Goal
The particle filter aims to estimate the sequence of hidden parameters, xk for k = 0,1,2,3,…, based only on the observed data yk for k = 0,1,2,3,…. All Bayesian estimates of xk follow from the posterior distribution p(xk | y0,y1,…,yk). In contrast, the MCMC or importance sampling approach would model the full posterior p(x0,x1,…,xk | y0,y1,…,yk).
Read more about this topic: Particle Filter
Famous quotes containing the word goal:
“Strange new problems are being reported in the growing generations of children whose mothers were always there, driving them around, helping them with their homework—an inability to endure pain or discipline or pursue any self- sustained goal of any sort, a devastating boredom with life.”
—Betty Friedan (b. 1921)
“Our goal as a parent is to give life to our children’s learning—to instruct, to teach, to help them develop self-discipline—an ordering of the self from the inside, not imposition from the outside. Any technique that does not give life to a child’s learning and leave a child’s dignity intact cannot be called discipline—it is punishment, no matter what language it is clothed in.”
—Barbara Coloroso (20th century)
“I have the same goal I’ve had ever since I was a girl. I want to rule the world.”
—Madonna [Madonna Louise Ciccione] (b. 1958)