Toward Practical N2 Monte Carlo: the Marginal Particle Filter
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework, the dimension of the target distribution grows with each time...
Autors principals: | Klaas, M, de Freitas, N, Doucet, A |
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Format: | Conference item |
Publicat: |
AUAI Press
2005
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