Marginalized Particle Filtering and Related Filtering Techniques as Message Passing
نویسندگان
چکیده
منابع مشابه
Marginalized Particle Filtering and Related Filtering Techniques as Message Passing
In this manuscript a factor graph approach is employed to investigate the recursive filtering problem for mixed linear/nonlinear state-space models. Our approach allows us to show that: a) the factor graph characterizing the considered filtering problem is not cycle free; b) in the case of conditionally linear Gaussian systems, applying the sum-product rule, together with different scheduling p...
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Optimal filtering: The filtering problem involves the estimation of the state vector at time k, given all the measurements up to and including time k, which we denote by z1:k. In a Bayesian setting, this problem can be formalized as the computation of the distribution p(xk|z1:k), which can be done recursively in two steps. In the prediction step, p(xk|z1:k−1) is computed from the filtering dist...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2019
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2019.2893868