Title
Rao-Blackwellised Particle Filters: Examples Of Applications
Abstract
In this work, we present some examples of applications of the so-called Rao-Blackwellised Particle Filter (RBPF). RBPFs are an extension to Particle Filters (PFs) which are applicable to conditionally linear-Gaussian state-space models.Although RBPF introductions and reviews may be found in many existing sources, going through the specific vocabulary and concepts of particle filtering can sometimes prove to be time-consuming for the non-initiated reader willing to experiment with alternative algorithms.The goal of the paper is to introduce RBPF-based methods in an accessible manner via a main algorithm, which is detailed enough to be readily applied to a wide range of problems. To illustrate the practicality and the convenience of the approach, the algorithm is then tailored to two examples from different fields. The first example is related to system identification, and the second is an application of speech enhancement.
Year
DOI
Venue
2006
10.1109/CCECE.2006.277461
2006 CANADIAN CONFERENCE ON ELECTRICAL AND COMPUTER ENGINEERING, VOLS 1-5
Keywords
Field
DocType
particle filters, RBPF, Rao Blackwellised, particle filters, tutorial, system identification, speech enhancement
Speech enhancement,Approximation algorithm,Computer science,Particle filter,Filter (signal processing),Electronic engineering,Gaussian process,System identification,Finite impulse response,Vocabulary
Conference
ISSN
Citations 
PageRank 
0840-7789
6
0.63
References 
Authors
3
3
Name
Order
Citations
PageRank
Frédéric Mustière1213.29
Miodrag Bolic250358.17
Martin Bouchard317229.67