Rao-Blackwellization of particle Markov chain monte carlo methods using forward filtering backward sampling

IEEE Transactions on Signal Processing

Volumn 59, Issue 10, 2011, Pages 4606-4619

  Olsson, Jimmy ^a   Rydén, Tobias ^b  

^a LUND UNIVERSITY   (Sweden)

^b ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Computational efficiency; Monte Carlo methods; nonlinear filters; particle filters; state estimation

Indexed keywords

COMPUTATION TIME; CONDITIONAL DISTRIBUTION; FUNCTIONALS; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE CARLO METHOD; METROPOLIS-HASTINGS STEP; MONTE CARLO; NON-GAUSSIAN; NONLINEAR FILTERS; PARTICLE FILTER; PARTICLE FILTERS; RAO-BLACKWELLIZATION; STATE TRAJECTORY; STATE-SPACE MODELS; STATIONARY DISTRIBUTION;

COMPUTATIONAL EFFICIENCY; DISTRIBUTED COMPUTER SYSTEMS; MARKOV PROCESSES; NONLINEAR FILTERING; STATE ESTIMATION; TARGET TRACKING; TRAJECTORIES;

MONTE CARLO METHODS;

EID: 80052890727     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2161296     Document Type: Article

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