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A Two Filter Particle Smoother for Wiener State-Space Systems
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.
2015 (English)In: 2015 IEEE International Conference on Control Applications (CCA 2015): Sydney, Australia, September 21-23 2015, Piscataway, NJ: IEEE Communications Society, 2015, 412-417 p., 7320664Conference paper (Refereed)
Abstract [en]

In this article, a two filter particle smoothing algorithm for Wiener state-space systems is proposed. The smoother is obtained by exploiting the model structure. This leads to a suitable proposal density for the backward filter inherent in the problem instead of introducing an artificial one. Numerical examples are provided in order to illustrate the proposed algorithm's performance and to compare it to current state of the art smoothers from the literature. It is found that the proposed method yields comparable results with less computational complexity as backward simulation-based particle smoothing algorithms.

Place, publisher, year, edition, pages
Piscataway, NJ: IEEE Communications Society, 2015. 412-417 p., 7320664
, I E E E International Conference on Control Applications. Proceedings, ISSN 1085-1992
Research subject
Control Engineering
URN: urn:nbn:se:ltu:diva-31538DOI: 10.1109/CCA.2015.7320664Local ID: 5bfe8ee4-a25a-4ac6-9bea-3cc886314c6bISBN: 978-1-4799-7787-1 (PDF)OAI: diva2:1004772
IEEE International Conference on Control Applications : 21/09/2015 - 23/09/2015
Validerad; 2016; Nivå 1; 20150804 (rolhos)Available from: 2016-09-30 Created: 2016-09-30Bibliographically approved

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