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: | eBook |
Language: | English |
Published: |
San Rafael, Calif. (1537 Fourth Street, San Rafael, CA 94901 USA) :
Morgan & Claypool,
[2013]
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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 bookAvailable Online
Call Number: |
TK5102.9 .B787 2013 |
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Call Number | Status | Get It |
TK5102.9 .B787 2013 | Available |