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ICASSP
2011
IEEE
13 years 3 months ago
Optimal SIR algorithm vs. fully adapted auxiliary particle filter: A matter of conditional independence
Particle filters (PF) and auxiliary particle filters (APF) are widely used sequential Monte Carlo (SMC) techniques. In this paper we comparatively analyse the Sampling Importanc...
François Desbouvries, Yohan Petetin, Emmanu...