Open Access
Editors: Sequential Monte Carlo Methods in Practice
Reads0
Chats0
About:
The article was published on 2001-01-01 and is currently open access. It has received 1215 citations till now. The article focuses on the topics: Dynamic Monte Carlo method & Monte Carlo method in statistical physics.read more
Citations
More filters
Posted Content
Bandwidth Selection In Pre-Smoothed Particle Filters
TL;DR: In this paper, the authors apply a kernel smoother to the particles in the standard SIR filter for non-linear state space models with additive Gaussian observation noise, which reduces the Monte Carlo error in the estimates of both the posterior density of the states and the marginal density of observations at each time point.
Proceedings ArticleDOI
Proposal distribution for particle filtering applied to terrain navigation
TL;DR: The suggested method is based on the use of an importance distribution centered around an estimate of the maximum a posteriori (MAP) and it is shown that the computation of the MAP can be reduced to an optimization problem in a space of lower state dimension.
Estimation, Decision and Applications to Target Tracking
TL;DR: A joint performance measure is proposed for JDE algorithms for dynamic problems where data is made available sequentially and the requirement of identical distribution is too stringent for many applications.
Proceedings ArticleDOI
Efficient nonparametric importance sampling for Bayesian learning
M. Zlochin,Y. Baram +1 more
TL;DR: This paper proposes some modifications to existing adaptive importance sampling algorithms, which produce significantly more accurate estimates, and presents a first attempt at theoretical analysis of the sampling algorithms.
Proceedings ArticleDOI
Adaptive Sensing of Dynamic Target State in Heavy Sea Clutter
Ying Li,S.P. Sira,B. Moran,Sofia Suvorova,D. Cochran,Darryl Morrell,Antonia Papandreou-Suppappola +6 more
TL;DR: The method involves vectorization of the equations for the dynamical system model governing the temporal evolution of the clutter matrix followed by a multiple particle filtering approach to deal with the high dimensionality of the formulation.