Vila, Jean-Pierre - In: Statistics & Probability Letters 82 (2012) 4, pp. 786-797
Among the convolution particle filters for discrete-time dynamic systems defined by nonlinear state space models, the … Resampled Convolution Filter is one of the most efficient, in terms of estimation of the conditional probability density … known for its almost sure L1-convergence property. But contrarily to the other convolution filters, its almost sure punctual …