Particle Filter comparison with Smoothing Methods 1.0

Date Added: June 26, 2013 | Visits: 327

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This program simulates a nonlinear dynamical system and estimates the hidden state using particle methods.The program compares the performance of 3 particle methods (particle filter, forward backward smoother (FBS),and Maximum A-Posterior Smoother (MAP).It computes the likelihood and MSE of each method compared with the dynamical system given.See Chapter 5 of thesis.pdf included for detailed description of methods, models, and results generated by this code.

Requirements: No special requirements

Platforms: Matlab

Keyword: Aposterior, Chapter, Compared, Computes, Likelihood, Maximum, Method, Models, Smoother

Users rating: 0/10

License: Shareware

Size: 819.2 KB

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