1998
DOI: 10.2307/2669847
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Sequential Monte Carlo Methods for Dynamic Systems

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Cited by 1,298 publications
(1,023 citation statements)
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References 35 publications
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“…This sampling scheme is called factored sampling (Isard and Blake, 1996;Blake and Isard, 1998;Liu and Chen, 1998;Liu et al, 2000). It can be shown that such a sample set is properly weighted.…”
Section: Factored Samplingmentioning
confidence: 99%
See 1 more Smart Citation
“…This sampling scheme is called factored sampling (Isard and Blake, 1996;Blake and Isard, 1998;Liu and Chen, 1998;Liu et al, 2000). It can be shown that such a sample set is properly weighted.…”
Section: Factored Samplingmentioning
confidence: 99%
“…Sequential Monte Carlo methods for dynamic systems are also studied in the area of statistics (Liu and Chen, 1998;Liu et al, 2000;Doucet et al, 2000). A set of weighted random samples {(s (n) , π (n) )}, n = 1, .…”
Section: Monte Carlo Trackingmentioning
confidence: 99%
“…Residual Resampling is a resampling technique that can replace the simple random sampling providing favorable computation time and diminishing particles' Monte Carlo variation (Liu & Chen, 1998). It consists of the following steps:…”
Section: Residual Samplingmentioning
confidence: 99%
“…An alternative but more computationally intensive recursive Bayesian estimation framework to the Kalman filter and its variants is the particle filter (Doucet et al 2001;Liu & Chen 1998;Pitt & Shephard 1999) which approximates the probability distribution of the estimated states as a discrete set of weighted samples. It can represent any arbitrary probability distribution, including multimodal distributions and also allows arbitrary non-linear process and measurement models, making it suitable for highly non-linear systems with non-Gaussian noise (Thrun 2002).…”
Section: Gps and Sensor Fusion -Integrated Navigationmentioning
confidence: 99%