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Particle filtering for systems with unknown noise probability distributions

  • University of A Coruna
  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

15 Scopus citations

Abstract

In recent years particle filtering has become a powerful tool for tracking signals and time-varying parameters of dynamical systems. These methods require a mathematical representation of the dynamics of the system evolution, together with assumptions of probabilistic models. In this paper, a new class of particle filtering methods that do not assume an explicit mathematical form of the probability distributions of the noise in the system is presented. As a consequence, the proposed techniques are more robust than standard particle filters. Besides the theoretical development of a specific method in the new class, experimental results that demonstrate its performance in the problem of target tracking are provided.

Original languageEnglish
Title of host publicationProceedings of the 2003 IEEE Workshop on Statistical Signal Processing, SSP 2003
PublisherIEEE Computer Society
Pages522-525
Number of pages4
ISBN (Electronic)0780379977
DOIs
StatePublished - 2003
EventIEEE Workshop on Statistical Signal Processing, SSP 2003 - St. Louis, United States
Duration: Sep 28 2003Oct 1 2003

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings
Volume2003-January

Conference

ConferenceIEEE Workshop on Statistical Signal Processing, SSP 2003
Country/TerritoryUnited States
CitySt. Louis
Period09/28/0310/1/03

Keywords

  • Cost function
  • Distributed computing
  • Filtering
  • Monte Carlo methods
  • Particle filters
  • Power engineering and energy
  • Power engineering computing
  • Signal processing algorithms
  • State estimation
  • Target tracking

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