DocumentCode
2239937
Title
A particle filtering technique for Jump Markov Systems
Author
Andrieu, Christophe ; Davy, Manuel ; Doucet, Arnaud
Author_Institution
Dept. of Math., Univ. of Bristol, Bristol, UK
fYear
2002
fDate
3-6 Sept. 2002
Firstpage
1
Lastpage
4
Abstract
This paper presents a particle filtering strategy in order to estimate the state of Jump Markov Systems (JMS). These processes are often met in signal communications, when the Bayesian model changes with time. Our algorithm takes advantage of the structure of the process.
Keywords
Bayes methods; Markov processes; particle filtering (numerical methods); Bayesian model; jump Markov system estimation; particle filtering strategy; signal communication; Approximation methods; Equations; Estimation; Kalman filters; Markov processes; Mathematical model; Monte Carlo methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2002 11th European
Conference_Location
Toulouse
ISSN
2219-5491
Type
conf
Filename
7072259
Link To Document