De-biasing particle filtering for a continuous time hidden Markov model with a Cox process observation model (Q6554562)
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scientific article; zbMATH DE number 7864346
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| English | De-biasing particle filtering for a continuous time hidden Markov model with a Cox process observation model |
scientific article; zbMATH DE number 7864346 |
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De-biasing particle filtering for a continuous time hidden Markov model with a Cox process observation model (English)
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12 June 2024
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continuous-time
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Cox process
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diffusions
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hidden Markov model
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particle filter
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path integral
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Poisson estimate
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sequential Monte Carlo
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