کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155425 958726 2015 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Generalised particle filters with Gaussian mixtures
ترجمه فارسی عنوان
فیلترهای ذره ای متعارف با مخلوط های گاوسی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی

Stochastic filtering is defined as the estimation of a partially observed dynamical system. Approximating the solution of the filtering problem with Gaussian mixtures has been a very popular method since the 1970s. Despite nearly fifty years of development, the existing work is based on the success of the numerical implementation and is not theoretically justified. This paper fills this gap and contains a rigorous analysis of a new Gaussian mixture approximation to the solution of the filtering problem. We deduce the L2L2-convergence rate for the approximating system and show some numerical examples to test the new algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 125, Issue 7, July 2015, Pages 2643–2673
نویسندگان
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