Gaussian mixture sigma-point particle filters for sequential probabilistic inference in dynamic state-space models.
Rudolph van der MerweEric A. WanPublished in: ICASSP (6) (2003)
Keyphrases
- probabilistic inference
- particle filter
- state space
- gaussian mixture
- graphical models
- particle filtering
- probabilistic model
- markov chain monte carlo
- dynamic programming
- reinforcement learning
- monte carlo
- mixture model
- message passing
- conditional probabilities
- gaussian mixture model
- model selection
- bayesian networks
- parameter estimation
- belief networks
- generative model
- bayesian inference
- prior knowledge
- approximate inference
- machine learning
- text classification