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• Decision, Search and Optimization • Class P & Class NP • Reductions • NP-Completeness

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Foundations of State Estimation PartⅡ Topics: Hidden Markov Models Particle Filters Additional reading: L. R. Rabiner, \ tutorial on hidden Markoy models,\ Proceedings of the IEEE, vol. 77,. 257-286, 1989 Radford M. Neal, 1993. Probabilistic Inference Using Markov Chain Monte

Why Statistical Mechanics? Understand predict the physical properties of macroscopic systems from the properties of their constituents Deterministic approach ma F need of 6n coordinates at t: r: and v but typically n= moles (1023)! Ensemble?rather than microscopic detail and its surroundings microcanonical, canonical, grand canonical