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Machine Learning
book

Machine Learning

by Sergios Theodoridis
April 2015
Intermediate to advanced content levelIntermediate to advanced
1062 pages
40h 35m
English
Academic Press
Content preview from Machine Learning
Chapter 17

Particle Filtering

Abstract

In this chapter, sequential sampling techniques are considered. Kalman filtering is viewed in terms of probabilistic arguments as a special case of a linear dynamic system, where the involved variables follow Gaussian distributions. Particle filtering techniques are then considered as a vehicle to treat more general nonlinear models and/or non-Gaussian random variables. They are introduced as a special instance of the more general family of sequential sampling methods. Different schemes are discussed such as the generic particle and the auxiliary particle filtering algorithms.

Keywords

Sequential importance sampling

Kalman filtering

Particle filtering

Resampling

Degeneracy

Generic particle filters

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Publisher Resources

ISBN: 9780128015223