On the L Convergence of Particle Filters with General Importance Distributions
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چکیده
In this paper we extend the L proof of Hu et al. (2008) from bootstrap type of particle filters to particle filters with general importance distributions. The result essentially shows that with general importance distributions the particle filter converges provided that the importance weights are bounded. By numerical simulations we also show that this condition is often also a practical requirement for a good performance of a particle filter.
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تاریخ انتشار 2014