Erratum to "a new class of particle filters for random dynamic systems with unknown statistics"

Authors:
Joaquín Míguez;Mónica F. Bugallo;Petar M. Djurić
Affiliations:
Departamento de Teoría de la Señal y las Comunicaciones, Universidad Carlos III de Madrid, Leganes, Spain;Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY;Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY
Venue:
EURASIP Journal on Applied Signal Processing
Year:
2006

Citing 1
Cited 1

A new class of particle filters for random dynamic systems with unknown statistics

EURASIP Journal on Applied Signal Processing

Analysis of a sequential Monte Carlo method for optimization in dynamical systems

Signal Processing

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Abstract

We have found an error in the proof of Lemma 1 presented in our paper "A New Class of Particle Filters for Random Dynamic Systems with Unknown Statistics" (EURASIP Journal on Applied Signal Processing, 2004). In the sequel, we provide a restatement of the lemma and a corrected (and simpler) proof. We emphasize that the original result in the said paper still holds true. The only difference with the new statement is the relaxation of condition (3), which becomes less restrictive.