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Dimensional reduction for a Bayesian filter
An adaptive strategy is proposed for reducing the number of unknowns in the calculation of a proposal distribution in a sequential Monte Carlo implementation of a Bayesian filter for nonlinear dynamics. The idea is to solve only in directions in which the dynamics is expanding, found adaptively; thi...
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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
National Academy of Sciences
2004
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC524072/ https://ncbi.nlm.nih.gov/pubmed/15469917 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.0406222101 |
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