Stochastic sampling algorithms for state estimation of jump Markov linear systems.
Arnaud DoucetAndrew LogothetisVikram KrishnamurthyPublished in: IEEE Trans. Autom. Control. (2000)
Keyphrases
- stochastic sampling
- linear systems
- state estimation
- markov chain
- importance sampling
- probability distribution
- simulated annealing
- optimization problems
- complex systems
- computationally inexpensive
- markov chain monte carlo
- dynamic systems
- visual tracking
- kalman filter
- genetic algorithm ga
- learning algorithm
- linear programming
- control system
- k means
- search algorithm
- computer vision