We cast the resampling step in particle filters (PFs) as a variational inference problem,
resulting in a new class of resampling schemes: variational resampling. Variational …

This paper presents a new particle filter algorithm (MultiPDF) for state estimation of
nonlinear systems. The proposed method is a modification of the standard particle filter …

We present a new approach—the ALVar estimator—to estimation of asymptotic variance in
sequential Monte Carlo methods, or, particle filters. The method, which adjusts adaptively …

Particle filtering (PF) is a powerful method to estimate the posterior distribution in
nonlinear/non Gaussian state space models. To overcome the curse of dimensionality of PF …

A fundamental task in all fields of science is to learn from observations. However,
undertaking this is usually hindered in two ways: first, the direct observation of the …

A high dimensional tracking system based on the FithzHugh-Nagumo (FH-N) equations
emulating the biological excitation and propagation dynamics of the action potential across …

Febrile illnesses are still a major cause of mortality and morbidity globally and the failure to
detect and correctly diagnose a specific disease associated with fever is partly responsible …

A common feature to many problems in some of the most active fields of science is the need
to calibrate (ie, estimate the parameters) and then forecast the time evolution of high …

Le filtrage particulaire est une méthode efficace pour estimer la distribution a posteriori dans
les modèles d'espace d'état non linéaires ou/et non gaussiens. Pour surmonter la …

Atrial fibrillation (AF) is one of the most common arrhythmias in the clinical practice. However
the initiation and maintenance mechanisms responsible for this heart rhythm disorder …