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:
“Oh yet we trust that somehow good
Will be the final goal of ill!”
—Alfred Tennyson (1809–1892)
“It is the goal of the American university to be the brains of the republic.”
—Johan Huizinga (1872–1945)
“The pace of science forces the pace of technique. Theoretical physics forces atomic energy on us; the successful production of the fission bomb forces upon us the manufacture of the hydrogen bomb. We do not choose our problems, we do not choose our products; we are pushed, we are forced—by what? By a system which has no purpose and goal transcending it, and which makes man its appendix.”
—Erich Fromm (1900–1980)