Title
Marginalized Particle Filtering and Related Filtering Techniques as Message Passing
Abstract
In this paper, a factor graph approach is employed to investigate the recursive filtering problem for conditionally linear Gaussian state-space models. First, we derive a new factor graph for the considered filtering problem; then, we show that applying the sum-product rule to our graphical model results in both known and novel filtering techniques. In particular, we prove that: 1) marginalized pa...
Year
DOI
Venue
2016
10.1109/TSP.2019.2893868
IEEE Transactions on Signal Processing
Keywords
Field
DocType
Graphical models,Message passing,Covariance matrices,Hidden Markov models,Bayes methods,Computational modeling,Filtering
Factor graph,State vector,Particle filter,Filter (signal processing),Theoretical computer science,Filtering problem,Gaussian,State variable,Mathematics,Message passing
Journal
Volume
Issue
ISSN
67
6
1053-587X
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Giorgio M. Vitetta1274.90
Emilio Sirignano200.68
Francesco Montorsi3283.16
Matteo Sola420.72
Pasquale Di Viesti500.68