Basic Convergence Results for Particle Filtering Methods: Theory for the Users, Report no. LiTH-ISY-R-2914
نویسندگان
چکیده
This work extends our recent work on proving that the particle lter converge for unbounded function to a more general case. More speci cally, we prove that the particle lter converge for unbounded functions in the sense of L-convergence, for an arbitrary p ≥ 2. Related to this, we also provide proofs for the case when the function we are estimating is bounded. In the process of deriving the main result we also established a new Rosenthal type inequality.
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تاریخ انتشار 2009