Date: 07 December 2016
Time: 12:45 - 13:30 (Lunch available from 12:35)
Room: RA 1501 (Ravelijn)
Particle filtering is a technique to analyze sequential data where the data is available in the so-called state space form. It is particularly suitable to handle non-linearity and/or non-Gaussian noise in the model. In this talk we give a general introduction to this Monte Carlo simulation based technique and discuss some of the pressing issues the particle filtering community is facing.