Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models (Q5960138): Difference between revisions

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Latest revision as of 00:49, 5 March 2024

scientific article; zbMATH DE number 1727268
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English
Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models
scientific article; zbMATH DE number 1727268

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    Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models (English)
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    11 April 2002
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    optimal estimation
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    sequential Monte Carlo methods
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    posterior Cramer-Rao bounds
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