Title:
RaoBlackwellisedParticleFilteringforDynamicConditi
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Description: The software implements particle filteri Vi and Rao Blackwellised particle filtering az r conditionally Gaussian Models. The RB algori thm can be interpreted as an efficient stochast ic mixture of Kalman filters. The software also includes efficient state-of-the-art resampl ing routines. These are generic and suitable az r any application.
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