Bayesian Conditional Monte Carlo Algorithms for Nonlinear Time-Series State Estimation.
Yohan PetetinFrançois DesbouvriesPublished in: IEEE Trans. Signal Process. (2015)
Keyphrases
- monte carlo
- state estimation
- monte carlo methods
- particle filter
- matrix inversion
- stochastic approximation
- monte carlo simulation
- computational cost
- adaptive sampling
- computational complexity
- markov chain monte carlo
- computationally efficient
- learning algorithm
- importance sampling
- dynamic systems
- bayesian inference
- probabilistic model
- feature space
- computer vision