Central Limit Theorem for Non Linear Filtering and Interacting Particle Systems

@inproceedings{Moral1999CentralLT,
  title={Central Limit Theorem for Non Linear Filtering and Interacting Particle Systems},
  author={Pierre-Marie del Moral and Alice Guionnet},
  year={1999}
}
Several random particle systems approaches were recently suggested to solve numerically non linear ltering problems. The present analysis is concerned with genetic-type interacting particle systems. Our aim is to study the uctuations on path space of such particle approximating models. 

From This Paper

Figures, tables, results, connections, and topics extracted from this paper.
19 Extracted Citations
39 Extracted References
Similar Papers

Referenced Papers

Publications referenced by this paper.
Showing 1-10 of 39 references

A Particle Approximation of the Solution of the Kushner-Stratonovitch Equation

  • Crisan D, J Gaines, Lyons T J
  • A Particle Approximation of the Solution of the…
  • 1998

About Precise Laplace's Method; Applications to Fluctuations for Mean Field Interacting Particles

  • Guionnet A
  • About Precise Laplace's Method; Applications to…
  • 1997

Filtrage non lin eaire par syst emes de particules en int eraction Paris, t. 325, S erie I

  • Del Moral P Del, Guionnet A
  • Large Deviations for Interacting Particle Systems…
  • 1997

Non Linear Filtering Using Branching and Interacting Particle Systems

  • Crisan D, Del, P Lyons
  • Publications du Laboratoire de Statistiques et…
  • 1997

Nonlinear Filtering And Measure Valued Processes. Proba. Theory and Related Fields

  • Crisan D Lyons
  • Nonlinear Filtering And Measure Valued Processes…
  • 1997

Optimal non-linear ltering in GPS/INS Integration

  • Carvalho H, Del, Monin A Salut
  • IEEE Trans. on Aerospace and Electronic Systems
  • 1997

A Uniform Theorem for the Numerical Solving of Non Linear Filtering Problems

  • Del
  • Journal of Applied Probability
  • 1996

Convergence of a Branching Particle Method to the Solution of the Zakai Equation

  • Crisan D Lyons
  • Imperial College
  • 1996

Non linear ltering using random particles

  • Del
  • Theor. Prob. Appl
  • 1996

Similar Papers

Loading similar papers…