Computational aspects of sequential Monte Carlo filter and smoother (Q457255): Difference between revisions
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Property / author: Genshiro Kitagawa / rank | |||
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Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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Property / zbMATH DE Number: 6348506 / rank | |||
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nonlinear non-Gaussian state-space model | |||
Property / zbMATH Keywords: nonlinear non-Gaussian state-space model / rank | |||
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particle filter | |||
Property / zbMATH Keywords: particle filter / rank | |||
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Gaussian-sum filter | |||
Property / zbMATH Keywords: Gaussian-sum filter / rank | |||
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two-filter formula | |||
Property / zbMATH Keywords: two-filter formula / rank | |||
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parallel computation | |||
Property / zbMATH Keywords: parallel computation / rank | |||
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posterior mean smoother | |||
Property / zbMATH Keywords: posterior mean smoother / rank | |||
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Revision as of 11:56, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Computational aspects of sequential Monte Carlo filter and smoother |
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Statements
Computational aspects of sequential Monte Carlo filter and smoother (English)
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26 September 2014
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nonlinear non-Gaussian state-space model
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particle filter
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Gaussian-sum filter
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two-filter formula
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parallel computation
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posterior mean smoother
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