DocumentCode
1743532
Title
Stability and approximation of nonlinear filters in the Hilbert metric, and application to particle filters
Author
LeGland, François ; Oudjane, Nadia
Author_Institution
IRISA, Rennes, France
Volume
2
fYear
2000
fDate
2000
Firstpage
1585
Abstract
The stability of the optimal filter w.r.t. its initial condition and w.r.t. the model, is studied in a general hidden Markov model using the Hilbert projective metric. These stability results are then used to prove the uniform convergence of the interacting particle filter to the optimal filter, as the number of particles goes to infinity
Keywords
convergence; filtering theory; hidden Markov models; nonlinear filters; Hilbert projective metric; optimal filter; particle filters; uniform convergence; Convergence; Electronic mail; Ethics; H infinity control; Hidden Markov models; Kernel; Nonlinear filters; Particle filters; Probability distribution; Stability;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2000.912086
Filename
912086
Link To Document