A sequential smoothing algorithm with linear computational cost (Q3585406)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A sequential smoothing algorithm with linear computational cost
scientific article

    Statements

    A sequential smoothing algorithm with linear computational cost (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    19 August 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    extreme value theory
    0 references
    forward-backward algorithm
    0 references
    particle filtering
    0 references
    particle smoothing
    0 references
    two-filter formula
    0 references
    0 references