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Publication - Professor Christophe Andrieu

    A particle filtering technique for Jump Markov Systems

    Citation

    Andrieu, C, Davy, M & Doucet, A, 2015, ‘A particle filtering technique for Jump Markov Systems’. in: European Signal Processing Conference. European Signal Processing Conference, EUSIPCO

    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.

    Full details in the University publications repository