A Hybrid Importance Function for Particle Filtering
نویسندگان
چکیده
منابع مشابه
Group Importance Sampling for Particle Filtering and MCMC
Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implic...
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ژورنال
عنوان ژورنال: IEEE Signal Processing Letters
سال: 2004
ISSN: 1070-9908
DOI: 10.1109/lsp.2003.821715