Convergence of Particle Filtering Method for Nonlinear Estimation of Vortex Dynamics
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Authors
Sritharan, Sivaguru S.
Xu, Meng
Subjects
nonlinear filtering
vortex method
stochastic vortex model
Zakai equation
particle filter
vortex method
stochastic vortex model
Zakai equation
particle filter
Advisors
Date of Issue
2000
Date
Publisher
Monterey, California. Naval Postgraduate School
Language
Abstract
In this paper we formulate a numerical approximation method
for the nonlinear ¯ltering of vortex dynamics subject to noise using particle
¯lter method. We prove the convergence of this scheme allowing the obser-
vation vector to be unbounded.
Type
Article
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This research is supported by the Army Research Probability and Statistics Program through the grant DODARMY41712
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Citation
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Approved for public release; distribution is unlimited.
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.