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The backward filter uses artificial densities to introduce a surrogate target density function which may be approximated recursively using SMC methods.
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can be approximated using sample averages.
For these states, the probabilities are approximated using their ratings in the Cook Political Report.
Gamma distribution was approximated using 4 categories.
The backward message can be computed recursively using (16).
The forward message can be computed recursively using (15).
IC k can be computed recursively using.
The optimal signals are computed recursively using a predictive filter.
Typically, the denominator in (28) is recursively approximated using a smoothing factor η [35, 37].
The nonlinear model of the plant is approximated by an external linear model with recursively estimated parameters.
Using the particle filtering approach, the probability distribution of the estimated locations of the sources being tracked is approximated with a distribution of a state vector of particles and the state of each particle is recursively updated.
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