Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems.

Xiaoyan Zeng Mihai Anitescu

Published in: Appl. Math. Comput. (2014)

Keyphrases

hidden markov models
sequential monte carlo
nonlinear dynamical systems
dynamical systems
particle filter
visual tracking
particle filtering
phase space
conditional random fields
importance sampling
posterior distribution
dynamic systems
spatio temporal
markov chain
appearance model