Monte Carlo filters for non-linear state estimation

✍ Scribed by Erik Bølviken; Peter J. Acklam; Nils Christophersen; John-Mikal Størdal

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 224 KB
• Volume: 37
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/s0005-1098(00)00151-5

✦ Synopsis

It is shown through a simple mathematical formula that Monte Carlo computations of Bayesian xlter estimates do not demand many repetitions. A general algorithm is constructed, and its performance on dizcult problems demonstrated.