Particle Filters

author: Simon Godsill, University of Cambridge
published: Nov. 2, 2009,   recorded: September 2009,   views: 54601


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Part 1 1:21:00
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Part 2 46:58

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Reviews and comments:

Comment1 Janjua, February 3, 2010 at 7:33 a.m.:

An excellent presentation on the basic concepts of Particle Filters.

Comment2 Jim Smith, March 9, 2010 at 10:02 a.m.:

Part 2 of video: missing video section, skips from slide 69 to 89 (skips over important parts).

Comment3 Jan Galkowski, April 25, 2011 at 12:24 a.m.:

I'm assuming the rightmost term of the last expression on page 11 which reads "P(x|theta|y)" is meant to read "P(x|theta,y)".

Comment4 Zhiyuan, July 2, 2012 at 10:15 p.m.:

I believe in part 1 slide 32, the first equation (below "where"), the last term for P_{t+1} inside the inverse, should be the inverse of P_{t+1|t}.

Comment5 ymezali, February 20, 2013 at 11:15 a.m.:

Thank you for this excellent introduction to particle filtering

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