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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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Autores principales: Chorin, Alexandre J., Krause, Paul
Formato: Artigo
Lenguaje:Inglês
Publicado: National Academy of Sciences 2004
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Acceso en línea: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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