Particle filters (Q373535)

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Particle filters
scientific article

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    title
    Particle filters (English)
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    DOI
    10.3150/12-BEJSP07
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    author
    Hans R. Künsch
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    published in
    Bernoulli
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    publication date
    17 October 2013
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    Mathematics Subject Classification ID
    93E11
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    93C57
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    93E25
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    zbMATH DE Number
    6216082
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    zbMATH Keywords
    ensemble Kalman filter
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    importance sampling and resampling
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    sequential Monte Carlo method
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    smoothing algorithm
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    state space models
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    arXiv ID
    1309.7807
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