Exact approximation of rao-blackwellised particle filters
Particle methods are a category of Monte Carlo algorithms that have become popular for performing inference in non-linear non-Gaussian state-space models. The class of "Rao-Blackwellised" particle filters exploits the analytic marginalisation that is possible for some statespace models to...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2012
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