An Improved Particle Filter for Non-linear Problems

@inproceedings{Carpenter2004AnIP,
  title={An Improved Particle Filter for Non-linear Problems},
  author={James Carpenter and Peter Clifford and Paul Fearnhead},
  year={2004}
}
The Kalman filter provides an effective solution to the linear-Gaussian fil tering problem. However, where there is nonlinearity, either in the model specification or the obs rvation process, other methods are required. We consider methods known generically as particle filters, which include the condensation algorithm and the Bayesian bootstrap or sampling importan ce resampling (SIR) filter. These filters represent the posterior distribution of the state variab les by a system of particles… CONTINUE READING
Highly Influential
This paper has highly influenced a number of papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 518 citations. REVIEW CITATIONS

2 Figures & Tables

Topics

Statistics

02040'03'05'07'09'11'13'15'17
Citations per Year

518 Citations

Semantic Scholar estimates that this publication has 518 citations based on the available data.

See our FAQ for additional information.