Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation (Q2724982)
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scientific article; zbMATH DE number 1618520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation |
scientific article; zbMATH DE number 1618520 |
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Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation (English)
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12 July 2001
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hidden Markov models
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state space model
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switching autoregression
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sequential Monte Carlo
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particle filtering
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maximum likelihood
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expectation-maximization
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parameter estimation
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finance
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signal processing
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telecommunications
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