High-Dimensional Filtering Using Nested Sequential Monte Carlo.

Christian A. Naesseth Fredrik Lindsten Thomas B. Schön

Published in: IEEE Trans. Signal Process. (2019)

Keyphrases

sequential monte carlo
high dimensional
particle filter
visual tracking
particle filtering
high dimensional data
feature space
low dimensional
importance sampling
state space
posterior distribution
bayesian networks
reinforcement learning
spatio temporal
data points
higher order