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SequentialSamplingImportanceResampling(SIR)

于 2006-10-26 发布文件大小:6KB

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this demo is to show you how to implement a generic SIR (a.k.a. particle, bootstrap, Monte Carlo) filter to estimate the hidden states of a nonlinear, non-Gaussian state space model.(this demo is to show you how to implement a ge neric SIR (a.k.a. particle, the bootstrap. Monte Carlo) filter to estimate the hidden stat es of a nonlinear. non-Gaussian state space model.)

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SequentialSamplingImportanceResampling(SIR)

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