Nonlinear filtering: Interacting particle resolution
Nonlinear filtering: Interacting particle resolution
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DOI：
10.1016/s0764-4442(97)84778-7
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发表时间：
1997-09-01
期刊：
影响因子：
--
通讯作者：
DelMoral, P
中科院分区：
文献类型：
--
作者：
DelMoral, P
本文研究离散时间和测度值动力系统的相互作用粒子近似。这样的系统出现在不同的科学学科中，如混沌传播理论（见[12]和[19]）和非线性滤波理论。本文的主要贡献是证明了这种近似的最优滤波器的收敛性，得到了这种非线性滤波方程近似的第一个数学上有根据的收敛结果。这种新的治疗方法主要受到遗传算法发展的影响（见[16]和[3]），其次是H. Kunita和L. [17][18][19][19][19]
In this Note, we study interacting particle approximations of discrete time and measure valued dynamical systems. Such systems have arisen in such diverse Scientific disciplines as in Propagation of Chaos Theory (see [12] and [19]), and in Nonlinear Filtering Theory. The main contribution of this Note is to prove the convergences to the optimal filter of such approximations, yielding what seemed to be the first mathematically well-founded convergence results for such approximations of the nonlinear filtering equations. This new treatment was influenced primarily by the development of genetic algorithms (see [16] and [3]), and secondarily by the papers of H. Kunita and L. Stettner, [17] and [18] respectively.