Computational aspects of sequential Monte Carlo filter and smoother (Q457255)
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scientific article; zbMATH DE number 6348506
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| English | Computational aspects of sequential Monte Carlo filter and smoother |
scientific article; zbMATH DE number 6348506 |
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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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0.8980243802070618
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0.8439441323280334
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0.8210206627845764
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0.8126971125602722
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