Sequential Monte Carlo Methods in Practice

Front Matter....Pages i-xxvii
Front Matter....Pages 1-1
An Introduction to Sequential Monte Carlo Methods....Pages 3-14
Front Matter....Pages 15-15
Particle Filters — A Theoretical Perspective....Pages 17-41
Interacting Particle Filtering With Discrete Observations....Pages 43-75
Front Matter....Pages 77-77
Sequential Monte Carlo Methods for Optimal Filtering....Pages 79-95
Deterministic and Stochastic Particle Filters in State-Space Models....Pages 97-116
RESAMPLE-MOVE Filtering with Cross-Model Jumps....Pages 117-138
Improvement Strategies for Monte Carlo Particle Filters....Pages 139-158
Approximating and Maximising the Likelihood for a General State-Space Model....Pages 159-175
Monte Carlo Smoothing and Self-Organising State-Space Model....Pages 177-195
Combined Parameter and State Estimation in Simulation-Based Filtering....Pages 197-223
A Theoretical Framework for Sequential Importance Sampling with Resampling....Pages 225-246
Improving Regularised Particle Filters....Pages 247-271
Auxiliary Variable Based Particle Filters....Pages 273-293
Improved Particle Filters and Smoothing....Pages 295-317
Front Matter....Pages 319-319
Posterior Cramér-Rao Bounds for Sequential Estimation....Pages 321-338
Statistical Models of Visual Shape and Motion....Pages 339-357
Sequential Monte Carlo Methods for Neural Networks....Pages 359-379
Sequential Estimation of Signals under Model Uncertainty....Pages 381-400
Particle Filters for Mobile Robot Localization....Pages 401-428
Self-Organizing Time Series Model....Pages 429-444
Front Matter....Pages 319-319
Sampling in Factored Dynamic Systems....Pages 445-464
In-Situ Ellipsometry Solutions Using Sequential Monte Carlo....Pages 465-477
Manoeuvring Target Tracking Using a Multiple-Model Bootstrap Filter....Pages 479-497
Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks....Pages 499-515
Particles and Mixtures for Tracking and Guidance....Pages 517-532
Monte Carlo Techniques for Automated Target Recognition....Pages 533-552
Back Matter....Pages 553-582