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المجالبايزيبايزي
العائلةBayesian methodsBayesian methods
سنة النشأة2000s1993 (particle filter); 2006 (SMC samplers)
صاحب الطريقةRistic, Arulampalam, Gordon and others (2000s, with ongoing development)Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
النوعSequential Bayesian sampling algorithmSequential Bayesian computation
المصدر التأسيسيRistic, B., Arulampalam, S., & Gordon, N. (2004). Beyond the Kalman Filter: Particle Filters for Tracking Applications. Artech House. ISBN: 978-1580536318Gordon, N. J., Salmond, D. J., & Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proceedings F - Radar and Signal Processing, 140(2), 107–113. DOI ↗
الأسماء البديلةrobust particle filter, robust SMC, outlier-robust particle filtering, heavy-tailed SMCSMC, particle filter, sequential importance resampling, SMC sampler
ذات صلة66
الملخصRobust Sequential Monte Carlo (Robust SMC) extends standard particle filtering to handle outliers, heavy-tailed noise, and model misspecification in sequential data. By replacing Gaussian likelihood assumptions with heavier-tailed distributions or employing outlier-detection strategies during particle weighting, it maintains accurate state-tracking and parameter estimation even when observations deviate from the assumed model.Sequential Monte Carlo (SMC) is a family of simulation-based algorithms that approximate evolving probability distributions by propagating and reweighting a cloud of weighted random draws called particles. It handles nonlinear, non-Gaussian models and streams of data naturally, making it the method of choice for real-time state estimation and posterior approximation over complex distributions.
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  3. PUBLISHED

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ScholarGateقارن الطرق: Robust Sequential Monte Carlo · Sequential Monte Carlo. استُرجع بتاريخ 2026-06-17 من https://scholargate.app/ar/compare