Metropolis-hastings improved particle smoother and marginalized models
This paper combines the Metropolis-Hastings Improved Particle Smoother (MHIPS) with marginalized models. It demonstrates the effectiveness of the combination by looking at two examples; a degenerate model of a double integrator and a fifth order mixed linear/nonlinear Gaussian (MLNLG) model. For the MLNLG model two different methods are compared with the non-marginalized case; the first marginaliz
