Mixture Kalman Filters
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Publication:4505997
DOI10.1111/1467-9868.00246zbMath0953.62100OpenAlexW2022023686MaRDI QIDQ4505997
Publication date: 23 November 2000
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/10.1111/1467-9868.00246
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sequential statistical methods (62L99) Monte Carlo methods (65C05) Sequential estimation (62L12)
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