Particle filters with random resampling times
Year of publication: |
2012
|
---|---|
Authors: | Crisan, D. ; Obanubi, O. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 4, p. 1332-1368
|
Publisher: |
Elsevier |
Subject: | Stochastic partial differential equation | Filtering | Zakai equation | Particle filters | Sequential Monte-Carlo methods | Resampling | Resampling times | Random times | Effective sample size | Coefficient of variation | Soft maximum | Central limit theorem |
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