A tutorial on particle filters

DOI10.1016/j.jmp.2016.05.006zbMath1396.91657OpenAlexW2469608151WikidataQ61888766 ScholiaQ61888766MaRDI QIDQ313090

Maarten Speekenbrink

Publication date: 9 September 2016

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1508064/

zbMATH Keywords

state-space modelsequential Monte Carloparticle filtersequential Bayesian inference

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Memory and learning in psychology (91E40) Applications of statistics to psychology (62P15)

Related Items (3)

The Hitchhiker's guide to nonlinear filtering ⋮ A new particle filter based on smooth variable structure filter ⋮ Learning on dynamic statistical manifolds

Uses Software

• FastSLAM

Cites Work

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• Monte Carlo strategies in scientific computing

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