A stable particle filter for a class of high-dimensional state-space models
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Publication:5233157
DOI10.1017/apr.2016.77zbMath1426.62274arXiv1412.3501OpenAlexW2595744296MaRDI QIDQ5233157
Yan Zhou, Kengo Kamatani, Alexandros Beskos, Ajay Jasra, Dan Crisan
Publication date: 16 September 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.3501
Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)
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