Sequential Monte Carlo Methods in Practice

Editors:

ISBN: 978-1-4419-2887-0 (Print) 978-1-4757-3437-9 (Online)

Table of contents (26 chapters)

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  1. Front Matter

    Pages i-xxvii

  2. Introduction

    1. Front Matter

      Pages 1-1

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      Book Chapter

      Pages 3-14

      An Introduction to Sequential Monte Carlo Methods

  3. Theoretical Issues

    1. Front Matter

      Pages 15-15

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      Book Chapter

      Pages 17-41

      Particle Filters — A Theoretical Perspective

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      Book Chapter

      Pages 43-75

      Interacting Particle Filtering With Discrete Observations

  4. Strategies for Improving Sequential Monte Carlo Methods

    1. Front Matter

      Pages 77-77

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      Book Chapter

      Pages 79-95

      Sequential Monte Carlo Methods for Optimal Filtering

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      Book Chapter

      Pages 97-116

      Deterministic and Stochastic Particle Filters in State-Space Models

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      Book Chapter

      Pages 117-138

      RESAMPLE-MOVE Filtering with Cross-Model Jumps

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      Book Chapter

      Pages 139-158

      Improvement Strategies for Monte Carlo Particle Filters

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      Book Chapter

      Pages 159-175

      Approximating and Maximising the Likelihood for a General State-Space Model

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      Book Chapter

      Pages 177-195

      Monte Carlo Smoothing and Self-Organising State-Space Model

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      Book Chapter

      Pages 197-223

      Combined Parameter and State Estimation in Simulation-Based Filtering

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      Book Chapter

      Pages 225-246

      A Theoretical Framework for Sequential Importance Sampling with Resampling

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      Book Chapter

      Pages 247-271

      Improving Regularised Particle Filters

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      Book Chapter

      Pages 273-293

      Auxiliary Variable Based Particle Filters

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      Book Chapter

      Pages 295-317

      Improved Particle Filters and Smoothing

  5. Applications

    1. Front Matter

      Pages 319-319

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      Book Chapter

      Pages 321-338

      Posterior Cramér-Rao Bounds for Sequential Estimation

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      Book Chapter

      Pages 339-357

      Statistical Models of Visual Shape and Motion

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      Book Chapter

      Pages 359-379

      Sequential Monte Carlo Methods for Neural Networks

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      Book Chapter

      Pages 381-400

      Sequential Estimation of Signals under Model Uncertainty

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      Book Chapter

      Pages 401-428

      Particle Filters for Mobile Robot Localization

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      Book Chapter

      Pages 429-444

      Self-Organizing Time Series Model

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