Uniform Stability of a Particle Approximation of the Optimal Filter Derivative (Q5254903): Difference between revisions

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Latest revision as of 05:43, 10 July 2024

scientific article; zbMATH DE number 6444787
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English
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
scientific article; zbMATH DE number 6444787

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    Uniform Stability of a Particle Approximation of the Optimal Filter Derivative (English)
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    10 June 2015
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    hidden Markov models
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    state-space models
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    sequential Monte Carlo mehods
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    particle approximation
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    \(\mathbb{L}_{p}\) bounds
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    central limit theorem
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    smoothing
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    filter derivative
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