Second-order extended particle filter with exponential family observation model
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Publication:5036862
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Cites work
- A general theory of particle filters in hidden Markov models and some applications
- A survey of sequential Monte Carlo methods for economics and finance
- Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
- Bayesian forecasting and dynamic models.
- Exponential-family random graph models for valued networks
- Graphical models, exponential families, and variational inference
- Independent Particle Filters
- Particle Markov Chain Monte Carlo Methods
- Sequential Imputations and Bayesian Missing Data Problems
- Some contributions to sequential Monte Carlo methods for option pricing
Cited in
(4)- A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements
- Second-order Accurate Ensemble Transform Particle Filters
- An algorithm for approximating the second moment of the normalizing constant estimate from a particle filter
- An improved Bayesian filter for nonlinear systems under multistep randomly delayed and lost measurements
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