Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models
نویسندگان
چکیده
منابع مشابه
Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models
This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of reg...
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ژورنال
عنوان ژورنال: EURASIP Journal on Advances in Signal Processing
سال: 2017
ISSN: 1687-6180
DOI: 10.1186/s13634-017-0489-5