Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part I

DOI10.1109/TSP.2016.2598309MaRDI QIDQ4620554zbMATH OpenOpenAlexFDO

Authors Iñigo Urteaga, P. M. Djurić

Publication date 8 February 2019

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

Full work available at URL https://doi.org/10.1109/tsp.2016.2598309

Mathematics Subject Classification ID

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

Cited in

(2)

• Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part II
• Sequential Monte Carlo bandits

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