Global Sampling for Sequential Filtering over Discrete State Space

<p/> <p>In many situations, there is a need to approximate a sequence of probability measures over a growing product of finite spaces. Whereas it is in general possible to determine analytic expressions for these probability measures, the number of computations needed to evaluate these q...

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Bibliographic Details
Main Authors: Cheung-Mon-Chan Pascal, Moulines Eric
Format: Article
Language:English
Published: SpringerOpen 2004-01-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Online Access:http://dx.doi.org/10.1155/S1110865704407173