On-line Optimization of Sequential Monte Carlo Methods书籍.pdfVIP

Proceedings of the American Control Conference Anchorage,AK May 8-10.2002 On-line Optimization of Sequential Monte Carlo Methods using Stochastic Approximation Arnaud Doucet’, Vladislav B.TadiC Department of Electrical and Electronic Engineering, The University of Melbourne, Parkville, Victoria 3052, Australia. Email: {a .doucet,v. tadic}Qee .mu.oz.au Abstract