Optimal SIR algorithm vs. fully adapted auxiliary particle filter: A matter of conditional independence

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn , Issue , 2011, Pages 3992-3995

  Desbouvries, François ^a   Petetin, Yohan ^a   Monfrini, Emmanuel ^a  

^a TELECOM SUDPARIS   (France)

Author keywords

Auxiliary Particle Filtering; Conditional Independence; Particle Filtering; Sequential Monte Carlo

Indexed keywords

AUXILIARY PARTICLE FILTER; AUXILIARY PARTICLE FILTERING; CONDITIONAL INDEPENDENCES; PARTICLE FILTER; PARTICLE FILTERING; PROBABILITY DENSITY FUNCTION (PDF); RESAMPLING; SAMPLING IMPORTANCE RESAMPLING; SEQUENTIAL MONTE CARLO; SIR ALGORITHM;

COLOR IMAGE PROCESSING; DISTRIBUTED COMPUTER SYSTEMS; MONTE CARLO METHODS; NONLINEAR FILTERING; OPTIMIZATION; PROBABILITY DENSITY FUNCTION; SIGNAL PROCESSING; SPEECH COMMUNICATION; TARGET TRACKING;

ALGORITHMS;

EID: 80051634791     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2011.5947227     Document Type: Conference Paper

References (5)

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4. P. Fearnhead, "Computational methods for complex stochastic systems: A review of some alternatives to MCMC," Statistics and Computing, vol. 18, no. 2, pp. 151-71, 2008.
5. N. Whiteley and A. M. Johansen, "Recent developments in auxiliary particle filtering," in Inference and Learning in Dynamic Models, Barber, Cemgil, and Chiappa, Eds. 2010, Cambridge University Press.