A sequential smoothing algorithm with linear computational cost (Q3585406)
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scientific article; zbMATH DE number 5773445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A sequential smoothing algorithm with linear computational cost |
scientific article; zbMATH DE number 5773445 |
Statements
A sequential smoothing algorithm with linear computational cost (English)
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19 August 2010
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extreme value theory
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forward-backward algorithm
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particle filtering
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particle smoothing
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two-filter formula
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0.8561065
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0.8544539
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0.8502629
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0.84380466
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0.8410697
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