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측정 오차를 동반한 순차 몬테카를로 (Sequential Monte Carlo with Measurement Error)×순차 몬테카를로 (Sequential Monte Carlo, SMC)×
분야베이지안베이지안
계열Bayesian methodsBayesian methods
기원 연도1993–20011993 (particle filter); 2006 (SMC samplers)
창시자Gordon, Salmond & Smith (1993); extended by Doucet, de Freitas & Gordon (2001)Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
유형Sequential Bayesian filteringSequential Bayesian computation
원전Doucet, A., de Freitas, N., & Gordon, N. (Eds.). (2001). Sequential Monte Carlo Methods in Practice. Springer New York. ISBN: 978-0-387-95146-1Gordon, 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 ↗
별칭SMC with measurement error, particle filter with noisy observations, SMC state-space measurement error, sequential particle filtering with observation noiseSMC, particle filter, sequential importance resampling, SMC sampler
관련66
요약Sequential Monte Carlo (SMC) with measurement error is a particle-based Bayesian filtering method for tracking hidden states in dynamical systems when observations are corrupted by noise. It propagates a weighted cloud of particles through time, updating weights at each step to reflect how well each particle explains the noisy measurement, and produces a full posterior distribution over the latent state at every time point.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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ScholarGate방법 비교: Sequential Monte Carlo with Measurement Error · Sequential Monte Carlo. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare