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EURASIP Journal on Advances in Signal Processing
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Table 3 Examples of Φn,t (function used in the denominator for the estimation) and Ωn,t (function used in the denominator for the adaptation) that can be found in the literature

From: A survey of Monte Carlo methods for parameter estimation

Weight den. PMC [95] AMIS (N=1) [98] APIS [99]
Φn,t(θ) qn,t(θ) \(\frac {1}{t}\sum _{\tau =1}^{t} q_{\tau }(\boldsymbol {\theta })\) \(\frac {1}{N}\sum _{n=1}^{N} q_{n,t}(\boldsymbol {\theta })\)
Ωn,t(θ) qn,t(θ) \(\frac {1}{t}\sum _{\tau =1}^{t} q_{\tau }(\boldsymbol {\theta })\) qn,t(θ)
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