An Iterative Implementation of the Implicit Nonlinear Filter
نویسندگان
چکیده
Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations. 1991 Mathematics Subject Classification. 60G35, 62M20, 86A05. The dates will be set by the publisher.
منابع مشابه
Convergence theorems of implicit iterates with errors for generalized asymptotically quasi-nonexpansive mappings in Banach spaces
In this paper, we prove that an implicit iterative process with er-rors converges strongly to a common xed point for a nite family of generalizedasymptotically quasi-nonexpansive mappings on unbounded sets in a uniformlyconvex Banach space. Our results unify, improve and generalize the correspond-ing results of Ud-din and Khan [4], Sun [21], Wittman [23], Xu and Ori [26] andmany others.
متن کاملDesign and Implementation of a Kalman Filter-Based Time-Varying Harmonics Analyzer
Nowadays with increasing use of numerous nonlinear loads, voltage and current harmonics in power systems are one of the most important problems power engineers encounter. Many of these nonlinear loads, because of their dynamic natures, inject time-varying harmonics into power system. Common techniques applied for harmonics measurement and assessment such as FFT have significant errors in presen...
متن کاملStrong convergence of modified iterative algorithm for family of asymptotically nonexpansive mappings
In this paper we introduce new modified implicit and explicit algorithms and prove strong convergence of the two algorithms to a common fixed point of a family of uniformly asymptotically regular asymptotically nonexpansive mappings in a real reflexive Banach space with a uniformly G$hat{a}$teaux differentiable norm. Our result is applicable in $L_{p}(ell_{p})$ spaces, $1 < p
متن کاملIMPLEMENTATION OF EXTENDED KALMAN FILTER TO REDUCE NON CYCLO-STATIONARY NOISE IN AERIAL GAMMA RAY SURVEY
Gamma-ray detection has an important role in the enhancement the nuclear safety and provides a proper environment for applications of nuclear radiation. To reduce the risk of exposure, aerial gamma survey is commonly used as an advantage of the distance between the detection system and the radiation sources. One of the most important issues in aerial gamma survey is the detection noise. Various...
متن کاملNew iterative methods with seventh-order convergence for solving nonlinear equations
In this paper, seventh-order iterative methods for the solution ofnonlinear equations are presented. The new iterative methods are developed byusing weight function method and using an approximation for the last derivative,which reduces the required number of functional evaluations per step. Severalexamples are given to illustrate the eciency and the performance of the newiterative methods.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010