gaussian mixture particle algorithm projects and source code

Particle Filter Matlab Code

Particle filters or Sequential Monte Carlo (SMC) methods are a set of on-line posterior density estimation algorithms that estimate the posterior density of the state-space by directly implementing the Bayesian recursion equations.

The following matlab project contains the source code and matlab examples used for particle filter.

The gaussian mixture particle algorithm for dynamic cluster tracking in matlab

The following Matlab project contains the source code and Matlab examples used for the gaussian mixture particle algorithm for dynamic cluster tracking. The algorithms coded in this file are proposed in Carmi, Septier and Godsill, "The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking", Automatica Volume 48, Issue 10, October 2012, Pages 2454-2467 Main file is "run_test.
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