Gaussian proposal density using moment matching in SMC methods

Statistics and Computing

Volumn 19, Issue 2, 2009, Pages 203-208

  Saha, S ^a   Mandal, P K ^a   Boers, Y ^b   Driessen, H ^b   Bagchi, A ^a  

^a UNIVERSITY OF TWENTE   (Netherlands)

^b THALES NEDERLAND B V   (Netherlands)

Author keywords

Bayesian filtering; Importance sampling; Moment matching; Nonlinear dynamic system; Particle filtering; Sequential Monte Carlo methods

Indexed keywords

EID: 59849102627     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9084-9     Document Type: Article

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