On sequential Monte Carlo sampling methods for Bayesian filtering

Statistics and Computing

Volumn 10, Issue 3, 2000, Pages 197-208

  Doucet, Arnaud ^a   Godsill, Simon ^a   Andrieu, Christophe ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Bayesian filtering; Importance sampling; Nonlinear non Gaussian state space models; Particle filtering; Rao Blackwellised estimates; Sequential Monte Carlo methods

Indexed keywords

EID: 0001460136     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008935410038     Document Type: Article

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