Computational aspects of sequential Monte Carlo filter and smoother (Q457255)

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Computational aspects of sequential Monte Carlo filter and smoother
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    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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