Beruflich Dokumente
Kultur Dokumente
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The advantages:
easy to implement
a general solution to a large range of problems
Independence assumptions:
Only the immediate past matters(Markov assumption):
Z
P(xt |y1:t ) ∝ P(yt |xt ) P(xt |xt−1 ) P(xt−1 |y1:t−1 ) d xt−1
xt−1
Z
predict: P(xt |y1:t−1 ) = P(xt |xt−1 ) P(xt−1 |y1:t−1 ) d xt−1
xt−1
Z
predict: P(xt |y1:t−1 ) = P(xt |xt−1 ) P(xt−1 |y1:t−1 ) d xt−1
xt−1
Z
predict: P(xt |y1:t−1 ) = P(xt |xt−1 ) P(xt−1 |y1:t−1 ) d xt−1
xt−1
Z
predict: P(xt |y1:t−1 ) = P(xt |xt−1 ) P(xt−1 |y1:t−1 ) d xt−1
xt−1
mixture of Gaussian
histogram
(sti , πti )
http://www-sigproc.eng.cam.ac.uk/smc/index.html
Condensation Homepage
http://www.robots.ox.ac.uk/ misard/condensation.html
http://www.montefiore.ulg.ac.be/ jbhayet/ltilib.php