Fixed-lag smoothing for Bayes optimal exploitation of external knowledge

Particle Filters (PFs) nowadays represent the state of art in nonlinear filtering. In particular, their high flexibility makes PFs particularly suited for Bayes optimal exploitation of possibly available external knowledge. In this paper we propose a new method for optimal processing of external kno...

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Bibliographic Details
Main Authors: Papi, Francesco, Bocquel, M., Podt, M., Boers, Y.
Format: Conference Paper
Published: 2012
Online Access:http://hdl.handle.net/20.500.11937/25585