Elucidating the Auxiliary Particle Filter via Multiple Importance Sampling [Lecture Notes]

Victor Elvira; Luca Martino; Monica F. Bugallo; Petar M. Djuric

doi:10.1109/MSP.2019.2938026

Elucidating the Auxiliary Particle Filter via Multiple Importance Sampling [Lecture Notes]

Victor Elvira
, Luca Martino
, Monica F. Bugallo
, Petar M. Djuric

Electrical Engineering

University of Edinburgh
Universidad Carlos III de Madrid

Research output: Contribution to journal › Article › peer-review

49 Scopus citations

Original language	English
Article number	8887554
Pages (from-to)	145-152
Number of pages	8
Journal	IEEE Signal Processing Magazine
Volume	36
Issue number	6
DOIs	https://doi.org/10.1109/MSP.2019.2938026
State	Published - Nov 2019

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10.1109/MSP.2019.2938026

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title = "Elucidating the Auxiliary Particle Filter via Multiple Importance Sampling [Lecture Notes]",

author = "Victor Elvira and Luca Martino and Bugallo, \{Monica F.\} and Djuric, \{Petar M.\}",

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AU - Elvira, Victor

AU - Martino, Luca

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AU - Djuric, Petar M.

PY - 2019/11

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DO - 10.1109/MSP.2019.2938026

M3 - Article

AN - SCOPUS:85074458413

SN - 1053-5888

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EP - 152

JO - IEEE Signal Processing Magazine

JF - IEEE Signal Processing Magazine

IS - 6

M1 - 8887554

ER -

Elucidating the Auxiliary Particle Filter via Multiple Importance Sampling [Lecture Notes]

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