Dimensional reduction for a Bayesian filter
نویسندگان
چکیده
منابع مشابه
Dimensional reduction for a Bayesian filter.
An adaptive strategy is proposed for reducing the number of unknowns in the calculation of a proposal distribution in a sequential Monte Carlo implementation of a Bayesian filter for nonlinear dynamics. The idea is to solve only in directions in which the dynamics is expanding, found adaptively; this strategy is suggested by earlier work on optimal prediction. The construction should be of valu...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2004
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.0406222101