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Results tagged with particle-filter
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user 202720
Particle filters (or sequential Monte Carlo) is a form of genetic simulation algorithm used for filtering problems in signal analysis and time series analysis.
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notation conditional normal distribution
OK, after discussing this with some other students, I actually found this is common notation. So I just added the description to my paper:
We use $N_{D}(\vec{x} \mid \vec{\mu}, \Sigma) = (2\pi)^{- …
- 111
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notation conditional normal distribution [duplicate]
I'm describing parameter search using a particle filter, for which I use West M. (1993) Approximating Posterior Distributions by Mixture.
On page 8 of the document, he states "and $p(\theta)$ is (app …
- 111