Approximate nonlinear filtering and its application in navigation

Abstract

In this paper we introduce for the first time particle filtering for an exponential family of densities. We prove that under certain conditions the approximated conditional density converges to the true conditional density. In the realistic setting where the conditional density does not lie in an exponential family but stays close to it, we show that under… (More)
DOI: 10.1016/j.automatica.2004.12.013

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