HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Reports

Particle and cell approximations for nonlinear filtering

Fabien Campillo 1 Frédéric Cérou 1 François Le Gland 1 Rivo Rakotozafy 1
1 MEFISTO
CRISAM - Inria Sophia Antipolis - Méditerranée
Abstract : We consider the nonlinear filtering problem for systems with noise--free state equation. First, we study a particle approximation of the a posteriori probability distribution, and we give an estimate of the approximation error. Then we show, and we illustrate with numerical examples, that this approximation can produce a non consistent estimation of the state of the system when the measurement noise tends to zero. Hence, we propose a histogram--like modification of the particle approximation, which is always consistent. Finally, we present an application to target motion analysis.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00074114
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 2:33:10 PM
Last modification on : Friday, February 4, 2022 - 3:17:15 AM
Long-term archiving on: : Monday, April 5, 2010 - 12:05:19 AM

Files

rr_2567.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : inria-00074114, version 1

Collections

Citation

Fabien Campillo, Frédéric Cérou, François Le Gland, Rivo Rakotozafy. Particle and cell approximations for nonlinear filtering. [Research Report] RR-2567, INRIA. 1995. ⟨inria-00074114⟩

Share

Metrics

Record views

100

Files downloads

54