On sequential Monte Carlo sampling methods for Bayesian filtering

• 1 January 2000
• journal article
• research article
• Published by Springer Nature in Statistics and Computing
• Vol. 10  (3) , 197-208
• https://doi.org/10.1023/A:1008935410038

Abstract

Keywords

• BAYESIAN FILTERING
• NONLINEAR NON-GAUSSIAN STATE SPACE MODELS
• SEQUENTIAL MONTE CARLO METHODS
• PARTICLE FILTERING
• IMPORTANCE SAMPLING
• RAO-BLACKWELLISED ESTIMATES