Front Matter Pages i-xxvii
I Introduction
Front Matter Pages 1-1
An Introduction to Sequential Monte Carlo Methods Arnaud Doucet, Nando de Freitas, Neil Gordon Pages 3-14
II Theoretical Issues
Front Matter Pages 15-15
Particle Filters — A Theoretical Perspective Dan Crisan Pages 17-41
Interacting Particle Filtering With Discrete Observations Pierre Del Moral, Jean Jacod Pages 43-75
III Strategies for Improving Sequential Monte Carlo Methods
Front Matter Pages 77-77
Sequential Monte Carlo Methods for Optimal Filtering Christophe Andrieu, Arnaud Doucet, Elena Punskaya Pages 79-95
Deterministic and Stochastic Particle Filters in State-Space Models Erik Bølviken, Geir Storvik Pages 97-116
RESAMPLE-MOVE Filtering with Cross-Model Jumps Carlo Berzuini, Walter Gilks Pages 117-138
Improvement Strategies for Monte Carlo Particle Filters Simon Godsill, Tim Clapp Pages 139-158
Approximating and Maximising the Likelihood for a General State-Space Model Markus Hürzeler, Hans R. Künsch Pages 159-175
Monte Carlo Smoothing and Self-Organising State-Space Model Genshiro Kitagawa, Seisho Sato Pages 177-195
Combined Parameter and State Estimation in Simulation-Based Filtering Jane Liu, Mike West Pages 197-223
A Theoretical Framework for Sequential Importance Sampling with Resampling Jun S. Liu, Rong Chen, Tanya Logvinenko Pages 225-246
Improving Regularised Particle Filters Christian Musso, Nadia Oudjane, Francois Le Gland Pages 247-271
Auxiliary Variable Based Particle Filters Michael K. Pitt, Neil Shephard Pages 273-293
Improved Particle Filters and Smoothing Photis Stavropoulos, D. M. Titterington Pages 295-317
IV Applications
Front Matter Pages 319-319
Posterior Cramér-Rao Bounds for Sequential Estimation Niclas Bergman Pages 321-338
Statistical Models of Visual Shape and Motion Andrew Blake, Michael Isard, John MacCormick Pages 339-357
Sequential Monte Carlo Methods for Neural Networks N. de Freitas, C. Andrieu, P. Højen-Sørensen, M. Niranjan, A. Gee Pages 359-379
Sequential Estimation of Signals under Model Uncertainty Petar M. Djurić Pages 381-400
Particle Filters for Mobile Robot Localization Dieter Fox, Sebastian Thrun, Wolfram Burgard, Frank Dellaert Pages 401-428
Self-Organizing Time Series Model Tomoyuki Higuchi Pages 429-444
Sampling in Factored Dynamic Systems Daphne Koller, Uri Lerner Pages 445-464
In-Situ Ellipsometry Solutions Using Sequential Monte Carlo Alan D. Marrs Pages 465-477
Manoeuvring Target Tracking Using a Multiple-Model Bootstrap Filter Shaun McGinnity, George W. Irwin Pages 479-497
Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks Kevin Murphy, Stuart Russell Pages 499-515
Particles and Mixtures for Tracking and Guidance David Salmond, Neil Gordon Pages 517-532
Monte Carlo Techniques for Automated Target Recognition Anuj Srivastava, Aaron D. Lanterman, Ulf Grenander, Marc Loizeaux, Michael I. Miller Pages 533-552
Back Matter Pages 553-582
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