Auxiliary two-filter particle smoothing for one generalized hidden Markov model
Related Experiment Video
Updated: Jun 28, 2025

Optical Scatter Microscopy Based on Two-Dimensional Gabor Filters
Published on: June 2, 2010
Yunqi Chen1, Zhibin Yan2, Xing Zhang3
1Shenzhen Key Laboratory of Control Theory and Intelligent Systems, Southern University of Science and Technology, Shenzhen 518055, China.
Abstract:
This paper develops two-filter particle smoothing (TFPS) algorithms for the nonlinear fixed-interval smoothing problem of one generalized hidden Markov model (GHMM), where the current observation depends not only on the current state, but also on one-step previous state. Firstly, by Bayesian approach, the two-filter smoothing (TFS) formula for GHMM is established to calculate smoothing densities. In this TFS formula, the backward information prediction density is generally not a density of the state. This results in a difficulty that the normal sequential Monte Carlo (SMC) sampling technique cannot be directly applied to design corresponding TFPS algorithms based on the TFS formula. To solve this difficulty, a generalized TFS formula for GHMM is then proposed by introducing a sequence of artificial densities. By combining this generalized TFS formula, SMC, and the auxiliary variable sampling technique, a basic auxiliary TFPS (ATFPS) algorithm with quadratic computational complexity is proposed, and a simplified ATFPS algorithm with linear computational complexity is further developed. Finally, the effectiveness and superiority of the two proposed ATFPS algorithms for GHMM are verified via simulation examples and real experimental data.
More Related Videos
Related Concept Videos
Upsampling
Reconstruction of Signal using Interpolation
Active Filters
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
¹H NMR: Interpreting Distorted and Overlapping Signals
As Δν decreases and the signals move closer, the doublets appear increasingly distorted. The intensities of the inner lines increase at the cost of those of the outer lines as the signals are...
Bandpass Sampling
A bandpass signal has a spectrum with a lower frequency limit, denoted as ω1, and an upper frequency limit, denoted as ω2....

