搜索结果: 1-1 共查到“理论统计学 particle filter”相关记录1条 . 查询时间(0.203 秒)
OPTIMALITY OF THE AUXILIARY PARTICLE FILTER
Auxiliary particle filter central limit theorem adjustment multiplier weight
2009/9/18
In this article we study asymptotic properties of weighted
samples produced by the auxiliary particle filter (APF) proposed by Pitt
and Shephard [17]. Besides establishing a central limit theorem (C...