W Li, Z Wang, Y Yuan, L Guo - Complex & Intelligent Systems, 2016 - Springer
The particle filtering algorithm was introduced in the 1990s as a numerical solution to the Bayesian estimation problem for nonlinear and non-Gaussian systems and has been …
T Li, G Villarrubia, S Sun, JM Corchado… - Frontiers of Information …, 2015 - Springer
Resampling is a critical procedure that is of both theoretical and practical significance for efficient implementation of the particle filter. To gain an insight of the resampling process …
CH Kang, SY Kim, JW Song - IEEE Access, 2020 - ieeexplore.ieee.org
The prior covariance estimation method based on inverse covariance intersection (ICI) is proposed to apply the particle flow filter. The proposed method has better estimate …
We consider convergence properties of particle filters with Gaussian importance distributions for certain time-varying Poisson regression models. We analyze both the …
CH Kang, SY Kim, Y Choe, CG Park - Measurement, 2019 - Elsevier
In this paper, the proposed method replaces a linear transformation step in an ensemble transform particle filter (ETPF) with an algorithm based on regularized optimal transport …
CH Kang, CG Park - … Journal of Adaptive Control and Signal …, 2018 - Wiley Online Library
A resampling method is presented for improving the performance of particle filters by using adaptive numbers of the resampling particles. The proposed method replaces the …
S Särkkä, E Moulines - 2016 IEEE International Conference on …, 2016 - ieeexplore.ieee.org
We analyze the L p-convergence of a previously proposed Girsanov theorem based particle filter for discretely observed stochastic differential equation (SDE) models. We prove the …