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

Victor Elvira, Luca Martino, Mónica F. Bugallo, Petar M. Djuric. Elucidating the Auxiliary Particle Filter via Multiple Importance Sampling [Lecture Notes]. IEEE Signal Process. Mag., 36(6):145-152, 2019. [doi]

Abstract

Abstract is missing.