An overview of existing methods and recent advances in sequential Monte Carlo

Proceedings of the IEEE

Volumn 95, Issue 5, 2007, Pages 899-924

  Cappe, Olivier ^a   Godsill, Simon J ^b   Moulines, Eric ^a  

^a INSTITUT TELECOM   (France)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Bayesian dynamical model; Filtering, prediction, and smoothing; Hidden Markov models; Parameter estimation; Particle filter; Sequential Monte Carlo; State space model; Tracking

Indexed keywords

HIDDEN MARKOV MODELS; IMAGE PROCESSING; PARAMETER ESTIMATION; STATE SPACE METHODS; SURFACE DISCHARGES;

BAYESIAN; DYNAMICAL MODEL; PARTICLE FILTER; SEQUENTIAL MONTE CARLO; SIGNAL AND IMAGE PROCESSING; STATE - SPACE MODELS;

MONTE CARLO METHODS;

EID: 44649107771     PISSN: 00189219     EISSN: None     Source Type: Journal    
DOI: 10.1109/JPROC.2007.893250     Document Type: Article

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