Practical Filtering with Sequential Parameter Learning

DOI10.1111/j.1467-9868.2007.00642.xzbMath1351.62177OpenAlexW2115722408MaRDI QIDQ3541271

Peter Mueller, Jonathan R. Stroud, Nicholas G. Polson

Publication date: 25 November 2008

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00642.x

zbMATH Keywords

filteringstate space modelsMarkov chain Monte Carlo methodsparticle filteringspatiotemporal modelssequential parameter learning

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sequential statistical design (62L05)

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Cites Work

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