Particle Filters
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06-10-2010, 01:24 PM

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Particle Filters

Anoop K.R.
(M.Sc Engg)
Under the guidance of Prof K.R.Ramakrishnan
Electrical Engineering
Indian Institute of Science

A Dynamical system consists of
A state variable whose values describe the state of the system.
A dynamical rule which specifies the next state of the system, given
only the present value of the system.
A Dynamical system can be either deterministic or stochastic depending
on the rule.
A Dynamical system can be either continuous or discrete time.
We are interested in the discrete stochastic case.


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