Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother

DOI10.1109/TSP.2017.2686340zbMath1414.94525arXiv1605.00278OpenAlexW2345826685MaRDI QIDQ4621721

H. C. Ruiz, Hilbert J. Kappen

Publication date: 8 February 2019

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

Full work available at URL: https://arxiv.org/abs/1605.00278

Mathematics Subject Classification ID

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

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