Particle Filter comparison with Smoothing Methods (Scripts) Publisher's description
from Moeti Ncube
This program simulates a nonlinear dynamical system and estimates the hidden state using particle methods
This program simulates a nonlinear dynamical system and estimates the hidden state using particle methods.
The program compares the performance of 3 particle methods (particle filter, forward backward smoother (FBS),and Maximum A-Posterior Smoother (MAP).
It computes the likelihood and MSE of each method compared with the dynamical system given.
See Chapter 5 of thesis.pdf included for detailed description of methods, models, and results generated by this code.
System Requirements:MATLAB 7.9 (2009b)
Program Release Status: New Release
Program Install Support: Install and Uninstall