A new approach to particle based smoothed marginal MAP

Saha, S. and Mandal, P.K. and Bagchi, A. (2008) A new approach to particle based smoothed marginal MAP. In: 16th European Signal Processing Conference, EUSIPCO, 25-29 August 2008, Lausanne, Switzerland.

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Abstract:	We present here a new method of finding the MAP state estimator from the weighted particles representation of marginal smoother distribution. This is in contrast to the usual practice, where the particle with the highest weight is selected as the MAP, although the latter is not necessarily the most probable state estimate. The method developed here uses only particles with corresponding filtering and smoothing weights. We apply this estimator for finding the unknown initial state of a dynamical system and addressing the parameter estimation problem.
Item Type:	Conference or Workshop Item
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Systems and Signals (SST)
Link to this item:	http://purl.utwente.nl/publications/64949
Official URL:	http://www.eurasip.org/Proceedings/Eusipco/Eusipco2008/papers/1569102598.pdf
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