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Institute of Electrical and Electronics Engineers, IEEE Transactions on Signal Processing, 7(59), p. 3424-3429

DOI: 10.1109/tsp.2011.2135349

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A General Convergence Result for Particle Filtering

Journal article published in 2011 by Xiao-Li Hu, Thomas B. Schön ORCID, Lennart Ljung ORCID
This paper is available in a repository.
This paper is available in a repository.

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Abstract

The particle filter has become an important tool in solving nonlinear filtering problems for dynamic systems. This correspondence extends our recent work, where we proved that the particle filter converges for unbounded functions, using L4-convergence. More specifically, the present contribution is that we prove that the particle filter converge for unbounded functions in the sense of Lp-convergence, for an arbitrary p ≥ 2. ; ©2011 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. ; CADICS