A Defensive Marginal Particle Filtering Method for Data Assimilation

Wen, LJ; Wu, JQ; Lu, LJ; Li, JL

Lu, LJ (corresponding author), Shanghai Jiao Tong Univ, Sch Naval Architecture Ocean & Civil Engn, Shanghai 200240, Peoples R China.; Li, JL (corresponding author), Univ Birmingham, Sch Math, Birmingham, W Midlands, England.

SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2020; 8 (3): 1215

Abstract

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the ......

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