Efficient particle filtering for jump Markov Systems

被引：0
|
作者：
Andrieu, C [1 ]
Davy, M [1 ]
Doucet, A [1 ]
机构：
[1] Univ Bristol, Stat Grp, Bristol BS8 1TW, Avon, England
来源：
2002 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I-IV, PROCEEDINGS | 2002年
关键词：
D O I：
暂无
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
We address here the problem of developing efficient particle filtering techniques in order to estimate the state of Jump Markov Systems (JMS). These processes are often met in signal processing (target tracking, communication...). Our algorithm takes advantage of the structure of the process. We apply our algorithm to time varying autoregressive processes.
引用
收藏
页码：1625 / 1628
页数：4
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