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Particle Filtering

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2 Author(s)

This chapter contains sections titled:
Introduction
Motivation for Use of Particle Filtering
The Basic Idea
The Choice of Proposal Distribution and Resampling
Some Particle Filtering Methods
Handling Constant Parameters
Rao-Blackwellization
Prediction
Smoothing
Convergence Issues
Computational Issues and Hardware Implementation
Acknowledgments
Exercises
References