A particle filtering technique for Jump Markov Systems

Christophe Andrieu, Manuel Davy, Arnaud Doucet

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

2 Citations (Scopus)

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.

Original languageEnglish
Title of host publicationEuropean Signal Processing Conference
PublisherEuropean Signal Processing Conference, EUSIPCO
Volume2015-March
Publication statusPublished - 27 Mar 2015
Event11th European Signal Processing Conference, EUSIPCO 2002 - Toulouse, France
Duration: 3 Sep 20026 Sep 2002

Conference

Conference11th European Signal Processing Conference, EUSIPCO 2002
CountryFrance
CityToulouse
Period3/09/026/09/02

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  • Cite this

    Andrieu, C., Davy, M., & Doucet, A. (2015). A particle filtering technique for Jump Markov Systems. In European Signal Processing Conference (Vol. 2015-March). [7072259] European Signal Processing Conference, EUSIPCO.