Sampling strategies for Monte Carlo filters of non-linear systems

IEE Colloquium (Digest)

Volumn , Issue 253, 1996, Pages

  Carpenter, James ^a   Clifford, Peter ^a   Fearnhead, Paul ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CORRELATION METHODS; DIGITAL FILTERS; KALMAN FILTERING; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; STATE SPACE METHODS;

AUTOCORRELATION FUNCTIONS; BAYES' THEORY; BEARINGS ONLY TRACKING; GIBBS SAMPLER; METROPOLIS HASTINGS SAMPLER;

TRACKING (POSITION);

EID: 0030572784     PISSN: 09633308     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (2)

1. Berzuini, C., Best, N. G., Gilks, W. R. and Larizza, C. (1996). Dynamic conditional independence models and Markov chain Monte Carlo methods. Pre-print available from the MCMC prepreint service: http://www.stats.bris.ac.uk/MCMC/pages
2. Gordon, N. J., Salmond, D. J., and Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE proceedings-F, 140, 107-113.