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Sequential Monte Carlo dengan Ralat Pengukuran

Sequential Monte Carlo (SMC) dengan ralat pengukuran ialah kaedah penapisan Bayesian berasaskan zarah untuk mengesan keadaan tersembunyi dalam sistem dinamik apabila pemerhatian tercemar oleh hingar. Ia menyebarkan awan zarah berbobot melalui masa, mengemas kini pemberat pada setiap langkah untuk mencerminkan sejauh mana setiap zarah menjelaskan pengukuran berhingar, dan menghasilkan taburan posterior penuh ke atas keadaan laten pada setiap titik masa.

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Sumber

  1. Doucet, A., de Freitas, N., & Gordon, N. (Eds.). (2001). Sequential Monte Carlo Methods in Practice. Springer New York. ISBN: 978-0-387-95146-1
  2. Cappe, O., Godsill, S. J., & Moulines, E. (2007). An overview of existing methods and recent advances in sequential Monte Carlo. Proceedings of the IEEE, 95(5), 899-924. DOI: 10.1109/JPROC.2007.893250

Cara memetik halaman ini

ScholarGate. (2026, June 3). Sequential Monte Carlo with Measurement Error. ScholarGate. https://scholargate.app/ms/bayesian/sequential-monte-carlo-with-measurement-error

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ScholarGateSequential Monte Carlo with Measurement Error (Sequential Monte Carlo with Measurement Error). Dicapai 2026-06-15 daripada https://scholargate.app/ms/bayesian/sequential-monte-carlo-with-measurement-error · Set data: https://doi.org/10.5281/zenodo.20539026