A Discrete-time Particle Filter and Central Limit Theorem

• Author / Creator

  Ye, Zi

• We introduce two kinds of particle filters, one is weighted particle filter and the other is resampling particle filter. We prove the Strong Law of Large Numbers and Central Limit Theorem for both particle filters. Then, we show that the resampling particle filter is better than the weighted one.

• Subjects / Keywords

  • Central Limit Theorem
  • Particle filters

• Graduation date

  Spring 2014

• Type of Item

  Thesis

• Degree

  Master of Science

• DOI

  https://doi.org/10.7939/R3NT1D

• License

  This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for non-commercial purposes. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.