Regularized Particle Filter with Langevin Resampling Step
The solution of an inverse problem involves the estimation of variables and parameters values given by the state-space system. While a general (infinite-dimensional) optimal filter theory [1, 2] exists for nonlinear systems with Gaussian or non-Gaussian noise, applications rely on (finite-dimensiona...
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| Format: | Conference item |
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AMER INST PHYSICS
2010
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