A tutorial on particle filters

DOI10.1016/J.JMP.2016.05.006MaRDI QIDQ313090zbMATHOpenAlexWikidataFDO

Authors 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

sequential Monte Carlostate-space modelparticle filtersequential Bayesian inference

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(12)

• Parallelizing particle filters with butterfly interactions
• A sequential particle filter method for static models
• A practical example for the non-linear Bayesian filtering of model parameters
• Development and prospect of particle filtering
• The Hitchhiker's guide to nonlinear filtering
• A new particle filter based on smooth variable structure filter
• Particle filters
• Sequential analysis of nonlinear dynamic systems using particles and mixtures
• scientific article; zbMATH DE number 6431348 (Why is no real title available?)
• Learning on dynamic statistical manifolds
• Particle filters and Bayesian inference in financial econometrics
• An introduction to sequential Monte Carlo

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Uses Software

• FastSLAM

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