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Sequential Monte Carlo filters for abruptly changing state estimation

✍ Scribed by Sangil Kim; Jeong-Soo Park


Book ID
108252268
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
680 KB
Volume
26
Category
Article
ISSN
0266-8920

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It is shown through a simple mathematical formula that Monte Carlo computations of Bayesian xlter estimates do not demand many repetitions. A general algorithm is constructed, and its performance on dizcult problems demonstrated.