Iterated filtering (Q638813)

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Iterated filtering
scientific article

    Statements

    title
    Iterated filtering (English)
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    author
    Juan-Miguel Gracia
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    publication date
    14 September 2011
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    zbMATH Keywords
    dynamic systems
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    sequential Monte Carlo
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    filtering
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    importance sampling
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    state space model
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    partially observed Markov process
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    Identifiers

    DOI
    10.1214/11-AOS886
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    Mathematics Subject Classification ID
    62M05
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    62M20
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    65C05
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    62M09
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    zbMATH DE Number
    5947550
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    Wikidata QID
    Q57010955
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