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2001 | OriginalPaper | Buchkapitel

Interacting Particle Filtering With Discrete Observations

verfasst von : Pierre Del Moral, Jean Jacod

Erschienen in: Sequential Monte Carlo Methods in Practice

Verlag: Springer New York

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We consider a pair of processes (X,Y), where X represents the state of a system (or signal) and Y represents the observation: X may take its values in an arbitrary measurable space (E,ε), but it is important for what follows that Y take its values in ℝq for some q ≥ 1.

Metadaten
Titel
Interacting Particle Filtering With Discrete Observations
verfasst von
Pierre Del Moral
Jean Jacod
Copyright-Jahr
2001
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4757-3437-9_3