Monte Carlo滤波新进展及其应用

New Developments in Monte Carlo Filtering and Applications

非高斯、非线性的状态空间模型研究近年来有很多新的进展,在许多领域得到应用, 其中用Monte Carlo方法进行滤波是一种简洁、方便的新方法,本文介绍这方面的新进展以及应用 情况,包括本研究组的研究成果.

The study on non-Gaussian nonlinear state space model has achieved many new results, and the model has been applied to many practical fields. Among these new developments, the Monte Carlo filtering methosd provides a clear, simple solution to the non-Gaussian nonlinear state space model. This article will introduce some new developments and applications in this field, including results obtained by our research group.