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