A robust particle filter for state estimation — with convergence results

@article{Hu2007ARP,
  title={A robust particle filter for state estimation — with convergence results},
  author={Xiao-Li Hu and Thomas B. Sch{\"o}n and Lennart Ljung},
  journal={2007 46th IEEE Conference on Decision and Control},
  year={2007},
  pages={312-317}
}
Particle filters are becoming increasingly important and useful for state estimation in nonlinear systems. Many filter versions have been suggested, and several results on convergence of filter properties have been reported. However, apparently a result on the convergence of the state estimate itself has been lacking. This contribution describes a general framework for particle filters for state estimation, as well as a robustified filter version. For this version a quite general convergence… CONTINUE READING

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