A New Class of Particle Filters for Random Dynamic Systems with Unknown Statistics (original) (raw)

Erratum to “A New Class of Particle Filters for Random Dynamic Systems with Unknown Statistics”

Monica Bugallo

EURASIP Journal on Advances in Signal Processing, 2006

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A Basic Convergence Result for Particle Filtering

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IEEE Signal Processing Letters, 2017

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The Annals of Statistics, 2013

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Thomas Schön

2007

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Saikat Saha

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A General Convergence Result for Particle Filtering

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A Closer Look to Probabilistic State Estimation – Case: Particle Filtering (2014)

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OPTOELECTRONICS AND ADVANCED MATERIALS-RAPID COMMUNICATIONS

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Enhanced consistency of the Resampled Convolution Particle Filter

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Particle Filter with unknown noise statistics and with prior knowledge, 2018

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Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems

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Bayesian Analysis, 2008

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Particle Filters

Muhammad Faisal Bashir BSE-20-04

2021

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Assessing robustness of particle filtering by the Kolmogorov-Smirnov statistics

Monica Bugallo

2009

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Estimation of States of Nonlinear Systems using a Particle Filter

Kallol Roy

2006 IEEE International Conference on Industrial Technology, 2006

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Particle-kernel estimation of the filter density in state-space models

Joaquín Míguez

Bernoulli, 2014

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Random-weight particle filtering of continuous time processes

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Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2010

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Chemometrics and Intelligent Laboratory Systems, 2008

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Joint State and Parameter Estimation in Particle Filtering and Stochastic Optimization

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Stochastic Optimization - Seeing the Optimal for the Uncertain, 2011

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A general theory of particle filters in hidden Markov models with some applications

Tze Lai

2013

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Recent Developments in Auxiliary Particle Filtering

Adam Johansen

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Particle filtering with adaptive number of particles

Carles Fernández-Prades

2011

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On Resampling Algorithms for Particle Filters

Jeroen D Hol, Thomas Schön

2006 IEEE Nonlinear Statistical Signal Processing Workshop, 2006

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Signal Processing, 2012

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Gregory Eyink

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1 J ul 2 01 4 Reducing the Bias in Blocked Particle Filtering for High-Dimensional Systems ∗

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Particle Filtering: A Priori Estimation of Observational Errors of a State-Space Model with Linear Observation Equation

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IEEE/SP 13th Workshop on Statistical Signal Processing, 2005, 2005

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Likelihood function modeling of particle filter in presence of non-stationary non-gaussian measurement noise

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Signal Processing, 2010

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Interacting particle filters for simultaneous state and parameter estimation

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Filtering via Simulation: Auxiliary Particle Filters

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