Sequential Monte Carlo methods for nonlinear discrete-time filtering /
In these notes, we introduce particle filtering as a recursive importance sampling method that approximates the minimum-mean-square-error (MMSE) estimate of a sequence of hidden state vectors in scenarios where the joint probability distribution of the states and the observations is non-Gaussian and...
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| Format: | Book |
| Language: | English |
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Cham, Switzerland :
Springer,
©2013
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| Series: | Synthesis lectures on signal processing ;
#11 |
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Internet
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