibing Li

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2016.2624698

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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