Particle Filters
author: Simon Godsill,
University of Cambridge
published: Nov. 2, 2009, recorded: September 2009, views: 54604
published: Nov. 2, 2009, recorded: September 2009, views: 54604
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Reviews and comments:
An excellent presentation on the basic concepts of Particle Filters.
Part 2 of video: missing video section, skips from slide 69 to 89 (skips over important parts).
I'm assuming the rightmost term of the last expression on page 11 which reads "P(x|theta|y)" is meant to read "P(x|theta,y)".
I believe in part 1 slide 32, the first equation (below "where"), the last term for P_{t+1} inside the inverse, should be the inverse of P_{t+1|t}.
Thank you for this excellent introduction to particle filtering
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