Rao-blackwellised particle filtering via data augmentation
In this paper, we extend the Rao-Blackwellised particle filtering method t o more complex hybrid models consisting of Gaussian latent variables and discrete observations. This is accomplished by augmenting the models with artificial variables that enable us to apply Rao-Blackwellisation. Other impro...
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| Format: | Conference item |
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Neural information processing systems foundation
2002
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