A new Gaussian particle filter (GPF) is discussed to solve estimation problems in nonlinear non-Gaussian systems.
为了解决非线性、非高斯系统估计问题,讨论了一种新的滤波方法——高斯粒子滤波算法。
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When TVAR model signal and reflection coefficients were extended to state vector, Gaussian Particle Filter (GPF) was applied to estimate parameters of TVAR model.