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New Online EM Algorithms for General Hidden Markov Models. Application to the SLAM Problem

by: Sylvain Corff, Gersende Fort, Eric Moulines

edited by: Fabian Theis, Andrzej Cichocki, Arie Yeredor, Michael Zibulevsky

In Latent Variable Analysis and Signal Separation, Vol. 7191 (2012), pp. 131-138, doi:10.1007/978-3-642-28551-6_17  Key: citeulike:11995574

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Abstract

In this contribution, new online EM algorithms are proposed to perform inference in general hidden Markov models. These algorithms update the parameter at some deterministic times and use Sequential Monte Carlo methods to compute approximations of filtering distributions. Their convergence properties are addressed in [9] and [10]. In this paper, the performance of these algorithms are highlighted in the challenging framework of Simultaneous Localization and Mapping.


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