Rao-Blackwellized particle filter for Markov modulated nonlinear dynamic systems

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn , Issue , 2014, Pages 272-275

  Saha, Saikat ^a   Hendeby, Gustaf ^a,b  

^a LINKÖPING UNIVERSITY   (Sweden)

^b SWEDISH DEFENCE RESEARCH AGENCY   (Sweden)

Author keywords

Jump Markov nonlinear systems; Markov regime switching; Rao Blackwellized particle filter; switching nonlinear state space

Indexed keywords

BAYESIAN NETWORKS; INFERENCE ENGINES; MONTE CARLO METHODS; NONLINEAR DYNAMICAL SYSTEMS;

BAYESIAN INFERENCE; JUMP MARKOV NONLINEAR SYSTEMS; MARKOV REGIME-SWITCHING; MODELING PARADIGMS; NONLINEAR STATE SPACE; NONLINEAR STATE SPACE MODELS; RAO-BLACKWELLIZED PARTICLE FILTER; STATISTICAL SIGNAL PROCESSING;

SIGNAL PROCESSING;

EID: 84907396457     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2014.6884628     Document Type: Conference Paper

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