{"id":"https://openalex.org/W2045553828","doi":"https://doi.org/10.1109/icassp.2002.5744929","title":"Efficient particle filtering for Jump Markov Systems","display_name":"Efficient particle filtering for Jump Markov Systems","publication_year":2002,"publication_date":"2002-05-01","ids":{"openalex":"https://openalex.org/W2045553828","doi":"https://doi.org/10.1109/icassp.2002.5744929","mag":"2045553828"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2002.5744929","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2002.5744929","pdf_url":null,"source":{"id":"https://openalex.org/S4363607879","display_name":"IEEE International Conference on Acoustics Speech and Signal Processing","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE International Conference on Acoustics Speech and Signal Processing","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110930504","display_name":"Christophe Andrieu","orcid":"https://orcid.org/0000-0001-9320-6398"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Christophe Andrieu","raw_affiliation_strings":["Statistics Group, University of Bristol, Bristol, UK"],"affiliations":[{"raw_affiliation_string":"Statistics Group, University of Bristol, Bristol, UK","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024986514","display_name":"Manuel Davy","orcid":null},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["FR","GB"],"is_corresponding":false,"raw_author_name":"Manuel Davy","raw_affiliation_strings":["IRCCyN CNRS, Nantes, France","Signal Processing Group, University of Cambridge, Cambridge, UK"],"affiliations":[{"raw_affiliation_string":"IRCCyN CNRS, Nantes, France","institution_ids":["https://openalex.org/I1294671590"]},{"raw_affiliation_string":"Signal Processing Group, University of Cambridge, Cambridge, UK","institution_ids":["https://openalex.org/I241749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091677854","display_name":"Randal Douc","orcid":"https://orcid.org/0000-0003-3910-9495"},"institutions":[{"id":"https://openalex.org/I165779595","display_name":"University of Melbourne","ror":"https://ror.org/01ej9dk98","country_code":"AU","type":"education","lineage":["https://openalex.org/I165779595"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Arnaud Doucet","raw_affiliation_strings":["Department of Electrical Engineering, University of Melbourne, Parkville, VIC, Australia"],"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, University of Melbourne, Parkville, VIC, Australia","institution_ids":["https://openalex.org/I165779595"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5110930504"],"corresponding_institution_ids":["https://openalex.org/I36234482"],"apc_list":null,"apc_paid":null,"fwci":5.5629,"has_fulltext":false,"cited_by_count":34,"citation_normalized_percentile":{"value":0.95597484,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"II","last_page":"1625"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.913100004196167,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.913100004196167,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9120000004768372,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.7221741080284119},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6689203381538391},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.6683481931686401},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.6293362379074097},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.61376953125},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.6013601422309875},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5076931715011597},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.4925423562526703},{"id":"https://openalex.org/keywords/auxiliary-particle-filter","display_name":"Auxiliary particle filter","score":0.48639729619026184},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.4572159945964813},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4420347511768341},{"id":"https://openalex.org/keywords/signal-processing","display_name":"Signal processing","score":0.4420180320739746},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.4379434585571289},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.3458455801010132},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3327668011188507},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2844785451889038},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21408987045288086},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.18788152933120728},{"id":"https://openalex.org/keywords/digital-signal-processing","display_name":"Digital signal processing","score":0.09377530217170715},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08619311451911926},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.06579339504241943}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.7221741080284119},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6689203381538391},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.6683481931686401},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.6293362379074097},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.61376953125},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.6013601422309875},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5076931715011597},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4925423562526703},{"id":"https://openalex.org/C52483021","wikidata":"https://www.wikidata.org/wiki/Q4827310","display_name":"Auxiliary particle filter","level":5,"score":0.48639729619026184},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4572159945964813},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4420347511768341},{"id":"https://openalex.org/C104267543","wikidata":"https://www.wikidata.org/wiki/Q208163","display_name":"Signal processing","level":3,"score":0.4420180320739746},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.4379434585571289},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.3458455801010132},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3327668011188507},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2844785451889038},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21408987045288086},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.18788152933120728},{"id":"https://openalex.org/C84462506","wikidata":"https://www.wikidata.org/wiki/Q173142","display_name":"Digital signal processing","level":2,"score":0.09377530217170715},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08619311451911926},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.06579339504241943},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C9390403","wikidata":"https://www.wikidata.org/wiki/Q3966","display_name":"Computer hardware","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/icassp.2002.5744929","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2002.5744929","pdf_url":null,"source":{"id":"https://openalex.org/S4363607879","display_name":"IEEE International Conference on Acoustics Speech and Signal Processing","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE International Conference on Acoustics Speech and Signal Processing","raw_type":"proceedings-article"},{"id":"pmh:hdl:10068/625710","is_oa":false,"landing_page_url":"http://hdl.handle.net/10068/625710","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"R - Report"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.14.9440","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.14.9440","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.irccyn.ec-nantes.fr/~davy/papers/andrieu_tr427.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1483307070","https://openalex.org/W1531532259","https://openalex.org/W2131598171","https://openalex.org/W4238816640","https://openalex.org/W4244486013"],"related_works":["https://openalex.org/W2053269318","https://openalex.org/W2546021431","https://openalex.org/W2581127593","https://openalex.org/W2368144031","https://openalex.org/W3144709167","https://openalex.org/W2355962871","https://openalex.org/W2127981223","https://openalex.org/W2162253570","https://openalex.org/W2593675237","https://openalex.org/W1824810860"],"abstract_inverted_index":{"We":[0,43],"address":[1],"here":[2],"the":[3,15,38,41],"problem":[4],"of":[5,17,37,40],"developing":[6],"efficient":[7],"particle":[8],"filtering":[9],"techniques":[10],"in":[11,27],"order":[12],"to":[13,47],"estimate":[14],"state":[16],"Jump":[18],"Markov":[19],"Systems":[20],"(JMS).":[21],"These":[22],"processes":[23],"are":[24],"often":[25],"met":[26],"signal":[28],"processing":[29],"(target":[30],"tracking,":[31],"communication\u2026).":[32],"Our":[33],"algorithm":[34,46],"takes":[35],"advantage":[36],"structure":[39],"process.":[42],"apply":[44],"our":[45],"time":[48],"varying":[49],"autoregressive":[50],"processes.":[51]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}