Interacting Particle Filtering With Discrete Observations

We consider a pair of processes (X,Y), where X represents the state of a system (or signal) and Y represents the observation: X may take its values in an arbitrary measurable space (E,ε), but it is important for what follows that Y take its values in ℝ ^q for some q ≥ 1.

Editors and Affiliations

1. Department of Electrical and Electronic Engineering, The University of Melbourne, Victoria, 3010, Australia

   Arnaud Doucet

2. Computer Science Division, University of California, 387 Soda Hall, 94720-1776, Berkeley, CA, USA

   Nando de Freitas

3. Pattern and Information Processing, Defence Evaluation and Research Agency, St. Andrews Road, WR14 3PS, Malvern, Worcs, UK

   Neil Gordon

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