[Seminar on Control theory and Nonlinear Filtering] Convergence Analysis of the Gaussian mixture particle filters

Abstract：

In this talk, I will discuss in detail the convergence result of the Gaussian mixture particle filters, in which each particle in the estimation system is regarded as a Gaussian distributed random variable, rather than a simple particle as in the classical particle filters. The convergence rate of the particle system will be given. The relationship between the Gaussian mixture particle filters and radial basis functions will also be discussed.