A survey of convergence results on particle filtering methods for practitioners
Optimal filtering problems are ubiquitous in signal processing and related fields. Except for a restricted class of models, the optimal filter does not admit a closed-form expression. Particle filtering methods are a set of flexible and powerful sequential Monte Carlo methods designed to solve the o...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2002
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