IEEE - Institute of Electrical and Electronics Engineers, Inc. - Bayesian filtering with intractable likelihood using sequential MCMC

ICASSP 2013 - IEEE International Conference on Acoustics, Speech and Signal Processing

Author(s): Francois Septier ; Gareth W. Peters ; Ido Nevat
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2013
Conference Location: Vancouver, BC, Canada
Conference Date: 26 May 2013
Page(s): 6,313 - 6,317
ISBN (Electronic): 978-1-4799-0356-6
ISSN (Paper): 1520-6149
DOI: 10.1109/ICASSP.2013.6638880
Regular:

We develop a sequential estimation methodology for a class of nonlinear, non-Gaussian state space models in which the observation process is intractable to express in closed form, but trivial to... View More

Advertisement