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...

Full description

Bibliographic Details
Main Author: Bruno, Marcelo G. S.
Format: eBook
Language:English
Published: San Rafael, Calif. (1537 Fourth Street, San Rafael, CA 94901 USA) : Morgan & Claypool, [2013]
Series:Synthesis lectures on signal processing ; #11.
Subjects:
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: TK5102.9 .B787 2013
 
Call Number Status Get It
TK5102.9 .B787 2013 Available