ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Particle filters (PF) and auxiliary particle filters (APF) are widely used sequential Monte Carlo (SMC) techniques. In this paper we comparatively analyse the Sampling Importanc...
ICASSP
2008
IEEE
13 years 11 months ago
2008
IEEE
Bayesian estimation in nonlinear stochastic dynamical systems has been addressed for a long time. Among other solutions, Particle Filtering (PF) algorithms propagate in time a Mon...