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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Những tác giả chính:	Andrieu, C, De Freitas, N, Doucet, A
Định dạng:	Conference item
Được phát hành:	Neural information processing systems foundation 2002

Rao−Blackwellised Particle Filtering via Data Augmentation Bằng Andrieu, C, de Freitas, N, Doucet, A

Được phát hành 2001

Conference item

Rao-blackwellised particle filtering via data augmentation

Rao−Blackwellised Particle Filtering via Data Augmentation Bằng Andrieu, C, de Freitas, N, Doucet, A

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