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Book Categories |
Foreword | ||
Acknowledgments | ||
Contributors | ||
I | Introduction | 1 |
1 | An Introduction to Sequential Monte Carlo Methods | 3 |
II | Theoretical Issues | 15 |
2 | Particle Filters - A Theoretical Perspective | 17 |
3 | Interacting Particle Filtering With Discrete Observations | 43 |
III | Strategies for Improving Sequential Monte Carlo Methods | 77 |
4 | Sequential Monte Carlo Methods for Optimal Filtering | 79 |
5 | Deterministic and Stochastic Particle Filters in State-Space Models | 97 |
6 | RESAMPLE-MOVE Filtering with Cross-Model Jumps | 117 |
7 | Improvement Strategies for Monte Carlo Particle Filters | 139 |
8 | Approximating and Maximising the Likelihood for a General State-Space Model | 159 |
9 | Monte Carlo Smoothing and Self-Organising State-Space Model | 177 |
10 | Combined Parameter and State Estimation in Simulation-Based Filtering | 197 |
11 | A Theoretical Framework for Sequential Importance Sampling with Resampling | 225 |
12 | Improving Regularised Particle Filters | 247 |
13 | Auxiliary Variable Based Particle Filters | 273 |
14 | Improved Particle Filters and Smoothing | 295 |
IV | Applications | 319 |
15 | Posterior Cramer-Rao Bounds for Sequential Estimation | 321 |
16 | Statistical Models of Visual Shape and Motion | 339 |
17 | Sequential Monte Carlo Methods for Neural Networks | 359 |
18 | Sequential Estimation of Signals under Model Uncertainty | 381 |
19 | Particle Filters for Mobile Robot Localization | 401 |
20 | Self-Organizing Time Series Model | 429 |
21 | Sampling in Factored Dynamic Systems | 445 |
22 | In-Situ Ellipsometry Solutions Using Sequential Monte Carlo | 465 |
23 | Manoeuvring Target Tracking Using a Multiple-Model Bootstrap Filter | 479 |
24 | Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks | 499 |
25 | Particles and Mixtures for Tracking and Guidance | 517 |
26 | Monte Carlo Techniques for Automated Target Recognition | 533 |
Bibliography | 553 | |
Index | 577 |
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