A new approach to particle based smoothed marginal MAP

S. Saha, Pranab K. Mandal, Arunabha Bagchi

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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.
    Original languageUndefined
    Title of host publication16th European Signal Processing Conference (EUSIPCO 2008)
    Place of PublicationLausanne
    PublisherEURASIP, European Association for Signal, Speech and Image Processing
    Pages1569102598
    Number of pages5
    ISBN (Print)978-2-8399-0450-6
    Publication statusPublished - Aug 2008
    Event16th European Signal Processing Conference - Lausanne, Switzerland
    Duration: 25 Aug 200829 Aug 2008
    Conference number: 16th
    https://www.eurasip.org/Proceedings/Eusipco/Eusipco2008/index.html

    Publication series

    Name
    PublisherEURASIP, European Association for Signal, Speech and Image Processing

    Conference

    Conference16th European Signal Processing Conference
    Abbreviated titleEUSIPCO 2008
    CountrySwitzerland
    CityLausanne
    Period25/08/0829/08/08
    Internet address

    Keywords

    • EWI-13360
    • IR-64949
    • METIS-252043

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