Learning and filtering via simulation: smoothly jittered particle filters
A key ingredient of many particle filters is the use of the sampling importance resampling algorithm (SIR), which transforms a sample of weighted draws from a prior distribution into equally weighted draws from a posterior distribution. We give a novel analysis of the SIR algorithm and analyse the...
| প্রধান লেখক: | , |
|---|---|
| বিন্যাস: | Working paper |
| প্রকাশিত: |
University of Oxford
2009
|
Search Result 1
Learning and filtering via simulation: smoothly jittered particle filters.
প্রকাশিত 2009
Working paper