Title:
Cappe-2007-An-Overview-of-Exist
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- 2012-11-26
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Description: It is now over a decade since the pioneering contribution
of Gordon et al. (1993), which is commonly regarded
as the first instance of modern sequential Monte Carlo (SMC)
approaches. Initially focussed on applications to tracking and
vision, these techniques are now very widespread and have
had a significant impact in virtually all areas of signal and image
processing concerned with Bayesian dynamical models. This
paper is intended to serve both as an introduction to SMC
algorithms for nonspecialists and as a reference to recent
contributions in domains where the techniques are still under
significant development, including smoothing, estimation of
fixed parameters and use of SMC methods beyond the standard
filtering contexts.
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