A General Convergence Result for Particle Filtering

DOI10.1109/TSP.2011.2135349zbMath1391.93242OpenAlexW2129594200WikidataQ59591831 ScholiaQ59591831MaRDI QIDQ4573068

Lennart Ljung, Thomas B. Schön, Xiao Li Hu

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2011.2135349

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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