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Error event simulation for HMM tracking algorithms using importance sampling.

M. Sanjeev ArulampalamRob J. EvansKhaled Ben Letaief
Published in: IEEE Trans. Signal Process. (1998)
Keyphrases
  • importance sampling
  • monte carlo
  • hidden markov models
  • kalman filter
  • variance reduction
  • markov chain
  • particle filter
  • rare events
  • error rate
  • approximate inference
  • markov chain monte carlo