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...
| Príomhchruthaitheoirí: | , , |
|---|---|
| Formáid: | Conference item |
| Foilsithe / Cruthaithe: |
Neural information processing systems foundation
2002
|