Sequential Monte Carlo Methods for Nonlinear Discrete-Time Filtering

By Marcelo G.S. Bruno and Marcelo G.S.

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1627051198
• ISBN13: 9781627051194
• Release Date: February 2013
• Publisher: Morgan & Claypool
• Length: 99 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.2" x 7.5" x 9.3"