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).
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Famous quotes containing the word goal:
“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)
“To enumerate the different trades by which the women in New York are endeavoring—not to live—that for many of them is as utterly unattainable a goal as the end of the rainbow—but simply to postpone as long as possible their appearance at the morgue or the cemetery—to attempt to do this would be useless.”
—Katharine Pearson Woods (1853–1923)
“The purpose of polite behavior is never virtuous. Deceit, surrender, and concealment: these are not virtues. The goal of the mannerly is comfort, per se.”
—June Jordan (b. 1939)