Sampling-based algorithm for filtering using Markov chain approximations.
Pratik ChaudhariSertac KaramanEmilio FrazzoliPublished in: CDC (2012)
Keyphrases
- markov chain
- monte carlo
- k means
- learning algorithm
- optimal solution
- expectation maximization
- markov model
- monte carlo simulation
- closed form
- monte carlo method
- search space
- markov process
- markov chain monte carlo
- algo rithm
- random walk
- dynamic programming
- objective function
- steady state
- em algorithm
- state space
- transition matrix
- neural network