Research article summary (published 22 Sep 2009):

Implicit sampling for particle filters.

Full Abstract

We present a particle-based nonlinear filtering scheme, related to recent work on chainless Monte Carlo, designed to focus particle paths sharply so that fewer particles are required. The main features of the scheme are a representation of each new probability density function by means of a set of functions of Gaussian variables (a distinct function for each particle and step) and a resampling based on normalization factors and Jacobians. The construction is demonstrated on a standard, ill-conditioned test problem.

Author information

Author/s: Chorin, Alexandre J (AJ); Tu, Xuemin (X);

Affiliation: Department of Mathematics, University of California and Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA. chorin(-atsign-)math.berkeley.edu

Journal and publication information

Publication Type: Journal Article; Research Support, U.S. Gov't, Non-P.H.S.

Journal: Proceedings of the National Academy of Sciences of the United States of America (Proc Natl Acad Sci U S A), published in United States. (Language: eng)

Reference: 2009-Oct; vol 106 (issue 41) : pp 17249-54

Dates: Created 2009/10/15; Completed 2009/11/03; Revised 2009/11/06;

PMID: 19805147, status: MEDLINE (last retrieval date: 11/9/2009, IMS Date: )

Sourced from the National Library of Medicine. Abstract text and other information may be subject to copyright.

External Links for this article
(including full text providers, if available):

Click Electronic Full-text Provider Links to see options for finding the electronic full text links to this article. Note there may be a subscription or fee required for access to the full text. See our FAQ for information on finding FREE full text articles.

This article may also be located in paper journal collections available in many libraries. Use the Journal and Publication Information above to find the full article.

MeSH headings (categories)

This article was linked to the MESH Headings shown below.

Elementary Particle Interactions Mathematics Models, Theoretical Monte Carlo Method

Nonlinear Dynamics Normal Distribution Probability Uncertainty

Related articles

These are the highest related articles currently in the database:

• The FLUKA radiation transport code and its use for space problems. 30 Dec 2000
• The FLUKA code for space applications: recent developments. 30 Dec 2003
• Medium modified nucleon-nucleon cross sections in a nucleus. 30 May 1999
• Response of silicon-based linear energy transfer spectrometers: implication for radiation risk assessment in space flights. 9 Jul 2001
• Abrasion-ablation model for neutron production in heavy ion collisions. 14 Jun 1997
• Accurate universal parameterization of absorption cross sections. 29 Sep 1996
• Accurate universal parameterization of absorption cross sections. 29 Sep 1996
• Accurate universal parameterization of absorption cross sections III--light systems. 30 Aug 1999
• Double-charm production e+e- -->J/psi + cc at B factories with next-to-leading-order QCD corrections. 28 Feb 2007
• Nuclear model calculations and their role in space radiation research. 30 Dec 2001

See 100+ related articles.

Related Article Map

Legend: - FREE Full text Article. - Abstract only. - Title only. More help.

See a large map of 100+ related articles.