A survey of convergence results on particle filtering methods for practitioners

IEEE Transactions on Signal Processing, no. 3 (2002): 736-746

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Abstract—Optimal filtering problems are ubiquitous in signal processing and,related fields. Except for a restricted class of models, the optimal filter does not admit a closed-form expression. Particle filtering methods,are a set of flexible and,powerful sequential Monte Carlo methods designed to solve the optimal filtering problem,numeri...更多

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