On the two-filter approximations of marginal smoothing distributions in general state-space models (Q5214997)
From MaRDI portal
scientific article; zbMATH DE number 7163641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the two-filter approximations of marginal smoothing distributions in general state-space models |
scientific article; zbMATH DE number 7163641 |
Statements
On the two-filter approximations of marginal smoothing distributions in general state-space models (English)
0 references
5 February 2020
0 references
sequential Monte Carlo
0 references
two-filter smoothing
0 references
state-space model
0 references
particle filter
0 references
