Loading...
An iterative implementation of the implicit nonlinear filter
Chorin, Alexandre J. Tu, Xuemin
Chorin, Alexandre J.
Tu, Xuemin
Citations
Altmetric:
Abstract
Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations.
Description
This is the published version, also available here: http://dx.doi.org/10.1051/m2an/2011055.
Date
2012-03-02
Journal Title
Journal ISSN
Volume Title
Publisher
EDP Sciences
Collections
Research Projects
Organizational Units
Journal Issue
Keywords
Implicit sampling, filter, reference density, Jacobian, iteration, particles
Citation
Chorin, Alexandre J. & Tu, Xuemin. "An iterative implementation of the implicit nonlinear filter."
ESAIM: M2AN Volume 46, Number 3, May-June 2012 535 - 543. http://dx.doi.org/10.1051/m2an/2011055.