کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1154825 | 958414 | 2012 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Enhanced consistency of the Resampled Convolution Particle Filter
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Enhanced consistency of the Resampled Convolution Particle Filter Enhanced consistency of the Resampled Convolution Particle Filter](/preview/png/1154825.png)
چکیده انگلیسی
Among the convolution particle filters for discrete-time dynamic systems defined by nonlinear state space models, the Resampled Convolution Filter is one of the most efficient, in terms of estimation of the conditional probability density functions (pdf's) of the state variables and unknown parameters and in terms of implementation. This nonparametric filter is known for its almost sure L1-convergence property. But contrarily to the other convolution filters, its almost sure punctual convergence had not yet been established. This paper is devoted to the proof of this property.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 4, April 2012, Pages 786-797
Journal: Statistics & Probability Letters - Volume 82, Issue 4, April 2012, Pages 786-797
نویسندگان
Jean-Pierre Vila,