Particle filter with unknown noise statistics and with prior knowledge

Zilberstein, Nicolás Martín et al · Asociación Argentina de Control Automático · 2018

Supplementary material available

Quick overview. Review the resource’s basic details, then access the content using the main button. This page shows only the information needed to identify, cite, and open the work.

Author / responsible party

Zilberstein, Nicolás Martín et al

Publisher

Asociación Argentina de Control Automático

Year

2018

ISSN

8746-8590

ISSN

8746-8590

Language

English

Resource access

Open the content from the main option or choose another available source.

CONICET Digital CONICET Digital OAI-PMH

Entrar por CONICET Digital

Main access

Supplementary material available

El enlace apunta a material asociado, anexos, tablas, datos o página complementaria. No se marca como libro/texto completo.

Open material

Summary

Descripción general del contenido del recurso.

Particle filters have been widely used as a solution to the Bayesian filtering problem, propagating in time a Monte Carlo (MC) approximation of the a posteriori filtering measure. In many situations, the exact statistics of the noises is not known, but some prior information is available. We consider here the estimation of the noise parameters by sampling from the a posteriori distribution of the unknown parameters given the measure data incorporated to the prior information using the Metropolis-Hastings MCMC algorithm. In order to compute the likelihood function, which is needed in the MCMC algorithm to sample from the a posteriori distribution, a factor-graph based approach is used. Fil: Zilberstein, Nicolás Martín. Universidad de Buenos Aires. Facultad de Ingeniería; Argentina Fil: Cernuschi Frias, Bruno. Universidad de Buenos Aires. Facultad de Ingeniería. Departamento de Electronica; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderón; Argentina

How to cite

Elegí el formato que necesitás y copiá la referencia al portapapeles.

APA 7

Zilberstein, N. M. E. A. (2018). Particle filter with unknown noise statistics and with prior knowledge. Asociación Argentina de Control Automático. http://hdl.handle.net/11336/157154

MLA

Zilberstein, Nicolás Martín et al. Particle filter with unknown noise statistics and with prior knowledge. Asociación Argentina de Control Automático, 2018. http://hdl.handle.net/11336/157154.

Chicago

Zilberstein, Nicolás Martín et al. 2018. Particle filter with unknown noise statistics and with prior knowledge. Asociación Argentina de Control Automático. http://hdl.handle.net/11336/157154.

Harvard

Zilberstein, N. M. E. A. 2018, Particle filter with unknown noise statistics and with prior knowledge, Asociación Argentina de Control Automático, available at: http://hdl.handle.net/11336/157154 [Accessed 5 Aug. 2026].

Share and print

Save the record, copy its permanent link, or print it as a PDF.

Export reference

You can export the record in common formats for use in a reference manager.

RIS BibTeX

Resource details

Bibliographic information to help confirm that this is the correct material.

Title: Particle filter with unknown noise statistics and with prior knowledge

Author / contributors: Zilberstein, Nicolás Martín et al

Publisher: Asociación Argentina de Control Automático

Publication year: 2018

ISSN: 8746-8590

ISSN: 8746-8590

Language: English

Subjects

Explore related resources through these subjects.

PARTICLE FILTER; UNKNOWN NOISE; PRIOR KNOWLEDGE; MCMC; FACTOR GRAPH; https://purl.org/becyt/ford/2.2; https://purl.org/becyt/ford/2