| Description |
xxvii, 581 pages : illustrations ; 24 cm |
| Series |
Statistics for engineering and information science |
|
Statistics for engineering and information science.
|
| Contents |
I: Introduction. An introduction to sequential Monte Carlo methods / Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. Particle filters-a theoretical perspective / Dan Crisan -- Interacting particle filtering with discrete observations / Pierre Del Moral and Jean Jacod / III: Strategies for improving sequential Monte Carlo methods. Sequential Monte Carlo methods for optimal filtering / Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Deterministic and stochastic particle filters in state-space models / Erik Bolviken and Geir Storvik -- RESAMPLE-MOVE filtering with cross-model jumps / Carlo Berzuini and Walter Gilks -- Improvement strategies for Monte Carlo particle filters / Simon Godsill and Tim Clapp -- Approximating and maximising the likelihood for a general state-space model / Markus Hurzeler and Hans R. Kunsch -- Monte Carlo smoothing and self-organising state-space model / Genshiro Kitagawa and Seisho Sato -- Combined parameter and state |
|
estimation in simulation-based filtering / Jane Liu and Mike West -- A theoretical framework for sequential importance sampling with reasampling / Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Improving regularised particle filters / Christian Musso, Nadia Oudjane, and Francois Le Gland -- Auxiliary variable based particle filters / Michael K. Pitt and Neil Shephard -- Improved particle filters and smoothing / Photis Stavropoulos and D.M. Titterington -- IV: Applications. Posterior Cramer-Rao bounds for sequential estimation / Niclas Bergman -- Statistical models of visual shape and motion / Andrew Blake, Michael Isard, and John MacCormick -- Sequential Monte Carlo methods for neural networks / N de Freitas...[et al.] -- Sequential estimation of signals under model uncertainty / Petar M. Djuric -- Particle filters for mobile robot localization / Dieter Fox...[et al.] -- Self-organizing time series model / Tomoyuki Higuchi -- Sampling in factored dynamic systems / Daphne Koller and |
|
Uri Lerner -- In-situ ellipsometry solutions using sequential Monte Carlo / Alan D. Marrs -- Manoeuvring target tracking using a multiple-model bootstrap filter / Shaun McGinnity and George W. Irwin -- Rao-Blackwellised particle filtering for dynamic Bayesian networks / Kevin Murphy and Stuart Russell -- Particles and mixtures for tracking and guidance / David Salmond and Neil Gordon -- Monte Carlo techniques for automated target recognition / Anuj Srivastava...[et al.] |
| Bibliography |
Includes bibliographical references (pages [553]-576) and index |
| Subject |
Monte Carlo method.
|
| Author |
Doucet, Arnaud.
|
|
De Freitas, Nando.
|
|
Gordon, Neil, 1967-
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| LC no. |
00047093 |
| ISBN |
0387951466 (alk. paper) |
|
9780387951461 (alk. paper) |
|
1441928871 |
|
9781441928870 |
|
