Performance Bounds for Particle Filters Using the Optimal Proposal
Author:
Affiliation:
1. National Center for Atmospheric Research,* Boulder, Colorado
2. Genentech, San Francisco, California
3. Department of Mathematics, University of California, Berkeley, Berkeley, California
Abstract
Publisher
American Meteorological Society
Subject
Atmospheric Science
Link
http://journals.ametsoc.org/mwr/article-pdf/143/11/4750/4315775/mwr-d-15-0144_1.pdf
Reference34 articles.
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3. Toward a nonlinear ensemble filter for high-dimensional systems;Bengtsson;J. Geophys. Res.,2003
4. Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
5. Sharp failure rates for the bootstrap particle filter in high dimensions
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