Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 59, Issue 7, Pages 3424-3429Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2011.2135349
Keywords
Convergence of numerical methods; nonlinear estimation; particle filters; state estimation
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Funding
- Swedish Foundation for Strategic Research (SSF)
- National Natural Science Foundation of China [60874029]
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The particle filter has become an important tool in solving nonlinear filtering problems for dynamic systems. This correspondence extends our recentwork, wherewe proved that the particle filter converges for unbounded functions, using L-4-convergence. More specifically, the present contribution is that we prove that the particle filter converge for unbounded functions in the sense of L-p-convergence, for an arbitrary p >= 2.
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