Crisan, D.; Obanubi, O. - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1332-1368
overall characteristics of the approximating system of particles (such as the effective sample size of the system) to … sample size of the system of particles, the coefficient of variation of the particles’ weights and, respectively, the (soft … particle filters converge. The conditions are verified when the resampling times are chosen in accordance to the effective …