Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models

DOI10.1109/TSP.2019.2941066MaRDI QIDQ5240513zbMATH OpenOpenAlexFDO

Authors Johan Alenlöv, Jimmy Olsson

Publication date 28 October 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.10939

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(2)

• A pseudo-marginal sequential Monte Carlo online smoothing algorithm
• Adaptive online variance estimation in particle filters: the ALVar estimator

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