Smoothing algorithms for state-space models (Q904066)

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scientific article; zbMATH DE number 6531004
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    Smoothing algorithms for state-space models
    scientific article; zbMATH DE number 6531004

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      Smoothing algorithms for state-space models (English)
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      15 January 2016
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      sequential Monte Carlo
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      two-filter smoothing
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      state-space models
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      Rao-Blackwellisation
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      non-linear diffusion
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      parameter estimation
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